MT4 Backtest Bug in v 1.8.5
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- Posts: 7
- Joined: Mon Oct 24, 2016 9:14 am
MT4 Backtest Bug in v 1.8.5
Hello,
I recently upgraded to Tickstory v 1.8.5 and I have the following problem:
As you can see the Backtester opens trades where there is no price.
I loaded Mt4.GKFX Financial Services Limited.Server.mt4config correctly before export. But the data is somehow messed up.
Do I have to change settings in MT4 or in Tickstory?
These are my export settings for EURUSD:
If anyone can help me, it would be much appreciated.
Thanks
I recently upgraded to Tickstory v 1.8.5 and I have the following problem:
As you can see the Backtester opens trades where there is no price.
I loaded Mt4.GKFX Financial Services Limited.Server.mt4config correctly before export. But the data is somehow messed up.
Do I have to change settings in MT4 or in Tickstory?
These are my export settings for EURUSD:
If anyone can help me, it would be much appreciated.
Thanks
Re: MT4 Backtest Bug in v 1.8.5
Hi Dignitas123,
To allow us to investigate further, would you have some additional information such as:
1) A screenshot of the MT4 "Report" tab containing this trade.
2) A screenshot of the EA Journal containing the trade.
3) The EA you are testing (if possible) - otherwise, could you confirm whether you can reproduce the issue on a freely available EA such as "MACD Sample" or "Moving Average"?
Thanks.
To allow us to investigate further, would you have some additional information such as:
1) A screenshot of the MT4 "Report" tab containing this trade.
2) A screenshot of the EA Journal containing the trade.
3) The EA you are testing (if possible) - otherwise, could you confirm whether you can reproduce the issue on a freely available EA such as "MACD Sample" or "Moving Average"?
Thanks.
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- Posts: 7
- Joined: Mon Oct 24, 2016 9:14 am
Re: MT4 Backtest Bug in v 1.8.5
Ok, here are the screenshots from the EA Journey and Report:
and the same happens with MACD_Sample:
and the same happens with MACD_Sample:
Re: MT4 Backtest Bug in v 1.8.5
Hi Dignitas123,
We've tried to reproduce the issue on our end by:
1) Using the EURUSD export settings that you provided.
2) Back-testing in the M15 time-frame with MACD Sample.
There are no trades that occur outside of the designated prices.
Could you please screenshot at what date/time this is occurring on MACD Sample? The screenshot of the logs you showed was of your EA, not MACD Sample, and it does not have any information about how the order was placed (i.e. what price? limit order? etc). Is it possible your EA is placing an order at the incorrect price? This is why it would be useful to check your EA logs to make sure something isn't going wrong there.
Thanks.
We've tried to reproduce the issue on our end by:
1) Using the EURUSD export settings that you provided.
2) Back-testing in the M15 time-frame with MACD Sample.
There are no trades that occur outside of the designated prices.
Could you please screenshot at what date/time this is occurring on MACD Sample? The screenshot of the logs you showed was of your EA, not MACD Sample, and it does not have any information about how the order was placed (i.e. what price? limit order? etc). Is it possible your EA is placing an order at the incorrect price? This is why it would be useful to check your EA logs to make sure something isn't going wrong there.
Thanks.
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- Posts: 7
- Joined: Mon Oct 24, 2016 9:14 am
Re: MT4 Backtest Bug in v 1.8.5
Okay, I have taken screenshots from the tester logs.
As you can see the trade #3 isn't shown in the log but shown on the chart.
Also the thing is that with broker's data the backtesting result from the same time horizon are much different, so there is definitely something weird about the tickstory data.
(First is with broker's history data and second one with tickstory. (I deleted all files in history and tester/history and let them load from broker for the broker's data backtesting)
As you can see the trade #3 isn't shown in the log but shown on the chart.
Also the thing is that with broker's data the backtesting result from the same time horizon are much different, so there is definitely something weird about the tickstory data.
(First is with broker's history data and second one with tickstory. (I deleted all files in history and tester/history and let them load from broker for the broker's data backtesting)
Re: MT4 Backtest Bug in v 1.8.5
Hi Dignitas123,
We've tried again to reproduce your results with the given dates however we were unable to. Do you think you can upload the HST and EURUSD15_0.fxt files you are using so we can try reproduce the error on our side (and analyse the data you are using)? You can use a file upload service such as Google Drive or http://www.tinyupload.com/ to host the zip file.
Thanks.
We've tried again to reproduce your results with the given dates however we were unable to. Do you think you can upload the HST and EURUSD15_0.fxt files you are using so we can try reproduce the error on our side (and analyse the data you are using)? You can use a file upload service such as Google Drive or http://www.tinyupload.com/ to host the zip file.
Thanks.
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- Posts: 7
- Joined: Mon Oct 24, 2016 9:14 am
Re: MT4 Backtest Bug in v 1.8.5
Alright, here is the download link for the .hst and .fxt files, that I was using.
Data is from 24.07.2016 to 24.10.2016
https://www.dropbox.com/s/1d3m7js0x9yhm ... D.rar?dl=0
Thanks for your patience
Data is from 24.07.2016 to 24.10.2016
https://www.dropbox.com/s/1d3m7js0x9yhm ... D.rar?dl=0
Thanks for your patience
Re: MT4 Backtest Bug in v 1.8.5
Hi Dignitas123,
Thanks for the info. Please give us some time to investigate the issue. We'll get back to you soon.
Regards.
Thanks for the info. Please give us some time to investigate the issue. We'll get back to you soon.
Regards.
Re: MT4 Backtest Bug in v 1.8.5
Hi Dignitas123
We've tried the data and there is still no such trade #3 as shown on your screenshot. In fact, it looks like the screenshot of your chart & trade is in-fact from another EA? If you are taking a screenshot of the results of MACD Sample (run in visual mode), you would only be shown a MACD indicator below your chart. See the attached screenshot for this and what Trade #3 looks like on our side.
Appreciate if you can review the information you have given and ensure we've baselined to MACD Sample results only. At this stage it looks like your EA is placing an order at an incorrect price.
Thanks.
We've tried the data and there is still no such trade #3 as shown on your screenshot. In fact, it looks like the screenshot of your chart & trade is in-fact from another EA? If you are taking a screenshot of the results of MACD Sample (run in visual mode), you would only be shown a MACD indicator below your chart. See the attached screenshot for this and what Trade #3 looks like on our side.
Appreciate if you can review the information you have given and ensure we've baselined to MACD Sample results only. At this stage it looks like your EA is placing an order at an incorrect price.
Thanks.
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- Posts: 7
- Joined: Mon Oct 24, 2016 9:14 am
Re: MT4 Backtest Bug in v 1.8.5
Ok, I have reviewed it again and I found out that I had a default tester template that would load automatically for the visual mode. The EA doesn't actually take trades outside of the price and the reason why the results are so different is because it has a time difference. Whereas my broker has GMT + 3, the history data has GMT 0.
But still I have another problem: The backtester won't do trades sometimes because the margin is under zero. (Normally a 1.11 lot trade with a 10.000 € value on the testing account has to be taken)
Here is a screenshot:
But still I have another problem: The backtester won't do trades sometimes because the margin is under zero. (Normally a 1.11 lot trade with a 10.000 € value on the testing account has to be taken)
Here is a screenshot: