Backtesting in H1 Tickstory Data
Posted: Mon Nov 18, 2013 9:48 am
Hi
First let me say I am a fan of tickstory. I am using the newest version (1.1.0.0).
I have downloaded data and exported it to my MT4, no problems. I have written an EA that is consistently profitable in H1 data for about a dozen different currency pairs. This is very pleasing. I have found that backtesting in Tickstory H1 data is much faster than backtesting in any other data including Birts Tick Data Suite (where i used his downloaded data), and faster than backtesting in the normal MT4 data from the MT4 history center. So tickstory data has been very productive for me.
I believe, and i am only guessing, that in the H1 timeframe of tickstory data is optimised for speed. Maybe to do this, each and every tick is not included in H1 data. For me, this is a good thing because I am getting excellent and very consistent results from my EA when it is run on tickstory data.
However, my EA is not getting the same excellent results from forward testing in a broker's demo account (that uses MT4 data).
So now I need to know the specifics of the optimisation so that I can adjust my EA to only take notice of the same tickstory ticks in the broker's demo account that uses MT4 data.
I am desperate for an answer to this, I hope you can help.
Jock
First let me say I am a fan of tickstory. I am using the newest version (1.1.0.0).
I have downloaded data and exported it to my MT4, no problems. I have written an EA that is consistently profitable in H1 data for about a dozen different currency pairs. This is very pleasing. I have found that backtesting in Tickstory H1 data is much faster than backtesting in any other data including Birts Tick Data Suite (where i used his downloaded data), and faster than backtesting in the normal MT4 data from the MT4 history center. So tickstory data has been very productive for me.
I believe, and i am only guessing, that in the H1 timeframe of tickstory data is optimised for speed. Maybe to do this, each and every tick is not included in H1 data. For me, this is a good thing because I am getting excellent and very consistent results from my EA when it is run on tickstory data.
However, my EA is not getting the same excellent results from forward testing in a broker's demo account (that uses MT4 data).
So now I need to know the specifics of the optimisation so that I can adjust my EA to only take notice of the same tickstory ticks in the broker's demo account that uses MT4 data.
I am desperate for an answer to this, I hope you can help.
Jock