[imported_tickstoryParticipant November 29, 2014 at 9:46 pm Post count: 1479]

in reply to: Some issues of Back Testing #20399

Hi Trender,

The first thing I would note is that you are back-testing a large period – around 10 years – in one go. There are limitations on how much data MT4 can process and it is most likely you are running into some issues here. You can see here for further information on this: http://www.tickstory.com/forum/viewtopic.php?f=4&t=462.

To answer your question, there should be no difference in the Open and Close prices of the 1-minute bars. The bars are constructed from the time-stamps of each tick that occur within each minute. Once you resolved the issue above, if you are still having discrepancies I would suggest you analyse a few trades and compare the timing of the trades. Bear in mind that if your EA is somehow dependent on the starting date (for eg. it only takes a trade if the last trade was successful), then will you obviously get different results depending on the range you select.

Hope this helps.

[imported_tickstoryParticipant November 29, 2014 at 9:35 pm Post count: 1479]

in reply to: Spread question in exporting to Metatrader #20403

Hi BeLikeWater,

You need to set the spread in the Tickstory MT4 Info window – the settings in Metatrader will have no effect once you launch MT4 via Tickstory. You can double-check the spread value by inserting the following code into your EA:

Print("Spread is: " + DoubleToStr(MarketInfo(Symbol(),MODE_SPREAD), 2));

Regards.

[imported_tickstoryParticipant November 28, 2014 at 11:48 pm Post count: 1479]

in reply to: how to create normal (not-tickdata) mt4-history? #19573

Hi BeLikeWater,

Tickstory will always source its data from tick-accurate information, so if it’s about saving time on the download/export then this wont help since it always takes approximately the same time to produce a 1-minute data set as it does a tick-based dataset.

If it’s about saving time when back-testing, what you could try is:

1) Export the data as usual but then delete the FXT files.
2) Start up MT4 but not via the Tickstory launcher.

In theory, when you begin a back-test after this, MT4 will generate the FXT files based on the most granular data, being 1-minute. We haven’t tried this however and unfortunately it is too hard to support all the permutations of what is possible. Instead, we encourage users to discuss further about how may have a workaround. If there is a specific feature we can add to assist then we will have a look into it.

Regards.

[imported_tickstoryParticipant November 28, 2014 at 11:39 pm Post count: 1479]

in reply to: Can I have m1 data (without tick data ready for NinjaTrader? #20393

Hi BeLikeWater,

Yes, you can export bar data to Ninjatrader using the following ‘Export to file’ custom format:

Timeframe: 1-Minute (or any other bar time-frame)
Include headers: No
Custom Format: {BarBeginTime:yyyyMMdd} {BarBeginTime:HHmmss};{Open};{High};{Low};{Close};{Volume}

We will be adding this into the pre-defined list in the next release.

Hope this helps.

[imported_tickstoryParticipant November 28, 2014 at 11:32 pm Post count: 1479]

in reply to: I dont need the tick data #20365

Yes, sure, you can export 1-minute data with the ‘Export to file’ option. Details on how to do this are outlined in the manual.

Regards.

[imported_tickstoryParticipant November 28, 2014 at 2:32 am Post count: 1479]

in reply to: I dont need the tick data #20363

Hi BeLikeWater,

Tickstory currently only exports full tick-accurate data. If you want to convert the data to London with DST, simply select “UTC – London” from the list of time-zones. You can click on the “i” button beside the drop-down box to get further information about what day-light savings changes are applied.

Hope this helps.

[imported_tickstoryParticipant November 28, 2014 at 2:09 am Post count: 1479]

in reply to: how to create normal (not-tickdata) mt4-history? #19571

I believe Gooly was wanting to merely use the charts and not back-test and therefore does not need to export FXT files.

Regards.

[imported_tickstoryParticipant November 28, 2014 at 2:06 am Post count: 1479]

in reply to: Access Denied // Exporting to file #20366

Hi BeLikeWater,

Windows protects the “Program Files” directory from being written to, unless you are running Tickstory as administrator. Instead you should be exporting to your “Documents” folder.

Regards.

[imported_tickstoryParticipant November 24, 2014 at 8:51 pm Post count: 1479]

in reply to: Error in Customising MT4 export settings // Step 5 #20392

Hi BeLikeWater,

Thanks for your feedback. It is likely that your error is caused by the appearance of brackets in the auto-generated output file name. As such, you shoud manually specify the config filename in the EA parameters. Please refer to this discussion for more on this topic:

viewtopic.php?f=4&t=65

Thanks.

[imported_tickstoryParticipant November 21, 2014 at 12:25 am Post count: 1479]

in reply to: Dukascopy WTI crude oil symbol change #20381

Hi 4EverMaAT,

This change has been noted and will be included in the next release.

Regards.

[imported_tickstoryParticipant November 21, 2014 at 12:15 am Post count: 1479]

in reply to: Tickstory export vs CSV2FXT export #20390

Hi RV13,

The ‘Suppress duplicate ticks’ is the only option that should affect the size of the FXT files (aside from exported period, of course). I’m not sure why you are seeing a difference. To narrow things down I would advise that you try to export a CSV file from Tickstory and compare. Obviously you will need to export in the same format. The other thing to ensure is that you are using the same Dukascopy data folder. Dukascopy data has been updated over the months/years to include more quality information. If you are using two different databases, you may see a difference.

Regarding your questions:

1. When using CSV2FXT and enabling read spread, it would use the volume field in the file to do so (combined with TDS patch) – right?
Tickstory doesn’t currently support real spread. It is on our list of things to do.

2. I read that “The volume in MT4 is in fact the number of ticks within the current bar.” (http://eareview.net/tick-data-suite#comment-14974)
That’s correct. Here is some further discussion on this topic: viewtopic.php?f=2&t=222

3. Is this applicable to 1) MT4 in general, or 2) MT4 when used with CSV2FXT/TDS, and/or 3) MT4 with Tickstory data and/or patch, 4) Tester
Tick count as the volume is a standard for MT4.

3b. Number 4) – tester – would not seem to make sense; tick data is tick data, i.e. there can be no count-per-current-bar only volume-per-tick-bar
The tick volume represents the number of price ticks in a bar (1-min, 5 min, etc).

3c. Do I understand this correctly – when _not_ using the “real spread” option – is the volume exported by CSV2FXT not the true volume (like ’10 lots transactioned’) per tick?
We unfortunately don’t support CSV2FXT, however normally it should be the tick count.

3d. Similarly, when using Tickstory and _not_ ticking ‘Supress volume info’ – is the volume exported the true volume (x lots transactioned in this tick) or not?
It currently exports the bid/ask volumes. Please see the above mentioned topic for details.

4. When using CSV2FXT is there a way to disable the volume also (not talking about “real spread”, but instead having both real spread and volume disabled)?
Unfortunately we dont support CSV2FXT so can’t answer this question.

Thanks.

[imported_tickstoryParticipant November 20, 2014 at 11:52 pm Post count: 1479]

in reply to: tidy up descriptions #20384

Hi MrMedia,

Thanks for your feedback. The message “retrieving” is a generic term used to denote the current progress, whether exporting or downloading data. From a user perspective it doesn’t matter whether the system is specifically downloading or exporting as this is all automatically handled and processed in chronological order.
The error you are getting seems to suggest that the downloaded file on disk is corrupted somehow – perhaps due to lack of disk space or internet disconnection issue? In these cases, the system will try to retrieve the data again. If you receive any errors during your export you should regenerate it just in case there were unrecoverable errors. If not, any invalid/missing data will be omitted from the final export.
If you need more information about the downloading process, please have a look at this discussion:

viewtopic.php?f=5&t=22&p=48

Thanks.

[imported_tickstoryParticipant November 20, 2014 at 9:55 pm Post count: 1479]

in reply to: Major commission bug in TickstoryInfoExpert.ex4 #20387

Hi RV13,

We intend to change the setup process so the absence of this information is highlighted. The manual can be viewed by pressing F1 in Tickstory (or visiting http://tickstory.com/help/tickstorylite). We do not make explicit mention of reviewing the broker commission so thanks for highlighting this.

Kind regards.

[imported_tickstoryParticipant November 20, 2014 at 1:04 pm Post count: 1479]

in reply to: Major commission bug in TickstoryInfoExpert.ex4 #20385

Hi RV13,

Thanks for the detailed information. The absence of commission information is not a bug – unfortunately this information needs to be populated manually due to the fact there is no MQL command to acquire information about broker commissions. MT4 apparently has this information available internally, however does not expose it to MQL unless there is an open trade (via OrderCommission()).

Hope this helps.

[imported_tickstoryParticipant November 20, 2014 at 10:17 am Post count: 1479]

in reply to: Modeling quality changes based on timeframe #20331

Hi RV13, the launcher prevents MT4 from overwriting the FXT files that Tickstory generates. Without it, MT4 will attempt to generate the FXT files again but without tick data.

Regards.

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