Tickstory

tickstory wrote: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.

I've reduced the period for the downloaded data by one year for EURUSD to 01.01.2008-08.05.2014 and started getting the 99.90% modeling quality on the backtest reports. However, when I did a backtest on EURUSD, then on GBPUSD, and then went back to EURUSD to run another one with slightly different EA settings, I could only run it since 01.01.2013.

Does it work again if you restart MT4? If so, it sounds like something odd is happening within MT4. I'm guessing that your FXT files are under 4gb? You might need to try reducing the file size further to get some consistency.

tickstory wrote:Does it work again if you restart MT4? If so, it sounds like something odd is happening within MT4. I'm guessing that your FXT files are under 4gb? You might need to try reducing the file size further to get some consistency.

No, it's the same issue even after restarting MT4. Only the lengthy re-downloading of the data helps but only until I run a backtest on a different currency pair - then the problem repeats. The files are under 4gb. I can opt for an even smaller period to have them smaller but that undermines the idea of having a single backtest report over as many years as possible.

Understand your predicament, however unfortunately we can only work within the limitations of MT4. We're already stretching them by allowing back-testing with tick data, so there will be other compromises. I would recommend at least finding the maximum date boundaries and make sure this issue is resolved first (you will need to give some slack as tick data volume will obviously vary from day to day, month to month). It's seems odd that a restart doesn't fix things and implies that something else could have changed in-between your back-tests.

tickstory wrote:It's seems odd that a restart doesn't fix things and implies that something else could have changed in-between your back-tests.

The only thing that changed was the download of historical data for another currency pair. Does it somehow replace the previously downloaded data for the other pair?

No it doesn't. It only writes HST and FXT files specific to the symbol being exported. If you believe that something is changing in-between exports, why not try exporting both symbols before commencing the back-tests?

tickstory wrote:No it doesn't. It only writes HST and FXT files specific to the symbol being exported. If you believe that something is changing in-between exports, why not try exporting both symbols before commencing the back-tests?

Tried that. Upon the completion of the download process for both pairs, I run a EURUSD backtest and it runs fine. Then I run a GBPUSD backtest and it runs fine. Then I go back to the EURUSD backtest and it runs only since 01.01.2013.

Sounds like the only way forward is to reduce your export range a bit more and see how things go!

tickstory wrote:Sounds like the only way forward is to reduce your export range a bit more and see how things go!

Things go great in that case. I am more curious about the roots of this problem. Why does a bigger file size (yet under the 4gb limit) cripple the backtesting?

That's a good question and is best answered by MT4 developers. You could ask the question on MT4 forums, however given that this method of tick-quality back-testing is not officially supported, I'm not sure whether you'll get an official answer. There may be other users who have worked around the issue so perhaps it's worth asking the question.