Backtests run only since 01.01.2013

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render86
Posts: 52
Joined: Wed Jun 19, 2013 4:51 pm

Backtests run only since 01.01.2013

Post by render86 »

I have repeatedly downloaded the historical data via Tickstory for EURUSD and GBPUSD since 01.01.2006 but the backtests keep running only since 01.01.2013. Why?

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

Re: Backtests run only since 01.01.2013

Post by tickstory »

It is likely you have come across a limitation with MT4 which only allows FXT files to be a maximum of 4gb.
In such as case, MT4 back-tester will use only the data within this size boundary and hence why you can't back-test the entire date range.

Please see this post for further info and workarounds:

http://www.tickstory.com/forum/viewtopic.php?f=4&t=176

Thanks.

render86
Posts: 52
Joined: Wed Jun 19, 2013 4:51 pm

Re: Backtests run only since 01.01.2013

Post by render86 »

tickstory wrote:It is likely you have come across a limitation with MT4 which only allows FXT files to be a maximum of 4gb.
In such as case, MT4 back-tester will use only the data within this size boundary and hence why you can't back-test the entire date range.

Please see this post for further info and workarounds:

http://www.tickstory.com/forum/viewtopic.php?f=4&t=176

Thanks.
How many years of the historical data does 4GB correspond to (with the "Filter duplicate ticks" box checked)? I've tried re-downloaing the data limited to the past 5 years but it still appears to be too big - although it used to be fine before.

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

Re: Backtests run only since 01.01.2013

Post by tickstory »

This will depend on the particular symbol and the accompanying tick activity. As a general rules, 2-3 years is usually under the limit. Outside of this, if you want to find the absolute maximum you will need to experiment to find the boundaries for the symbol you're exporting.

render86
Posts: 52
Joined: Wed Jun 19, 2013 4:51 pm

Re: Backtests run only since 01.01.2013

Post by render86 »

tickstory wrote:This will depend on the particular symbol and the accompanying tick activity. As a general rules, 2-3 years is usually under the limit. Outside of this, if you want to find the absolute maximum you will need to experiment to find the boundaries for the symbol you're exporting.
I know what the actual problem might be. I had to re-select my MT4 in Tickstory following a change in the MT4 folders path after an upgrade. However, Tickstory does not appear to work with MT4 build 646. Can you confirm this?

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

Re: Backtests run only since 01.01.2013

Post by tickstory »

We have tested the Tickstory launcher on Build 646 and it appears to be working correctly. We have no other known cause of the issue you have described aside from the FXT file being over 4gb. If you have selected the correct Data Folder in Tickstory and MT4 (and set your Launcher settings to have the '/portable'' parameter if appropriate), then this shouldnt be the cause of any issues between versions.

render86
Posts: 52
Joined: Wed Jun 19, 2013 4:51 pm

Re: Backtests run only since 01.01.2013

Post by render86 »

tickstory wrote:We have tested the Tickstory launcher on Build 646 and it appears to be working correctly. We have no other known cause of the issue you have described aside from the FXT file being over 4gb. If you have selected the correct Data Folder in Tickstory and MT4 (and set your Launcher settings to have the '/portable'' parameter if appropriate), then this shouldnt be the cause of any issues between versions.
I have reduced the downloaded historical data amount by one year and the backtest now runs until the end - yet I keep getting "n/a" instead of "99.90%" for the modeling quality on the backtest report. I have tried re-downloading the data but the problem persists. I backtest on EURUSD M5 for the period of 01.01.2007-08.05.2014.

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

Re: Backtests run only since 01.01.2013

Post by tickstory »

Hi Render86,

The only known issues that we know of that causes the "n/a" issue is when the MT4 has not been launched via Tickstory or that the exported data is not being used by MT4 correctly. As such, you can check the following:

- That you have launched MT4 via the Tickstory 'Launch' function.
- That the exported data is in the correct data folder.
- If your MT4 symbol is different to that of the Tickstory named symbol (eg. EURUSDm in MT4 but EURUSD in Tickstory), that you have correctly used the 'Maps To' field.

If you have already checked these things, then the only other suggestion is to make a small 1-month export and see if that works. It could be that there are still unexpected issues when MT4 internally tries to process large files. If this is the case, you'll need to reduce your exported range further until it gives the correct modelling quality (or keep working as-is with the potential of other issues occurring).

Regards.

render86
Posts: 52
Joined: Wed Jun 19, 2013 4:51 pm

Re: Backtests run only since 01.01.2013

Post by render86 »

tickstory wrote:Hi Render86,

The only known issues that we know of that causes the "n/a" issue is when the MT4 has not been launched via Tickstory or that the exported data is not being used by MT4 correctly. As such, you can check the following:

- That you have launched MT4 via the Tickstory 'Launch' function.
- That the exported data is in the correct data folder.
- If your MT4 symbol is different to that of the Tickstory named symbol (eg. EURUSDm in MT4 but EURUSD in Tickstory), that you have correctly used the 'Maps To' field.

If you have already checked these things, then the only other suggestion is to make a small 1-month export and see if that works. It could be that there are still unexpected issues when MT4 internally tries to process large files. If this is the case, you'll need to reduce your exported range further until it gives the correct modelling quality (or keep working as-is with the potential of other issues occurring).

Regards.
I've checked all of the above and all holds true. By how many years should I limit the exported data to get a modeling quality of 99.90%? I have run a backtest for GBPUSD M5 and the modeling quality was 99.90% for the same period of 01.01.2007-08.05.2014, unlike with EURUSD M5 where I keep getting the "n/a".

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

Re: Backtests run only since 01.01.2013

Post by tickstory »

You will need to experiment with ranges for each instrument, bearing in mind that each will have it's own level of tick activity and therefore resultant file size. Keep reducing the date range for EURUSD by say 6 months until you find the working limit.

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