[imported_tickstoryParticipant January 26, 2015 at 1:27 pm Post count: 1479]

in reply to: Help setting up ASX Index #20481

Hi Danny,

As I understand you are seeing differences with CSV2FXT-produced data versus Tickstory’s “Export to MT4” function. Tickstory’s “Export To MT4” function does not require any export to CSV but instead directly produces an FXT with the parameters you give it. Birt’s CSV2FXT on the other hand produces it’s own FXT file from a CSV file and takes parameters from the .set file you provided. From what you have described, you are currently comparing two FXT files which CSV2FXT has generated, meaning that both FXT headers will invariably be the same.

To compare, you therefore need to export the data once using CSV2FXT (using SQL Downloader or Tickstory CSV data) and once again using Tickstory’s “Export to MT4” feature. In both cases, take a screenshot of the MT4 FXT Headers so you can compare to see if there are any differences.
The idea is to compare the FXT header data between CSV2FXT and Tickstory as it is most probable that there are differences in this header that are causing your discrepancy.

Hope this clarifies.

[imported_tickstoryParticipant January 26, 2015 at 12:42 pm Post count: 1479]

in reply to: Help setting up ASX Index #20479

Hi Danny,

It appears both your screenshots are produced from CSV2FXT as it indicates a 99% modelling quality rather than one indicating Tickstory’s “99.9%” modelling quality.
What you need to do is produce the FXT files using CSV2FXT and then Tickstory and compare the FXT Header information to see if there are any differences.

Hope this helps.

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

in reply to: Help setting up ASX Index #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.

[imported_tickstoryParticipant January 24, 2015 at 12:37 am Post count: 1479]

in reply to: Removing Duplicate Ticks for Faster MT4 Optimization #20494

Hi Fiverr,

A threshold limit sounds useful – of course, this would only be applicable for certain types of strategies. Have you any firm stats on how much data this would save?

Regards.

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

in reply to: Help setting up ASX Index #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.

[imported_tickstoryParticipant January 22, 2015 at 9:00 pm Post count: 1479]

in reply to: Tick Data Format – Help #20499

Hi Fiverr,

It looks like the fields are date, time, bid price, ask price, bid volume, ask volume.

Regards.

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

in reply to: Help setting up ASX Index #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.

[imported_tickstoryParticipant January 22, 2015 at 8:16 am Post count: 1479]

in reply to: Tick Data Format – Help #20497

Hi Fiverr,

Tickstory doesn’t currently read in file-based tick data although this feature will be available in the next major update.

Regards.

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

in reply to: Help setting up ASX Index #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.

[imported_tickstoryParticipant January 20, 2015 at 10:55 pm Post count: 1479]

in reply to: Reverse Engineering MT5’s HCC file #20495

Thanks for the information, Fiverr. If this in relation to generating a tick-based MT5 HCC file, this reference also has some useful information: https://www.mql5.com/en/articles/75
The latter article seems to suggest that MT5 takes a series of points from the source data to create the back-test data (similar to MT4). There seems to be no suggestion so far that it will natively handle pure tick data, however.

[imported_tickstoryParticipant January 20, 2015 at 9:56 pm Post count: 1479]

in reply to: Please Faster Downloading Tick Data for TickStory Lite #20496

Hi Fiverr,

Thanks for your feedback. This enhancement has been noted and will be available in the next major release.

Regards.

[imported_tickstoryParticipant January 20, 2015 at 9:54 pm Post count: 1479]

in reply to: Removing Duplicate Ticks for Faster MT4 Optimization #20492

Hi Fiverr,

Thanks for your feedback. There is a ‘filter duplicate tick’ checkbox in the MT4 Export dialg box. Is this what you are looking for?

Regards.

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

in reply to: Help setting up ASX Index #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.

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

in reply to: Help setting up ASX Index #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.

[imported_tickstoryParticipant January 17, 2015 at 9:26 pm Post count: 1479]

in reply to: 99.9% modeling quality with no trade result? #20457

Hi Sunny,

There could be many reasons for the EA not trading and only looking at the logs and/or code might give you more hints about why trades aren’t occurring. If either is unavailable, you might try tweaking your EA parameters in such a way that it would be inclined to trade (increasing the spread threshold, for example) and then work backwards to see which parameter is causing your issue. Also check your back-test period and time-frame as some EAs do not trade with sufficient data and/or in certain time-frames. In some cases, the EA might give more information if you test it in ‘Visual mode’ as some display vital information on the chart itself.

If all the above fails, it would be best to contact the EA author to see if they can assist further.

Hope this helps.

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