configuring tickstory data to match broker data

[tickwaiting]

Hello TickStory

the more I dive into this software I'm amazed with the potential and options to get the most out of this software.

I was reading a thread here in the forum about how to setup the tick data from dukascopy to match those on my broker and i did it and download went well.

however, I have 3-4 questions regards the setting process that I didn't saw their answers in the thread, and they are as follows:

1- do I have to change the company and server name to my broker or leave it as default tickstory? and only change fields from leverage and below to end?
2- my broker has swab long and short for instruments but certain accounts like mine is swab free, do I have to put the broker swab value or leave it 0? in either way i feel confused which way to go? in account history all trades day or night swab 0

3- my broker tick value and size are 0 but when I put them in their fields then save and reopen, I see error message (incorrect fields tick value 0 and tick size 0) but if click ok it will open setting window normally. should i ignore this error message?

4- if i put swab long/short and tick value and size 0 will this affect the tick data accuracy and the test results?

5- my broker has 2-3 types of 1 instrument for example index US30=1 unit or US30x10=10 units, the question is when i setup mt4 setting in tickstory and in symbol name: usa30idxusd >>> map to: US30 or US30x10 then put the broker lot size? does the map field only for the name to match the broker and it won't multiply it by 10 and will rely mainly on lot size value?


that's all and looking forward to seeing your feedback.

Best Wishes

[tickstory]

Hi Tickwating,

Thanks for your kind feedback. In responses to your questions:

1- do I have to change the company and server name to my broker or leave it as default tickstory? and only change fields from leverage and below to end?

The company and server name shouldn't have any bearing on your back-test, however if you would like to get all the actual Account settings (Server name, leverage, etc), you can use this guide. (Note there is no need to do this if you want your broker's Symbol Properties as Tickstory will automatically detect them when you select your broker's symbol in the "Map to" field.)

2- my broker has swab long and short for instruments but certain accounts like mine is swab free, do I have to put the broker swab value or leave it 0? in either way i feel confused which way to go? in account history all trades day or night swab 0

As mentioned above, as soon as you select your broker's Symbol in the "Map to" field, Tickstory will automatically retrieve the swap settings from your broker for that symbol. You can manually set it to zero if you like, however default settings are always recommended.

3- my broker tick value and size are 0 but when I put them in their fields then save and reopen, I see error message (incorrect fields tick value 0 and tick size 0) but if click ok it will open setting window normally. should i ignore this error message?


Could you please specify the exact steps you are doing to get the error? Generally speaking, it should be fine to have these settings.

4- if i put swab long/short and tick value and size 0 will this affect the tick data accuracy and the test results?

It won't affect the tick data itself, however it is possible that you can get different back-test results by changing their values. As long as these settings are the same as your broker's, you shouldn't need to change anything here.

5- my broker has 2-3 types of 1 instrument for example index US30=1 unit or US30x10=10 units, the question is when i setup mt4 setting in tickstory and in symbol name: usa30idxusd >>> map to: US30 or US30x10 then put the broker lot size? does the map field only for the name to match the broker and it won't multiply it by 10 and will rely mainly on lot size value?

The best approach is always to take your broker's default settings which are automatically detected when you select the symbol in the "Map to" drop-down. This will get your broker's lot size etc for that specific symbol.

As an aside, please note that if you are using the Advanced Tester, you can just use the "Use Default Broker settings" option which by default uses all your broker settings without having to explicitly specify them in the FXT/data export.

Hope this helps.

[tickwaiting]

Hi Tickstory

thanks for your feedback.

1- I have updated broker and server name and will see what happens.

2+4- yes results are completely different when value is 0 I think broker settings for instruments however they are not the same every day or every hour very variable just like spread but nothing to do. however, I'm updating them now to be 100% like broker then conduct short backtest on tickstory mt4 vs broker mt4 to confirm accurate settings and identical results.

5- yes, I think the advanced tester is the solution to this I think it will be same logic of export data folder then import by broker mt4 in history center.

3- kindly take a look at the attached screenshot for this error message.

[tickwaiting]

I conducted 2 rounds of backtesting for the purpose of data and results accordance of tickstory with my broker

* backtest variables

expert advisor: moving average.ex4 (mt4 default ea)
backtest: optimization
model: open price
date: aug 17 2023 - sep 23 2023
timeframe: H1
symbol: USOIL
instrument setting: broker defalut

1st round- i exported data to mt4 after i modified mt4 setting to be based on broker settings (following the tickstory guide 100%) then launching mt4 from tickstory software.

2nd round- I backtested manually using broker mt4 on different pc with default setting (no tickstory involved).


see attached backtest screenshots


* observation

1st round seems closer in results to 2nd round let's say 80% to 90%, but not 100% as the same as broker results. also 1st round (tickstory backtest) generates remarkably less trades than manual mt4 backtest trades. no idea why


* conclusion

i think solution here is advanced tester if it's will automatically configured broker setting without manual configuration or the old approach import downloaded data at broker mt4 through history center to ensure data adjusted automatically to broker defalut settings.

[tickwaiting]

edited above

[tickwaiting]

edited above

[tickstory]

Hi Tickwaiting,

Thanks for the sharing your analysis. One thing we would always recommend is to make sure you understand why you are seeing differences. The best way to do this is doing a single test and analyzing the first few trades to understand why there were differences (Commissions? Spread? Entry or exit points? Swap rates? Different EA parameters? etc). By knowing this, you will be able to determine not only why there may be differences in different modes of back-test but also where the "hot spots" in your EA are that can affect its profitability. Once you are satisfied that your chosen mode of back-testing is correct, you can use all this information to target your EA's weak spots and make sure it is tolerant to parameter variations.

Do note that you can always expect different results when changing your historical test data set. The main objective here is not to try exactly mimic your broker's live feed but to make sure your EA shows continued stability/profitability in the inevitable changing conditions.

Hope this helps.

[tickwaiting]

Hi Tickstory

thanks and sorry for previous wrong backtesting. the reasons it was wrong for comparison:

1- every tick on broker is not every tick.
2- on tickstory when map to i was typing not using the drop down menu. now when i used the drop down the system will configure automatically but need little touch also i found out another interesting feature which is upload ftx file which will automatically fill the values with little manual touch.

now check the backtest i updated it and did my best to make all variables identical on tickstory and broker mt4 and changed the model to open price.

i was surprised that the results 80-90% is the same i would say the difference due to brokers tick data or prices differences. (but still backtest on tickstory even on open price generate less trades than on manual mt4 open price) i have no idea why

however, this is not the end of this but i feel is the beginning as I'm going later to post a new thread to discuss how to conduct backtesting the best and fast way without getting trapped in

Best Wishes