[imported_tickstoryParticipant February 12, 2015 at 11:54 pm Post count: 1479]

in reply to: Different results #20541

Hi Rpg,

Thanks for the further information. The reason why those bars are missed is due to the weekend-filter which essentially filters all data after what it considers the close of market (which in Dukascopy data is Friday 22:00h). We can see the issue that it could cause for you and will try address it with a few more options. I believe the original reason for the filter was there was some “extraneous” tick data in the Dukascopy feed occurring after market close that was causing an issue for some users. For the moment, you should be able to “include weekends” which should reveal those missing bars in the exported data.

Hope this helps.

[imported_tickstoryParticipant February 12, 2015 at 11:15 am Post count: 1479]

in reply to: Data gaps and bad ticks – error source? #20460

Hi Mainw,

There is a Timezone called “(EST +07:00) New York Trading Hours” at the very top of the selection combo which is likely what you’re looking for.

Regarding the feature to extend an existing FXT file, this is one of the features we are currently working on for the next major upgrade of Tickstory.

Kind regards.

[imported_tickstoryParticipant February 12, 2015 at 10:36 am Post count: 1479]

in reply to: Different results #20538

Hi Rpg,

Attached is a screenshot from Dukascopy’s own JForex platform showing the same day you mentioned. As you can see from the two screenshots, the last bar for 28th November 2014 is 21:45. The next session starts on 30th November at 22:00. We have also confirmed this from the raw historical data files that Dukascopy is delivering. You can also confirm yourself by going to the directory:

AUDUSD20141028 (the “10” represents November as the numbering is zero-based)

and noting that the 22hr and 23hr files are empty which means no trading is occurring at those times.

If you are getting additional data from other programs it is possible that it is being padded out by flat bars.

Hope this answers your questions.

[imported_tickstoryParticipant February 12, 2015 at 7:53 am Post count: 1479]

in reply to: Different results #20539

Hi Rpg,

Thanks for the more detailed information. Regarding your questions:

1) When exporting ‘volume’, the current version of Tickstory will export the actual bid/ask volume information. By default, however, the ‘Suppress volume’ option is checked which means that all volume will read ‘1’. There is further discussion on the topic of volume here: viewtopic.php?f=2&t=222

2) We are currently investigating further with the information you have given us and will get back to you.

Regards.

[imported_tickstoryParticipant February 12, 2015 at 6:09 am Post count: 1479]

in reply to: Backtesting with DE30 and GOLD #20547

Hi Windik,

Do these threads assist you:

viewtopic.php?f=5&t=446&p=1964
viewtopic.php?f=4&t=435&p=1927

If not, you will need to elaborate on the problem you are having.

Regards.

[imported_tickstoryParticipant February 10, 2015 at 10:28 pm Post count: 1479]

in reply to: Installation on Windows Server 2012 #20545

Hi Writegvf,

You will need to explicitly install .NET v3.5 for Tickstory to run. A search on the topic of installing .NET v3.5 on Windows Server 2012 comes up with a few links including this one:

http://blogs.msdn.com/b/sql_shep/archive/2012/08/01/windows-2012-and-net-3-5-feature-install.aspx

Hope this helps.

[imported_tickstoryParticipant February 8, 2015 at 11:00 pm Post count: 1479]

in reply to: Error found #20546

Thanks Jollydragon. We are aware of this issue.

[imported_tickstoryParticipant February 8, 2015 at 10:12 pm Post count: 1479]

in reply to: Historic Rate Data from Gain Capital #20508

Agreed. So as far as you’re aware the data is complete and accurate for testing strategies at a tick level?

[imported_tickstoryParticipant February 5, 2015 at 2:47 am Post count: 1479]

in reply to: Different results #20535

Hi Rpg,

If you don’t want to use tick (FXT) data that you do not need to launch via MT4. You will get the modelling quality n/a and potentially have mismatch errors (usually relating to volume since volume is set to 1 by default).

Regarding dates, try pressing the little ‘i’/information button near the ‘Timezone’ box. This will display the time-adjustments that the system will automatically made for DST. This information is taken directly from the Windows Operating System.

Hope this helps.

[imported_tickstoryParticipant February 4, 2015 at 9:20 am Post count: 1479]

in reply to: Application Error on View #20523

Hi DerkWehler,

Thanks for the update – great to hear you’re up and running!

Regards.

[imported_tickstoryParticipant February 4, 2015 at 1:31 am Post count: 1479]

in reply to: Historic Rate Data from Gain Capital #20506

Thanks, Fiverr. We’re working on a delimited file importer that should handle this format. Any comments with regard to the reliability of the data?

[imported_tickstoryParticipant February 4, 2015 at 1:04 am Post count: 1479]

in reply to: Accuracy of TickData Testing #20516

Hi Fiverr,

I assume that you have managed to resolve the major differences by making sure the two FXT headers are the same? I note that in your back-test report there are significant differences in the number of bars and modelling ticks between the CSV2FXT & Tickstory datasets. If you are working to get the back-tests the same, I would suggest reducing the export sample and then analysing the trading results of your EA under both export samples.

Regards.

[imported_tickstoryParticipant February 4, 2015 at 12:44 am Post count: 1479]

in reply to: Different results #20533

Hi Rpg,

Please make sure that you are launching MT4 via Tickstory’s “Launch MT4” button prior to backtesting. Failure to do so will result in the problems you’re describing. If your results do not show 99.9% modelling quality then you have missed a step somewhere.

As for the Sunday data, Tickstory will filter all the data from weekends in the data’s original timezone and then subsequently perform the time-shift. I imagine that this time-shift could be causing the data to move into the weekend.

Hope this helps.

[imported_tickstoryParticipant February 4, 2015 at 12:37 am Post count: 1479]

in reply to: Any news on ‘OPEN PRICES’ Mode #20531

Hi Tickroll,

Thanks for your feedback. We are listening and taking note of all the suggestions coming in although as you can appreciate we have many user-requested items in our backlog that we are trying to incorporate into our next major release.

In regards to the Open Pricing mode, we unfortunately can’t give you timelines, however we have done some further investigation for you to see if there is a solution to get things working for you. We have given instructions on your original thread here:

viewtopic.php?f=4&t=419&p=2698

Thanks for your understanding and support.

[imported_tickstoryParticipant February 4, 2015 at 12:30 am Post count: 1479]

in reply to: Problems in ‘Open Prices’ Mode #19885

Hi Tickroll,

We have tried the following on Build 765 of MT4 that appears to allow testing in open prices mode while using your own Metatrader Info settings:

1) Generate your tick data export via Tickstory for the desired symbol.
2) In MT4 Strategy Tester, select your exported symbol and select the ‘Open prices’ modelling mode.
3) Start the back-test.
4) Now close your MT4 terminal (this ensures that MT4 releases the MT4 data files so Tickstory can update them in the next steps).
5) In Tickstory, open Tools->MT4 Data Editor. You now need to load in the FXT file for the symbol, instrument, timeframe and modelling type you are using. The FXT filenames take the format of _.FXT. So, if for example you are testing EURUSD in the 5-minute time-frame in open-pricing mode, you are looking to open/edit the file “EURUSD5_2.fxt”.
6) In the editor, modify any of your settings such as Lot size, etc. and Save.
7) Close the editor.
8) Launch your MT4 terminal.
9) In MT4, go to File->Open Data Folder. Select the FXT file(s) you edited in step 5. Set the file to ‘Read-only’ by selecting File->Properties->Check Read Only. This ensures that MT4 does not overwrite the data on the next back-test.
10) Perform your back-test again. This time the strategy tester should start using your updated data file.

Note that these steps need only be done once every time you export your data (prior to commencing your back-test in step 10, you can repeat steps 5, 6 and 9 for every time-frame/symbol you are testing).

Hope this gets you up-and-running.

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