Forum Replies Created

Viewing 15 posts - 1 through 15 (of 34 total)
  • Author
    Posts
  • gooly
    Participant
    Post count: 57
    in reply to: Metatrader 5? #19800

    As far as I know mt5 cannot use 3rd party tickdata!
    And some people do have the fear the migration of mt4 to mt5 will sometime eliminate this feature 🙁

    gooly
    Participant
    Post count: 57
    in reply to: help #20257

    I don’t know for sure but if you load indicators by either iCustom(..) or directly like iATR(..) they will need the hst-files.
    Your EA needs only the fxt-file of the TF you want to bt.

    gooly
    Participant
    Post count: 57
    in reply to: Tick-Volume #19102

    I can remember that you were asking for a ‘public project’.
    But I don’t feel competent enough to be a valid contributor.
    I even couldn’t imagine how this could be done. 🙁

    Could it be that there is an another way to use real spread and volume?
    I don’t know whether the idea might work.
    If you save spread and volume as 2 integer in the ‘volume-field’ you can easily depart them in an EA:


    void splitVol(long lng, int& spr, int& vol){
    spr = (int)lng;
    vol = (int)(lng >> 32);
    return;
    }

    so the ‘real’ Ask would be:


    double Vol,Spr;
    splitVol(Volume[0], Spr, Vol);
    double realAsk = Bid + (Ask-Bid) + Spr*Point;

    Isn’t there a way to use this in the StrategyTester?

    gooly
    Participant
    Post count: 57
    in reply to: Tick-Volume #19100

    Thanks a lot!!

    But why don’t you have any plans to support real spreads?
    As far as I know one can backtest MT4 with ‘real’ ticks without launching mt4 by Tickstory?
    So what are your plans with Tickstory?

    Gooly

    gooly
    Participant
    Post count: 57
    in reply to: help #20252

    The problem is this your paths aren’t the default paths since b600+.
    1) Most of the files should go not to s.th like:
    C:UsersmeAppDataRoamingMetaQuotesTerminalF3FCE634953CAFEE1AF7E348742EF8CBhistory
    2) C:Program Files (x86) aren’t accessible by normal users!!

    You can install your MT4 in its own folder and you start it in /portable mode – that is what I do:
    C:UsersmeDocumentsMT4.

    Look at the other window where you define your MT4 – what have you set there to launch mt4?

    gooly
    Participant
    Post count: 57
    in reply to: help #20249

    Have you checked the links and paths (File => Open Data Folder) after launch?
    Are the fxt-file(s) write-protected or are they re-written?

    gooly
    Participant
    Post count: 57
    in reply to: Tick-Volume #19096

    May I ask a technical question – due to the changes and the new function coming with b600+.
    I hope you don’t mind!

    The Volume-Array and IVolume(..) are long. ok.
    But the MQl4 Reference writes:


    long Volume[]
    Series array that contains tick volumes of each bar of the current chart.
    ...
    Example:
    if(i==0 && time0 {
    d_volume += Volume[0];
    if(Low[0] if(High[0]>d_high) d_high = High[0];
    d_close = Close[0];
    }
    last_fpos = FileTell(ExtHandle);
    last_volume = Volume;
    FileWriteInteger(ExtHandle, i_time, LONG_VALUE);
    FileWriteDouble(ExtHandle, d_open, DOUBLE_VALUE);
    FileWriteDouble(ExtHandle, d_low, DOUBLE_VALUE);
    FileWriteDouble(ExtHandle, d_high, DOUBLE_VALUE);
    FileWriteDouble(ExtHandle, d_close, DOUBLE_VALUE);
    FileWriteDouble(ExtHandle, d_volume, DOUBLE_VALUE);

    So why the long variable is writen as a double-value – despite it is long and FileWriteDouble() does NOT have the 3rd option DOUBLE_VALUE, only FileWriteInteger(..) has?

    Can you please tell me what would be working set of orders
    As I want to write the fxt-files with quotes from my real account with my broker would you mind to tell me you this set of writing-numbers-orders shall look like?
    Would that be correct?


    FileWriteInteger(ExtHandle, i_time, LONG_VALUE);
    FileWriteDouble(ExtHandle, d_open);
    FileWriteDouble(ExtHandle, d_low);
    FileWriteDouble(ExtHandle, d_high);
    FileWriteDouble(ExtHandle, d_close);
    FileWriteInteger(ExtHandle, d_volume, LONG_VALUE);

    Thank you very much in advance,
    Gooly
    PS: Do you already have a plan when TickStory will be able to launch MT4 to backtest with real spreads?

    gooly
    Participant
    Post count: 57

    Hi again,

    Could it be this situation?
    After I found that the huge fxt-files were copied and save a second time by what ever program to the default install.-folder of an mt4 installation:
    ..AppDataRoamingMetaQuotesTerminalF3FCE634953CAFEE1AF7E348742EF8CB
    I deleted some sub-folders with in those folders and start the terminals by fix shortcuts always in /portable-mode.

    Are you searching there (..AppData…) for a valid installation?
    Can you change this – or can you define what you need there?

    Regards,
    Gooly

    gooly
    Participant
    Post count: 57

    Hi again,
    I have tried to find where TickStory stores it’s default path (with which it is started) of the mt4-terminal – and failed. 🙁
    As I cannot change this terminal-path using the ‘official’ way I might be successful changing its ‘set-file’.
    Can you tell me – as a temporary workaround – how I might be able to launch another terminal than only the actual one?

    Is there a next version planed to be issued – when?

    Thanks in advance,
    Gooly

    gooly
    Participant
    Post count: 57

    Fi this wasn’t the problem try to start mt4 itself (don’t launch by Tickstory) and start the strategy tester.
    You’ll get the spread of the start.tester field no real spread and the volume has absurd numbers.

    gooly
    Participant
    Post count: 57

    After the creation of the fxt-file in ..testerhistory check (and set) this (all) fxt-file(s) as write-protect!
    Otherwise MT4 will delete the fxt-file and tries create its own fxt-file – which might have the size 0 which causes the Error message: “no data for testing”.

    gooly
    Participant
    Post count: 57

    – The fxt-files do have real spread (of the ticks) not the fix of the strat.-tester.
    – I am using the Shell Link Extension http://schinagl.priv.at/ and I am very pleased!
    I installed Mt4 4 times and for all 4 I have one folder for the fxt-files (and other folders as well of course).
    All mt4 accesses the same fxt-file and I can run 4 parallel optimization on the same symbol.

    gooly
    Participant
    Post count: 57

    So that would mean if mt4 is kept to be able to read ‘alien-fxt-files’ 😉
    the meaning of Tickstory has to change as the need to launch mt4 disappeares.

    That brings me back to ask you for an improvement of downloading the tick-data and creating the fxt (and hst) files.

    This weekend this I updated my csv-database (Ducaskopy, all Symbols) and the fxt-files and that took me ~40 hours
    just because:

      1) The quant-downloader re-writes the csv everytime completely (9GB) instead of just adding the last new tick data at the end of the csv.
      2) I don’t use Tickstroy to creat the fxt-files, because I have to start manually the creation of the fxt files!
      Why do I have a pc with its programs if I have to do it my self manually?
      3) I changed Birt’s script so that I can define of list Symbols for which the fxt (and hst) has to be created – but Birt’s and my script starts to read the complete csv-file (9GB) as if the start-date (which I set as external var.) of the fxt was defined as the start-date of the csv-file – a smrat positioning of the file pointer would save a lot of time!!

    add positive effect ofthe script: I can start the script three times on different charts with a different list of symbols and the mt4 runs each script-on-chart as a separate thread so – I have 4 kernels – the speed for this is trippled 😉
    Gooly

    gooly
    Participant
    Post count: 57
    in reply to: v1.4 Released! #19911

    Hi,
    With Tickstory 1.4 I do start MT4 b628 (now) and I do backtest and I do get 99% 🙂 Great Work Guys, Thanks!
    But as I remember previously if launched by Tickstory the MT4 shows ‘Tickstory’ (s.th. like that) as its window-headline.
    Now I see: “AcctNo: MetaTrader 4 – Demo Account [EURCHF,M1]”
    Is there a chance to get back the info that MT4 was launched by Tickstory?
    Gooly

    gooly
    Participant
    Post count: 57
Viewing 15 posts - 1 through 15 (of 34 total)