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is this due to variable swap or data source or tickstory release??

Posted: Fri Nov 03, 2023 11:05 pm
by tickwaiting
Hi Tickstory

it's been few weeks since i posted topic here, kind of busy in backtesting :D

speaking of which, i have encountered strange outcomes during backtesting.

at first, i downloaded 10 years history data of USOIL i copy and pasted all broker details and settings accordingly.

finished backtesting and got the report i need. 99.9 quality

then, i uninstalled tickstory to download recent release as well i uninstalled mt4, reinstalled them both again. downloaded the same data and the results were different :o although all other variables are the same spread, digit, point, tick, etc.. :!:

the only difference is the recent release, i'm not sure if the swab is the same or different, and is the history data from the one source or multiple sources?

I'm looking forward to hear from you as i feel disappointed about this issue although the report shows 99.9 quality on both reports. :?:

Re: is this due to variable swap or data source or tickstory release??

Posted: Sat Nov 04, 2023 12:56 am
by tickstory
Hi Tickwaiting,

You might want to check our Tickstory changelog for any changes that may impact you. In the last few versions of Tickstory, there have been no changes in the way tick data is exported, however there has been a fix for long/short variable swap detection. Previously these values were not being picked up correctly from the broker terminal. This should now be fixed and if you selected your broker's "Map to" symbol on your export, then this will ensure the correct swap values are now applied (and yes, this could affect your results depending on the nature of your strategy).

In addition, if you are using the Advanced Tester, there have been a few changes as of v.0.4.43. The summary is that if you were using AT's slippage function or the random spread function, your results would likely be affected as there were a few fixes as described in the linked forum post.

Hope this helps.

Re: is this due to variable swap or data source or tickstory release??

Posted: Sat Nov 04, 2023 9:54 am
by tickwaiting
Hi tickstory

So if my account is swab free, should I put swab value 0. Or should I put broker swab value? Issue will be the variable swab will give different results everytime. Backtest.

Re: is this due to variable swap or data source or tickstory release??

Posted: Sat Nov 04, 2023 10:27 am
by tickstory
Hi Tickwaiting,

If you are mainly concerned with trade win/loss ratio then you can put your swap at zero. If you want more accurate profit/loss results, I would include the broker swap.

Thanks.

Re: is this due to variable swap or data source or tickstory release??

Posted: Sat Nov 04, 2023 12:27 pm
by tickwaiting
got it thanks tickstory

Re: is this due to variable swap or data source or tickstory release??

Posted: Sun Nov 05, 2023 12:01 am
by tickstory
No problem, Tickwaiting. Just a reminder though - if your strategy is dependent on account size/equity, it would be safer to use the correct swaps as this could impact your equity and therefore how your strategy will trade. You will the best judge of this ;)