My EA works in multiple time frames but data in backtest isn’t working

General discussion about the Tickstory Lite software package.
gsolomos
Posts: 23
Joined: Tue Apr 21, 2020 8:24 pm

My EA works in multiple time frames but data in backtest isn’t working

Post by gsolomos »

So I have an ea that I can run in any timeframe and it doesn't matter because it gathers data from multi time frames to generate the trades. It works fine when running it live on my mt4 but when i download data and run strategy tester the ea (which shows me the values in the tf’s) doesn’t work with certain tf’s for example if I am it in tester on the 5 min then the 15 min or 30 min data doesn’t track. Does anyone know a fix for this ?

tickstory
Posts: 4337
Joined: Sun Jan 06, 2013 12:27 am

Re: My EA works in multiple time frames but data in backtest isn’t working

Post by tickstory »

Hi Gsolomos,

The only way to really trouble-shoot these sorts of issues is by enabling logging on your EA (if applicable) and seeing why it might not be trading. You might also want to try to "easing" any EA settings to see if that helps. For example, if there are any spread or time-zone restrictions to entering a trade, perhaps try disabling them. This might give you an indication of the specific indicator that is causing the problem.

Our FAQ also goes through some general trouble-shooting tips.

Hope this helps.

gsolomos
Posts: 23
Joined: Tue Apr 21, 2020 8:24 pm

Re: My EA works in multiple time frames but data in backtest isn’t working

Post by gsolomos »

The issue is not that it is not trading. The issue is that when I run a backtest on X timeframe, the only indicator values that change are the ones for that timeframe. The indicator values that I am able to see on my screen do not change for the other timeframes... for example if i am running my ea on the 5 min tf and i put in my indicators to work for the 5 minute tf then it all works and the values show up for my indicators (lets just say rsi and adx) but now if i am still trading on the 5 min tf and i put in my indicators to work for the 15 min tf then it doesn't work the values for my indicators rsi, adx are not showing up or changing at all as the tester goes on (visual mode, tick by tick)...

same thing happens if i try to set the indicators for any tf except for the tf that i am testing on. so the ea is not getting the data from other timeframe indicators to trade off of except for the one tf i am trading on.

this is a big issue for me as i need all the data to show up for all tf's for all indicators. i have been with tickstory a very long time and i would appreciate help on this matter...


if i run my ea with current broker data i don't face this issue, all the indicator values show up just fine for all tf's no matter what i am running on my ea on. i have been through two days of testing and trying to figure this out with my dev and its not an EA issue at all as the ea works just fine in live mode and in tester mode with non tickstory data. but the problem is when i get tickstory data then this all happens..

and i need tickstory data as it is reliable.

please help

tickstory
Posts: 4337
Joined: Sun Jan 06, 2013 12:27 am

Re: My EA works in multiple time frames but data in backtest isn’t working

Post by tickstory »

Hi Gsolomos,

Please see the attached EA which calculates and prints the Moving Average in 3 different time-frames (selected timeframe, M1 and M5) using Tickstory's tick data. It should print out different values for each time-frame. If it doesn't, it probably means that something is incorrect with your exported options. If everything does change as expected, then there's something incorrect with the way your EA is calculating the indicators.

Hope this helps.

(EDIT: Corrected bug in mql4 file).
Attachments
Indicatortest.mq4
(1.8 KiB) Downloaded 29 times

gsolomos
Posts: 23
Joined: Tue Apr 21, 2020 8:24 pm

Re: My EA works in multiple time frames but data in backtest isn’t working

Post by gsolomos »

Ok so i took that EA and put it on my mt4. i also deleted all the history from my mt4 history tester file and then i downloaded them again. i downloaded eur/usd (see screenshots)...

now when i run the ea on any tf. i get the same values for the current tf (30 min or 1 hour) as i do the 1 min... but the 5 min is different (see screeshots)

please advise on what is going on or if i am doing something wrong when downloading.

the way i get the data is i click on eur usd. i right click and click on export to mt4... then i staret with the date. i put in 11/1/2019 to 12/1/2021...
all timeframes are checked... i put the timezone to utc+2 with european/london DST... then i ciick on the metatrader info tab and i map to eur usd... then click ok.

then i right click and start task. once task is complete i open up mt4 and start my testing.

i put in the indicator you gave me...

then i choose eurusd

i put the dates 5-1-21 to 5-5-21 (remember i downloaded data from 11-1-19 to 12-1-21) and i put it on the 1 hour tf with a spread of 15...

now i run the tester and you can see the results in the screenshots..

the 1 hour tf and 1 min tf are same values while the 5 min tf is a different value...

same thing happens when i test the 30 min tf... the 30 min tf and 1 min are the same while the 5 min is different.

Please help
Attachments
mt 4 settings.jpg
mt 4 settings 2.jpg
mt4 tester setup.jpg

gsolomos
Posts: 23
Joined: Tue Apr 21, 2020 8:24 pm

Re: My EA works in multiple time frames but data in backtest isn’t working

Post by gsolomos »

adding more attachments here from previous message
Attachments
mt4 results 1 hour.jpg
mt4 results 1 hour (2).jpg
mt4 results 30 min tf.jpg

gsolomos
Posts: 23
Joined: Tue Apr 21, 2020 8:24 pm

Re: My EA works in multiple time frames but data in backtest isn’t working

Post by gsolomos »

now lastly are you sure that indicator you gave me works.. becasue i just tried it on another mt4 without tickstory data and the same issue was happening showing me same numbers for 30 min (current) as the 1 min. but again the 5 min is different... ?

gsolomos
Posts: 23
Joined: Tue Apr 21, 2020 8:24 pm

Re: My EA works in multiple time frames but data in backtest isn’t working

Post by gsolomos »

i just tried your indicator on another brokers mt4 with tickstory data downloaded for a different paid (us30) and same issue. then i tested it with broker data instead of tickstory data and still same issue. i think the indicator you sent is off.

tickstory
Posts: 4337
Joined: Sun Jan 06, 2013 12:27 am

Re: My EA works in multiple time frames but data in backtest isn’t working

Post by tickstory »

Hi Gsolomos,

Thanks for the screenshots. You're right - there was a minor issue with printing the M1 data such that the first and second value would be the same. This has been corrected in the original post.

That said, do note that the objective is to see whether the values are changing and different for each time-frame. If they are (and they seem to be according to your output), it will tell you that the multi-timeframe indicators seem to be working correctly (specifically, the iMA Moving Average). On that basis, it looks like there is no issue with the exported data being the problem. If you have the source code for your EA/indicators, you will need to perform a similar test to see why they are not changing. Printing values to the Journal similar to the EA example we gave will be the best way forward.

Hope this helps.

gsolomos
Posts: 23
Joined: Tue Apr 21, 2020 8:24 pm

Re: My EA works in multiple time frames but data in backtest isn’t working

Post by gsolomos »

ok I will test it later when I get to my other computer to see if they are changing. If they are then how do I perform what your saying below ?:

“If you have the source code for your EA/indicators, you will need to perform a similar test to see why they are not changing. Printing values to the Journal similar to the EA example we gave will be the best way forward.”

Also I used my license code on my work computer for tickstory I know I get more then one computer so can you email me or tell me the license number so I can get tickstory on my home computer please.

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