Since purchasing version 1.7 I have been unable to have commissions deducted for each trade.
In the FXT Header the Base comm = 6 and Comm type = 1 and Comm lots = 0
What could be wrong?
Thanks,
Don
Commissions
Re: Commissions
Hi Don,
Yes, you can set your commission settings in the MT4 Settings dialog although this is not a feature specific to v1.7 - all calculations are done by the MT4 Strategy Tester.
The following thread explains the settings a little further:
http://tickstory.com/forum/viewtopic.php?f=4&t=415
The actual deductions are not shown in the Strategy Tester in a separate column but instead are incorporated into the final P/L.
Hope this helps.
Yes, you can set your commission settings in the MT4 Settings dialog although this is not a feature specific to v1.7 - all calculations are done by the MT4 Strategy Tester.
The following thread explains the settings a little further:
http://tickstory.com/forum/viewtopic.php?f=4&t=415
The actual deductions are not shown in the Strategy Tester in a separate column but instead are incorporated into the final P/L.
Hope this helps.
Re: Commissions
Thank you for the response. Unfortunately I still have the problem and no idea how to proceed.
To further explain, my brother and I run Strategy Tester using the same EA and the same TickStory history date range. Since I purchases 1.7 we get different answers.
My brother is still using version 1.6.
When we were both using version 1.6 we could get exactly the same P & L result.
We believe the problem is in either Strategy Tester not accepting the Base Comm = 6 parameter or that the TickStory 1.7 no longer passes this parameter to Strategy Tester. As I stated earlier I see the Base comm = 6 on the input form.
By comparing the first trade, which has exactly the same lot size on both of our platforms, we find that my P & L is less than his by exactly the commission cost ( i.e., Base Comm X Lot size).
Questions:
1. Has there been any change in the TickStory code that might affect the passing of the commission parameters?
2. Has Strategy Tester changed such that it no longer recognizes the TickStory commission parameter?
3. How else can I resolve this differences between version 1.6 and 1.7
4. Could I go back to version 1.6?
I will appreciate any thing you can offer to resolve this difference.
Thanks Don
To further explain, my brother and I run Strategy Tester using the same EA and the same TickStory history date range. Since I purchases 1.7 we get different answers.
My brother is still using version 1.6.
When we were both using version 1.6 we could get exactly the same P & L result.
We believe the problem is in either Strategy Tester not accepting the Base Comm = 6 parameter or that the TickStory 1.7 no longer passes this parameter to Strategy Tester. As I stated earlier I see the Base comm = 6 on the input form.
By comparing the first trade, which has exactly the same lot size on both of our platforms, we find that my P & L is less than his by exactly the commission cost ( i.e., Base Comm X Lot size).
Questions:
1. Has there been any change in the TickStory code that might affect the passing of the commission parameters?
2. Has Strategy Tester changed such that it no longer recognizes the TickStory commission parameter?
3. How else can I resolve this differences between version 1.6 and 1.7
4. Could I go back to version 1.6?
I will appreciate any thing you can offer to resolve this difference.
Thanks Don
Re: Commissions
Hi Don,
Thanks for the further information. Just to reiterate, Tickstory itself performs no calculations itself. It merely exports data that the Strategy Tester then uses - including the commission information. The only changes v1.6 and v1.7 that could potentially affect your results is that v1.7 exports tick count as the volume (as opposed to traded volumes). Unless your EA is dependent on volume, this shouldnt be the cause. From your assessment that both EAs are trading at the same time, this seems to imply that the data itself isn't the cause of your differences.
One of the variables therefore is likely to be the "MT4 Settings" that your brother and you are using. You can check this in the FXT Editor and open the FXT file in the timeframe you are back-testing in. Are the details on the file (including commissions) exactly the same?
The other variable could be the MT4 Build you are using. Although we are not aware of any recent changes to the Strategy Tester calculations, if you do have different builds, it would be advisable to baseline to the same version.
Thirdly, it could be that there are some broker parameter differences between the two MT4 accounts you are comparing. Again, if you are still having the issues after trying the above, it would be good to ensure that you are using the same broker.
Regarding your questions:
1) As mentioned above, no changes in commission parameters. If you check the FXT files and they don't match, then you need to ensure that you change them to match and "Save as Default".
2) This is possible, although we have had no knowledge or reports of this. What Build are you using?
3) As above.
4) You can revert back to v1.6, however this would deny you of benefiting from any future updates we do. I'd prefer to see that this issue is resolved for you.
Please let us know how you go.
Thanks.
Thanks for the further information. Just to reiterate, Tickstory itself performs no calculations itself. It merely exports data that the Strategy Tester then uses - including the commission information. The only changes v1.6 and v1.7 that could potentially affect your results is that v1.7 exports tick count as the volume (as opposed to traded volumes). Unless your EA is dependent on volume, this shouldnt be the cause. From your assessment that both EAs are trading at the same time, this seems to imply that the data itself isn't the cause of your differences.
One of the variables therefore is likely to be the "MT4 Settings" that your brother and you are using. You can check this in the FXT Editor and open the FXT file in the timeframe you are back-testing in. Are the details on the file (including commissions) exactly the same?
The other variable could be the MT4 Build you are using. Although we are not aware of any recent changes to the Strategy Tester calculations, if you do have different builds, it would be advisable to baseline to the same version.
Thirdly, it could be that there are some broker parameter differences between the two MT4 accounts you are comparing. Again, if you are still having the issues after trying the above, it would be good to ensure that you are using the same broker.
Regarding your questions:
1) As mentioned above, no changes in commission parameters. If you check the FXT files and they don't match, then you need to ensure that you change them to match and "Save as Default".
2) This is possible, although we have had no knowledge or reports of this. What Build are you using?
3) As above.
4) You can revert back to v1.6, however this would deny you of benefiting from any future updates we do. I'd prefer to see that this issue is resolved for you.
Please let us know how you go.
Thanks.
Re: Commissions
Thanks for your thoughtful response.
I agree that we need to find what is causing the difference between the two TickStory versions so that we can move forward with your future updates.
I am going to download Version 1.6 and try it with my current platform build, which is currently 890, while my brother is using 840( MetaTrader decides when to send the new builds and the only way to force the update is to launch a mew platform).
If we are both using your 1.6 and different builds this might pinpoint the problem.
I will keep you informed.
Thanks again for your view of the problem.
Don
I agree that we need to find what is causing the difference between the two TickStory versions so that we can move forward with your future updates.
I am going to download Version 1.6 and try it with my current platform build, which is currently 890, while my brother is using 840( MetaTrader decides when to send the new builds and the only way to force the update is to launch a mew platform).
If we are both using your 1.6 and different builds this might pinpoint the problem.
I will keep you informed.
Thanks again for your view of the problem.
Don
Re: Commissions
Hi,
Thank you for sending the version 1.61.
My brother sent me a copy of his version 1.62 which I installed on a new platform running build 890.
Running the same EA code over the same history file I still get the higher P &L which appears to be different from my brother’s results by the commission costs.
My brother was using build 880, but the results were the same as when we were comparing 840 with 880.
At this point I see:
• No change between TickStory 1.62 and 1.72 (as you expected).
• No difference between built 880 and 890
• There must be something different about the base oommission setting in the FXT Header. However:
- I have confirmed that the header is located on the same platform and in the same account file, and
- My brother and I have compared every value on the FXT header and find we are seeing exactly the same data for all parameters.
QUESTIONS
1. Is there any other file or folder that interfaces with the platform that could override the FXT Header data?
2. Other than manually enter the broker commission data in the FXT Header while updating TickStory data is there another way that the platform could get different commission parameters?
MOVING ON
At this point the difference remains a mystery, but since we are getting identical P & L point results we can still get useful trade comparisons.
Hopefully, this problem will either go away or the solution will eventually become obvious.
For now I am going to go back to version 1.72.
Anything you can offer will be appreciated, but it doesn’t seem to be a problem with your version 1.72.
Thanks again for your help
Don
Thank you for sending the version 1.61.
My brother sent me a copy of his version 1.62 which I installed on a new platform running build 890.
Running the same EA code over the same history file I still get the higher P &L which appears to be different from my brother’s results by the commission costs.
My brother was using build 880, but the results were the same as when we were comparing 840 with 880.
At this point I see:
• No change between TickStory 1.62 and 1.72 (as you expected).
• No difference between built 880 and 890
• There must be something different about the base oommission setting in the FXT Header. However:
- I have confirmed that the header is located on the same platform and in the same account file, and
- My brother and I have compared every value on the FXT header and find we are seeing exactly the same data for all parameters.
QUESTIONS
1. Is there any other file or folder that interfaces with the platform that could override the FXT Header data?
2. Other than manually enter the broker commission data in the FXT Header while updating TickStory data is there another way that the platform could get different commission parameters?
MOVING ON
At this point the difference remains a mystery, but since we are getting identical P & L point results we can still get useful trade comparisons.
Hopefully, this problem will either go away or the solution will eventually become obvious.
For now I am going to go back to version 1.72.
Anything you can offer will be appreciated, but it doesn’t seem to be a problem with your version 1.72.
Thanks again for your help
Don
Re: Commissions
Hi Don,
Thanks for the run down.
As far as we are aware, the commission details should be entirely encapsulated within the FXT file. Bear in mind that other details such as swap are also incorporated into the P & L, but from what you're saying all the FXT fields are exactly the same. If possible, I would highly suggest that you obtain a full copy of your brother's MT4 installation along with its Data Folder. You can then try to isolate the problem by:
1) Installing a "test" copy of MT4 and configuring Tickstory to use it, then;
2) Copying the FXT data from your brother's Data Folder into the new MT4 test installation. Does this resolve the issue? If so, this indicates that there was some exported data that was different causing different results.
3) If the differences are still there, copy the Data Folder's "config" contents over the top of the test MT4 installation. Does this resolve the issue? If so, it appears there is some MT4 broker specific information that is causing the difference.
4) If the differences are still there, copy the Data Folder's "MQL" contents over the top of the test MT4 installation. Does this resolve the issue? If so, it appears that your EA itself is most likely causing the difference.
Hope this helps.
Thanks for the run down.
As far as we are aware, the commission details should be entirely encapsulated within the FXT file. Bear in mind that other details such as swap are also incorporated into the P & L, but from what you're saying all the FXT fields are exactly the same. If possible, I would highly suggest that you obtain a full copy of your brother's MT4 installation along with its Data Folder. You can then try to isolate the problem by:
1) Installing a "test" copy of MT4 and configuring Tickstory to use it, then;
2) Copying the FXT data from your brother's Data Folder into the new MT4 test installation. Does this resolve the issue? If so, this indicates that there was some exported data that was different causing different results.
3) If the differences are still there, copy the Data Folder's "config" contents over the top of the test MT4 installation. Does this resolve the issue? If so, it appears there is some MT4 broker specific information that is causing the difference.
4) If the differences are still there, copy the Data Folder's "MQL" contents over the top of the test MT4 installation. Does this resolve the issue? If so, it appears that your EA itself is most likely causing the difference.
Hope this helps.