Help setting up ASX Index

[danny_pipParticipant January 18, 2015 at 10:32 am Post count: 26]

#18199

Hi,

I have problems with exporting the index ‘AUSIDXAUD’ to the MT4 platform of FXCM.
In the plaform the symbol name is different and names ‘AUS200’. To convert to the right symbol name I’ve changed the field ‘Map to’ to ‘AUS200’ in the ‘Matatrader Info’ page.
It’s generating the history and the FXT files. But the backtesting does not work.
I’ve tried everything; also the ‘Export to File’ using ‘Birt’s CSV2FXT Format’ and than generating the files in metatrader; but also this fales.

Probably the problem is related with the fact that this is an index and not a currency (formating and scaling).

I hope somebody can help me out; I ‘ve been busy a day finding out what’s the problem.

Thx for any help and suggestions !

Danny

[imported_tickstoryParticipant January 19, 2015 at 4:23 am Post count: 1479]

#20464

Hi Danny,

Part of your issue may be that the MT4 Info that is being supplied in your export is not the same as your broker. In order to address this, we have attached is a “special” version of TickstoryExpert.ex4 to address the issue for AU200. Please deploy this to your {MT4 Data folder}MQLExperts directory and restart your terminal. When you restart, you should have a “TickstoryExpert” available in your EA list. You will know you have deployed the correct version if it displays “Support for AU200” in the EA parameter list.

Follow the usual instructions (detailed in the Help manual) to generate and load an mt4config file. The config file you generate should contain the relevant information for AU200 which was taken from your broker. Please review the information before you save – some information may still need to be manually set such as the base currency.

Let us know how you go.

Regards.

[danny_pipParticipant January 19, 2015 at 8:09 am Post count: 26]

#20465

Thx for the support !!!!
I’ve run the TickstoryInfoExpert; with the generated settings I’ve created the FXT and history files.
When I start the backtester, I see in the journal appearing: “tester cannot calculate prices”.
I’ve tried this procedure several times; erasing all history and fxt files, and generating them again. But still not working as it should.
With the previous version, I have been able to do it.

Thx again for helping me out !!

[danny_pipParticipant January 19, 2015 at 8:12 am Post count: 26]

#20466

I’ve added a printscreen of the journal output when I run the backtester.

Thx,

Danny

[danny_pipParticipant January 19, 2015 at 8:42 am Post count: 26]

#20467

I got these messages when I export to a CSV using ‘Birt’s format’.

[danny_pipParticipant January 19, 2015 at 2:14 pm Post count: 26]

#20468

Hi,

It’s obviously a problem with the formatting.
I’ve just downloaded the same tickdata with the program ‘SQ Tickdata Downloader’ which created also a ‘CSV’ file.
In the metratrader platform (FXCM), I’ve generated the history and FXT files with ‘CSV2FXT’; this was going well !

I’m now able to backtest and optimise.

So, there’s still somewhere a problem in ‘Tickstory Lite’ with the format of the exported files.

Thx for all efforts !!

Danny

[imported_tickstoryParticipant January 19, 2015 at 11:27 pm Post count: 1479]

#20469

Hi Danny,

Thanks for the further info.

Could you please try the following format when exporting for Birt’s CSV2FXT:

{Timestamp:yyyy.MM.dd HH:mm:ss.fff},{BidPrice},{AskPrice},{BidVolume:F0},{AskVolume:F0}

This should strip the decimal places out of the volume which appears to be causing the error.

With regard to your “tester cannot calculate prices” error, could you please confirm your margin and base currencies are set to “AUD” when exporting via the MT4 Export?

Thanks.

[danny_pipParticipant January 20, 2015 at 9:52 am Post count: 26]

#20470

Hi,

I’ve tried the format you gave me;
When I try to do the convertion with the CSV2FXT script, it’s not giving errors but the results are only files of 1K size.
Still something wrong here.

I also did the export to MT4 with the margin and base currencies set to ‘AUD’.
Did not work either.

Thx for the efforts !!

Danny

[imported_tickstoryParticipant January 21, 2015 at 6:28 am Post count: 1479]

#20471

Hi Danny,

We did a test on an extract of AUSIDXAUD and it appears CSV2FXT needs prices to have a forced decimal place otherwise it guesses fields incorrectly. As such, could you please retry with the following format and see how you go:

{Timestamp:yyyy.MM.dd HH:mm:ss.fff},{BidPrice:f5},{AskPrice:f5},{BidVolume:f1},{AskVolume:f1}

As for the MT4 export issue, could you please point us to the broker of the MT4 terminal you use that has the AUSIDXAUD symbol so we can try reproduce the error?

Thanks.

[danny_pipParticipant January 21, 2015 at 8:11 am Post count: 26]

#20472

the broker is FXCM.
I’ll try it out!

thx

Danny

[imported_tickstoryParticipant January 22, 2015 at 10:53 am Post count: 1479]

#20473

Hi Danny,

We have tried the following which worked fine for us:

1) Deployed the TickstoryExpert.EX4 file (attached to our previous post) to the MQL/Experts directory.
2) Restarted the FXCM MT4 platform.
3) Attached TickstoryExpert.EX4 file to a live chart. This generates an mt4config file in the MQL/Files directory.
4) Select ‘Export to MT4’ from Tickstory and select the ‘Metatrader Info’ tab. Then load the mt4config file from the mentioned directory.
5) Adjust ‘Base currency’ to be AUD and also amend the ‘Digits’ field to 1. (Although leaving both fields as-is still did not cause any issue)
6) Perform the export.
7) Back-test using the standard ‘Moving Average’ EA. (Note that we did need to change the EA so it used non-fractional lots otherwise ‘Order Error 131’ was occurring).

Attached is a screenshot of the loaded settings for your reference. If you get the parameters working, please let us know. Also note that you can save your settings as default so you don’t need to do this every time you export.

Hope this helps.

[danny_pipParticipant January 23, 2015 at 3:26 pm Post count: 26]

#20474

Hi again,

I’ve downloaded everything with the format you gave me.
Now I can convert the file with the CSV2FXT script.
The history and the FXT files are generated.
I’m also able to bactest.
However, my results are different although I’ve donwloaded the same tickdata.
I’m confused now and I don’t kow which results I can trust ?

Do you know how to figure it out ?

Thx again for all efforts !!!!

[imported_tickstoryParticipant January 24, 2015 at 12:02 am Post count: 1479]

#20475

Hi Danny,

Good to hear that you’ve resolved the issue.

In theory, the only difference should be the information you have put in the “Metatrader Info”/FXT Header. You can do the following to compare:

1) Export via Birt’s CSV2FXT and then open one of the resulting FXT files in Tickstory’s Metatrader FXT editor.
2) Take a screenshot of the settings.
3) Export via Tickstory and perform the same steps as above so you can compare the two configurations and note any differences.

There potentially could be other differences such as how bars are being constructed and/or other settings you have such as weekend filters, but hopefully the above should give you the reasons for the difference. Make sure you have matching settings. Let us know how you go.

Regards.

[danny_pipParticipant January 26, 2015 at 9:57 am Post count: 26]

#20476

Hi,

It’s not really working as it should.
I’ve attached all strategy-tester files to show the differencies.
Please, let me know if you don’t understand something.

thx,

danny

[imported_tickstoryParticipant January 26, 2015 at 10:21 am Post count: 1479]

#20477

Hi Danny,

From your results, it seems to suggest that there are differences in the Metatrader Info/FXT headers. Have you done the steps described above to compare the differences?

Thanks.

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