Yesterday , I had a backtest that worked with free version of tickstory but it was very quick .
It did 4 years backtest in about 20 seconds . Is this normal ? My code is small but usually it runs
very slow but when I downloaded the tick data it zipped right through the backtest . So I thought
great this really helps and the results looked better too .
But I had some issues so I am now using paid version of tickstory and Tick Data Suite .
But now the backtest is slow like it was when I wasn't using the tick data and the report looks the same
as before when I wasn't using tick data as well .
I can't seem to reproduce the result I had briefly when it was very fast . I tried going back to the free tickstory
and same thing .
I tried using different settings in the Metatrader Info tab in the Export to MT4 dialog but I don't think that is it .
But it should be the case that with tick data , the backtest is faster correct ?
backtest slow
Re: backtest slow
Hi Mark,
Back-testing with tick data will take much more time compared to back-testing with one-minute data. The OnTick() method is called everytime a price tick is recorded which means that where you may have several recorded ticks in standard MT4 data for one-minute, you would potentially would have several times that when using tick data. This of course will impact code execution times.
Hope this helps.
Back-testing with tick data will take much more time compared to back-testing with one-minute data. The OnTick() method is called everytime a price tick is recorded which means that where you may have several recorded ticks in standard MT4 data for one-minute, you would potentially would have several times that when using tick data. This of course will impact code execution times.
Hope this helps.
Re: backtest slow
Well I am not seeing a slow down either . My report and the speed looks the same as when I wasn't using the tick data .
So I don't what is going on but I don't have confidence that mt4 is doing anything differently now that I have the tick data
except that it shows 99% quality level .
I don't know what I saw yesterday but the strategy tester was at one point running
faster than ever and I thought that was because the extra ticks made the tester do less "guessing" .
I guess I am wrong about that
but like I said I have no confidence now that anything is working as it should .
So I don't what is going on but I don't have confidence that mt4 is doing anything differently now that I have the tick data
except that it shows 99% quality level .
I don't know what I saw yesterday but the strategy tester was at one point running
faster than ever and I thought that was because the extra ticks made the tester do less "guessing" .
I guess I am wrong about that
but like I said I have no confidence now that anything is working as it should .
Re: backtest slow
Hi Mark,
The best approach if you are unsure about your results is to debug your EA with log statements to make sure the code is executing as you expect. Looking at the MT4 Strategy Report will also give you high-level information that may highlight the differences between one-minute and tick data such as the number of ticks processed.
Hope this helps.
The best approach if you are unsure about your results is to debug your EA with log statements to make sure the code is executing as you expect. Looking at the MT4 Strategy Report will also give you high-level information that may highlight the differences between one-minute and tick data such as the number of ticks processed.
Hope this helps.