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A few problems with modeling..

Posted: Tue Nov 07, 2017 2:46 pm
by Or Drori
Hey,
I have a few questions that can help me and many people about TickStory Modelling. I would be happy if there were any answers to my questions.

1) Is "Available Date Ranges" on your site up-to-date with all currencies?
https://tickstory.com/dukascopy-histori ... 47af7840b6

2) Where is it best to define the Spread I am interested in? - in MetaTrader itself or set in the data of the TickStory when I want to download modeling in "Metatrader info" in Tickstory?

3) Why are there many cases, that the "Backtest" and "Optimization" are not the same in their results?
[ For example, with the same expert data, Backtest can have a profit of $ 9560 and the optimization profit would be $ 17,000 which is the same data. In addition, the Drowdown and Profit Factor are different. ]

Even when I clear Cache from "Expert's history" and "Caches" and from the "tester", there is still the same difference. this varies between currency and currency.

When I change the Spread in MT4 to 0 then the results are the same, but if I change to 10 or 20, then the result is very variable. And my strategy works on a range of several days, so it not a Scalping..
By the way, I change the interval to 10-20 and even more because I know the real interval of the currency, and in Tickstory I set 0 Spread before I downloaded the modeling.

The phenomenon is also found when I enter to MT4 through the Tickstory and And it shows me 99% modeling.

There are examples of EUR / USD, XAU / USD and more several pairs, that the BackTest and Optimization data are the same in every variation I make. But in most cases this is different.

Do you have a reason why this happens? I will take pictures of the entire process if needed ..
Is there a detailed guide to downloading modeling based on broker data?

All these problems, especially problem number 3, stops me in working ..
Thank You Very much!

Re: A few problems with modeling..

Posted: Wed Nov 08, 2017 8:55 am
by tickstory
Hi Or Dori,

In response to your questions:

1) The information here is as correct as we know it to be. If you find any changes/additions, please let us know so we can update the page.
2) Use MT4 Strategy Tester's 'Spread' box to set the spread. The "MT4 Settings" in Tickstory is only there for backward compatibility reasons on older versions of MT4 where the 'Spread' box was not available. It is ignored on the latest versions of MT4.
3) Are you saying that the optimization ends up different if you are using your broker's data as well? If so, have you tried another EA (such as MACD Sample) to see if you have the same issue?
The only issue we're aware of is that sometimes the cache results are stale, however deleting the optimization cache addresses the problem. What MT4 Build are you using?

Thanks.

Re: A few problems with modeling..

Posted: Sun Nov 12, 2017 2:38 pm
by Or Drori
I tried another EA and it's still not the same ...
I'm trying different ways to fix the problem and I'll update when I succeed.

I have 3 more questions related to my main problem, maybe they are the problem with my optimization .. -

1) When I do optimization, where does the MT4 uses the spread? from the broker or spread in the Strategy Tester that I defined?

2) How do I calculate the DIGITS of each currency? 2/3/4/5 Digits to Spead?
- For example - if in the CAD / JPY pair it shows me 3 DIGITS, and the spread in my broker for this pair is 0.6 pips. How much do I need to record in Spread within a Strategy Tester?
- Example 2 - If the EUR / USD pair shows me 5 DIGITS, and spread by my broker to this pair is 0.1 pips. How much do I need to record in Spread within a Strategy Tester?
Is there a special calculation for this? Is there any connection?

3) What should I set in "margin ccy" when I download modelling? and what does that mean?


Thank you very much, you are doing holy work!

Re: A few problems with modeling..

Posted: Sun Nov 12, 2017 7:59 pm
by tickstory
Hi Or Drori,

Re: your questions:

1) it will be using the spread you specified in the MT4 Strategy Tester.
2) The spread value you put depends on whether your broker is supporting 5 digits (3 digits for some pairs). Basically this extra "digit" allows you to specify fractional prices when trading. When specifying spread in the strategy tester, a "2" will represent a .2 pip spread on a 5 digit broker.
3) Please use the following method to determine what your 'Margin ccy' (and other settings) should be for your specific broker and symbol: https://tickstory.com/forum/viewtopic.php?f=2&t=809. By following this method, you should not need to know the specifics of the field (especially since MT4 doesn't document them).

Hope this helps!

Re: A few problems with modeling..

Posted: Mon Nov 13, 2017 10:42 am
by Or Drori
And what about 2 - 3 - 4 Digits?

Is it still 2 pips assuming that a registered in strategy tester is "2"?
Or I need put 20 there, that there will be 2 pips ?

Re: A few problems with modeling..

Posted: Mon Nov 13, 2017 6:29 pm
by tickstory
Hi - basically you have brokers that allow you to specify fractional prices when you trade. For those brokers, they use 5 digits (for USD pairs, for eg) and 3 digits (for JPY pairs, etc). Other brokers who don't allow you to specify the fractional price simply have 4 digits (for USD pairs, etc) and 2 digits (for JPY pairs, etc).

For 5/3 digit brokers: 20 = 2 pips, 2 = 0.2 pips
For 4/2 digit brokers: 20 = 20 pips, 2 = 2 pips.

Hope this clarifies.

Re: A few problems with modeling..

Posted: Wed Dec 20, 2017 11:40 am
by Or Drori
Hey,

For Section 3, the solution I found was that the spread should be added to the data of the modelling itself.
This is the only way to solve the problem of not synchronizing the optimization with the Back-Test.

Re: A few problems with modeling..

Posted: Wed Dec 20, 2017 9:36 pm
by tickstory
Hi Or Dori,

Thanks for the update on this topic. Are you saying that you needed to set the spread in the "Metatrader Info" tab during the export to resolve your problem? What build of MT4 are you using?

Thanks.

Re: A few problems with modeling..

Posted: Tue Dec 26, 2017 12:51 am
by Or Drori
Hey,

Yes, this solved my problem.

Version: 4.00 Build 1090.
on IC MARKET.

Until now, I set "0" in the spread in the "Metatrader Info" and chenged the spread on "strategy tester" .
and now I set the spread I want in the "Metatrader Info" and set "0" or the spead I set in the data on "strategy tester" .

So, if someone will have this problem. Let him try my solution, maybe it will work for him.