is this due to variable swap or data source or tickstory release??

General discussion about the Tickstory Lite software package.
Post Reply
tickwaiting
Posts: 51
Joined: Wed Sep 06, 2023 11:27 pm

is this due to variable swap or data source or tickstory release??

Post by tickwaiting »

Hi Tickstory

it's been few weeks since i posted topic here, kind of busy in backtesting :D

speaking of which, i have encountered strange outcomes during backtesting.

at first, i downloaded 10 years history data of USOIL i copy and pasted all broker details and settings accordingly.

finished backtesting and got the report i need. 99.9 quality

then, i uninstalled tickstory to download recent release as well i uninstalled mt4, reinstalled them both again. downloaded the same data and the results were different :o although all other variables are the same spread, digit, point, tick, etc.. :!:

the only difference is the recent release, i'm not sure if the swab is the same or different, and is the history data from the one source or multiple sources?

I'm looking forward to hear from you as i feel disappointed about this issue although the report shows 99.9 quality on both reports. :?:

tickstory
Posts: 4900
Joined: Sun Jan 06, 2013 12:27 am

Re: is this due to variable swap or data source or tickstory release??

Post by tickstory »

Hi Tickwaiting,

You might want to check our Tickstory changelog for any changes that may impact you. In the last few versions of Tickstory, there have been no changes in the way tick data is exported, however there has been a fix for long/short variable swap detection. Previously these values were not being picked up correctly from the broker terminal. This should now be fixed and if you selected your broker's "Map to" symbol on your export, then this will ensure the correct swap values are now applied (and yes, this could affect your results depending on the nature of your strategy).

In addition, if you are using the Advanced Tester, there have been a few changes as of v.0.4.43. The summary is that if you were using AT's slippage function or the random spread function, your results would likely be affected as there were a few fixes as described in the linked forum post.

Hope this helps.

tickwaiting
Posts: 51
Joined: Wed Sep 06, 2023 11:27 pm

Re: is this due to variable swap or data source or tickstory release??

Post by tickwaiting »

Hi tickstory

So if my account is swab free, should I put swab value 0. Or should I put broker swab value? Issue will be the variable swab will give different results everytime. Backtest.

tickstory
Posts: 4900
Joined: Sun Jan 06, 2013 12:27 am

Re: is this due to variable swap or data source or tickstory release??

Post by tickstory »

Hi Tickwaiting,

If you are mainly concerned with trade win/loss ratio then you can put your swap at zero. If you want more accurate profit/loss results, I would include the broker swap.

Thanks.

tickwaiting
Posts: 51
Joined: Wed Sep 06, 2023 11:27 pm

Re: is this due to variable swap or data source or tickstory release??

Post by tickwaiting »

got it thanks tickstory

tickstory
Posts: 4900
Joined: Sun Jan 06, 2013 12:27 am

Re: is this due to variable swap or data source or tickstory release??

Post by tickstory »

No problem, Tickwaiting. Just a reminder though - if your strategy is dependent on account size/equity, it would be safer to use the correct swaps as this could impact your equity and therefore how your strategy will trade. You will the best judge of this ;)

Post Reply