how to know data souce during the BT

General discussion about the Tickstory Lite software package.
Post Reply
craneliu_2014
Posts: 5
Joined: Mon Nov 10, 2014 2:29 pm

how to know data souce during the BT

Post by craneliu_2014 »

Dear Sir,

I am new to tickstory.
recently I am trying to BT the EA. This EA is bonded with MT4 account No. that meant that I have to log in my MT4 account with account No. and Password first, then I can start the backtest. otherwise this EA will not work during the BT.
I did the following steps for the BT, but not successful finally
1) exported the data from tickstory to MT4 (MT4 folder configuration successfully, and the lancher command line is empty, MAP the GBPUSD to "GBPUSD." which is used by STO broker)
2) Launched MT4 from Tickstory
3) MT4 login with MT4 account and password
4) started the strategy tester for BT
5) BT was succefully finished (only 10 days for testing purpose)

But the problem is this test results was based on the historical data from history center. what's wrong?

1) before lanching the MT4 from Tickstory I have delete all data from history center, when I log in, the history center updated automatically, how to disable the history center for automatically update?
2) when I do BT, how do I know the data source? this tickstory data also shows in history center?

kindly please advise how to do the BT for my case.

Really Appreciate!

Crane

tickstory
Posts: 4899
Joined: Sun Jan 06, 2013 12:27 am

Re: how to know data souce during the BT

Post by tickstory »

Hi CraneLiu,

This post appears to be a duplicate of your previous question here: http://tickstory.com/forum/viewtopic.php?f=2&t=536.

To answer your questions:

1) Try marking the HST files as 'read-only' if you need to log in. This hopefully will prevent any updates from the broker's server.
2) If you get a 99.9% modelling quality in your back-testing results, you will know that MT4 has used the exported tick data correctly.

Hope this answers you questions.

craneliu_2014
Posts: 5
Joined: Mon Nov 10, 2014 2:29 pm

Re: how to know data souce during the BT

Post by craneliu_2014 »

Hi Tickstory team,

Thank you very much for the advice!
finally I worked out the solution to get 99.9% quality of the back test with your data.

Unfortunately, the back test results with 99.9% is quite different from the real live trading results.
To solve it, I tried the different spread. But the results are still quite far from the real live results.

the broker is AFX (STO). same EA with the same period, the BT test result is much worse than real live results. and the trade open and close time are also very far from the real live results.

could you kindly please suggest what happened? tickstory data source is OK?

thank you for the advice!

Best regards
crane

craneliu_2014
Posts: 5
Joined: Mon Nov 10, 2014 2:29 pm

Re: how to know data souce during the BT

Post by craneliu_2014 »

Hi Sir,

I changed spread from MT4 strategy tester. But from other posts in this forum, I found that:
"to correctly use Tickstory's tick data, you will need to launch MT4 via Tickstory. If you wish to change the spread, you will need to edit the FXT file with Tickstory's MT4 Editor. The MT4 spread drop-down option will have no effect."

So maybe the spread is big issue. I have not change the spread propely?

then how to edit spread with tickstory Data? could guide me with the step by step?

thank you very much!

Best regards
crane

tickstory
Posts: 4899
Joined: Sun Jan 06, 2013 12:27 am

Re: how to know data souce during the BT

Post by tickstory »

Hi Crane,

The spread is set in the process of "Exporting to MT4". In the export dialog box, there is a tab called "MT4 Info" which allows you to specify all the parameters of the export including the spread. There is a detailed explanation in the Tickstory manual (press F1 within Tickstory or click here: http://tickstory.com/help/tickstorylite/) under the section "Customising MT4 export settings".

If you are using the Metatrader FXT Editor to make changes to an existing data export, do the following in Tickstory:

1) Select Metatrader FXT Editor in the menu.
2) In the Editor, select "Open FXT". In the folder menu, you should see a list of symbol data files that correspond to each of the exported time-frames. For example, EURUSD60_0.fxt represents the 60 minute time-frame of EURUSD, GBPUSD240_0.fxt represents the data for GBPUSD for the 4-hour time-frame and so forth. Select the data file that corresponds to the symbol and time-frame you wish to change the spread for. If you are working in multiple time-frames, you will need to repeat this process for each file/time-frame.
3) In the 'Spread' field, change the value of the spread to suit your back-testing.
4) Press the 'Save' button (ensure that MT4 is not running as it could prevent the file from being updated).
5) Press F8 in Tickstory launch MT4 and commence your back-testing.

Hope this helps.

Post Reply