Add new export data feature option to detect dishonest EAs

[srormex777]

I have been using your service for several years now and overall I am satisfied.
There is one small request:
Add the ability to add a certain number when exporting quotes and add a shift to dates, for example, several days or a week.
This is necessary in order to bypass the checks of dishonest sellers of advisors on the mql market, who, during backtests, simply make references to certain prices or dates, and the bots simply do not open the prices of unprofitable transactions on those days, and the output is supposedly the grail

For example, when exporting to MT4, I will indicate that you need to add 0.2 to each quote and 7 days to the date, so the bot will not know either the exact quote in which the problem point needs to be bypassed, or the exact date on which this quote happened.

[tickstory]

Hi Srormex777,

Thanks for your feedback and your suggestion. Would you have any code examples of where this is occurring so we could see what potential solutions there are to detecting this? Are you saying that they filtering a specific price from Dukascopy data?

If we did add such a feature, we would need to be confident that it doesn't spur a cat-and-mouse game whereby any dishonest EA developers simply change their code to avoid detection.

Thanks.

[srormex777]

Well, no developer will give you the source code. The quotes from Dukascopy and other suppliers are generally the same. The seller simply sees that this trade is unprofitable in the backtest, then, a month later, he releases a new version of the advisor, where at this time and at this price the trade simply will not open, or the exact opposite will open. And it doesn’t matter which quote provider.

What I offer you, and for thousands of your users, this will be a useful option, since fraud associated with the sale of advisors has already acquired an unprecedented scale.

I suggest you add an option in the window for selecting export quotes to MT4 or MT5: add fixed value to tick quotes PRICE, add fixed value to quotes DATE.

For example, I want to test the advisor so that it thinks as if the exported quotes are “from the future” and I will add 10 years to the export date, and add 0.2 to the price of each tick, for example, in EURUSD, so it will be written to the .hst file the quote is not dd.mm.yyyy, but dd.mm.yyyy+number days, and 0.2 will be added to all ticks during export, for example, not 1.02344 EUR, but 1.22344 is exported, so the advisor will not know what to do and will open like this , as it should.
I kindly ask you to add this function, it’s simple for you, but it will be invaluable to users)

For example, I export Eurodollar quotes for the last 10 years and add 3650 days to the date, and the adviser will think that the future has already arrived.

[srormex777]

moreover you have partically realized this by adding timezones shifting but its not enough a lot of tested EA's failed that timezones shift test but there are some "extra smart" ones, for example martingales that add even some periods of days to exclude. Thats why I ask this. If EA is clear and honest it will show same result with this small manipulation with dates and quote prices.

[tickstory]

Thanks for the further explanation, srormex777.

It sounds like this will be possible in our next generation of Tickstory simply by creating your own script. For the current version, we've added this to our list for further assessment. While technically it is very simple to do a time-shift, adding each request we are getting to the UI can cause it to get cluttered and confusing. Instead, we hope to solve this by allowing users to add their own scripts to alter the data as they wish.

If any other users are interested in this feature, please do a +1 so we can gauge its usefulness.

Thanks.

[tickstory]

Hi Srormex777,

Just looking deeper into your request. It seems like there would need to be an option to add x days or y hours to the time-stamp. This would allow flexibility for those EAs that might be cheating by blocking out certain days or hours. Would that be your take?

As for the price, I'm not sure this is fully clear. It doesn't seem likely that an EA would say "Don't take a trade when price is xxxxx". Surely it would be easily exposed when it is tested on a different broker's dataset? That is why I was asking for any example EAs that may have previously been exposed so we can analyze what sort of evasion techniques they are using and implement something that will hopefully capture all the possible known scenarios.

Thanks.

[tickstory]

Hi Srormex777,

Good news - as of the recently released v0.0.4.48, the Advanced Tester now supports the ability to shift the timestamp passed to an EA by x days and y hours. The change has been implemented such that you don't need to export data each time, just tweak the settings and the data sent to the EA will be changed accordingly.

Please check it out by downloading the latest version.

Thanks again for your suggestion!
P.S. If you get back to use about the other questions we had above, that would help us decide how to implement any additional features.

[Nauris]

As Srormex777 mentioned, the ability to shift the price is also important. For example, an EA can use a specific date and price range to hide losses. Considered as an example, EA should not be traded if the date is 05.15 (month/day) and the price is between 1.02300 and 1.02400. This means that the EA will be coded in such a way that only a certain time will be limited and the 100 p interval allows that the price difference that may exist in different brokers will be able to avoid unwanted positions. In this case, let's imagine that on 2023.05.15 a position is opened at broker X for 1.02327, but a position is opened at broker Y for 1.02345, and then these positions are closed at brokers with a large SL. If the creator of the EA wants to hide this unwanted SL in the tests, then by applying the manipulations mentioned above, he will be able to do it. But if it will be possible to add an additional 7000p to all ticks, then the specific settings to avoid opening a position at 05.15 (1.02300 -1.02400) will no longer work and the tester will show it, because the price at that time will be 1.72327 for broker X and 1.72345 for broker Y.

[tickstory]

Hi Nauris,

Thanks for your input. If the EA is restricting based on both date and price, why wouldn't the date shift capture this scenario? In your given example, if the date was shifted from May 15th to say June 15th, then the fraudulent EA's logic would not apply regardless of price.

Cheers.

[Nauris]

Such short shift times (shifted from May 15th to say June 15th) cannot be correctly applied based on many nuances. For example, we would have tick data on weekends while it would be missing during some days of the week, swap would be charged on the wrong day, we also need to remember about long year and short year, and so on. There is however special case when an EA has a legitimate reason to skip some hardcoded dates & hours: if the EA has some sort of news event avoidance in its live trading (for instance it avoids Nonfarm Payrolls) it might also hardcode past dates with news events that it would have avoided in live trading.
The only tick data shift that is realistically possible is to the past by 28 years. The main reason for that is the fact that shifting by this value will result in a 100% match between the dates and the days of the week.