[imported_tickstoryParticipant September 17, 2014 at 8:13 am Post count: 1479]

in reply to: MT5 vs MT4 test #20320

Hi Beepsi,

I think the post leaves too many variables in question to perform a comparison. When you are using two different historical data sets as this test appears to be doing, you are going to get very marked differences – especially if making trading decisions on a tick-by-tick basis. From looking at the EA code, it appears that the first time one EA takes a trade that the other doesn’t, it will inevitably lead to a chain of out-of-sync trades which will cause the two equity graphs to diverge. If the purpose of the comparison is to see how the two EAs perform on two different platforms with two different sets of data, then it should at least ensure the trades are synchronised with some sort of common trigger – by MA, dates or the like.

If you are trying to assess which system to “trust”, the only way to achieve a level of confidence in your results is by trying to model your trading environment as accurately as possible. Many EAs that are tested on Dukascopy data do not necessarily produce the same results live due the fact that the broker’s live feed does not “match”. Data quality & network lag are major factors that will cause your results to vary with the same EA.

Here are some factors to consider when trying to get as accurate back-tests as possible:

– Does your broker’s data feed match with your test data? If they are markedly different, expect markedly different results for HFT/tick-based strategies.
– What is your ping to the broker’s server? Remember that back-testing assumes a ping of 0ms where this is not reasonable in reality. If you have a HFT trading strategy, you should code assume some delay when placing your trades in the back-tester.
– Is your strategy reliant on spread? If so, test with varying spread values to make sure the back-test results aren’t adversely impacted by small changes to the spread.

I’m sure there are other items that perhaps other users could comment on as well.

Hope this helps.

[imported_tickstoryParticipant September 17, 2014 at 7:22 am Post count: 1479]

in reply to: Tick-Volume #19103

Hi Gooly,

I imagine you could do something like this aside from potential issues of losing volume information. The other issue of course is that you require your EA has been specifically to use the embedded spread information. This obviously rules out back-testing with pre-compiled/paid-for products.

Regards.

[imported_tickstoryParticipant September 16, 2014 at 7:17 am Post count: 1479]

in reply to: Launch Issue Build 670 (solved / solution) #20316

Hi Agora,

Could you please detail what error message you are getting? The launcher should not be tied down to a particular broker. The only thing that is relevant is the MT4 Build.

Thanks.

[imported_tickstoryParticipant September 16, 2014 at 7:04 am Post count: 1479]

in reply to: Tick-Volume #19101

Hi Gooly,

Back-testing with real spreads isn’t natively supported in MT4 – their database does not contain both the bid and ask price but instead relies on a fixed value (eg. 2 pips) to add onto the bid price. This fixed spread value can be set in Tickstory during the export.

The “workaround” is to use the volume field in the MT4 database as a proxy for the spread, however only Birt’s TDS launcher allows you to do this at the moment. Updating the Tickstory launcher each time MT4 changes is a significant development effort and detracts from improving Tickstory’s tick database functions. We would welcome open-sourcing the launcher script, however we didn’t see enough interested when we posed the question some time back.

Regards.

[imported_tickstoryParticipant September 16, 2014 at 6:48 am Post count: 1479]

in reply to: Reset exported data #20323

Hi Shani,

The earliest/latest dates you see in Tickstory denote the range of tick data that you have downloaded from the internet. This is different to the date range you exported to MT4. If you want to check the date range you have exported to MT4, use the Historical Data Center in MT4.

Regards.

[imported_tickstoryParticipant September 16, 2014 at 6:45 am Post count: 1479]

in reply to: "TickstoryExpertInfo" Error #20326

Hi Saso,

The error below the one you have highlighted indicates that the filename is invalid, possibly due to it being too long. You will need to explicitly provide a ConfigFileName in the TickstoryExpert parameters to fix this.

This topic is also discussed here: viewtopic.php?f=4&t=65

Hope this helps.

[imported_tickstoryParticipant September 15, 2014 at 10:43 am Post count: 1479]

in reply to: No ‘spread’ in backtest #20309

Hi Leonidasfx,

Try inserting this code into the ‘OnTick’ method of a blank EA and see what value pops out:

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

This is the spread value that is embedded into your export and being used in the strategy tester during your back-test.

Regards.

[imported_tickstoryParticipant September 15, 2014 at 9:03 am Post count: 1479]

in reply to: Launch Issue Build 670 (solved / solution) #20314

Hi Agora,

If you are having issues clicking on the star, don’t fret too much – the latest version of the application works the same with or without having a gold star.

Regards.

[imported_tickstoryParticipant September 15, 2014 at 8:58 am Post count: 1479]

in reply to: v1.5 Released! #20040

Hi Zanzistor,

Just tried downloading Copper data for the last week (9 Sep-15 Sep 2014) and there were no issues. Check your internet connection and see if other pairs are having similar problems.

Regards.

[imported_tickstoryParticipant September 15, 2014 at 8:48 am Post count: 1479]

in reply to: Modeling N/A #20286

Hi Agora,

That is correct – Tickstory only supports the usage of tick modelling quality. You still may be able to get control points to work however it’s not something we actively check.

Regards.

[imported_tickstoryParticipant September 15, 2014 at 8:45 am Post count: 1479]

in reply to: help #20254

Hi Alasdeaguila,

As Gooly pointed out, your exported data should reside in a directory outside of “Program Files (x86)”, otherwise you will likely run into Windows permission issues. If you go to your MT4 terminal and select ‘File->Open Data Folder’ you should be shown the location where MT4 is storing its data files and your ‘MT4 Settings->Data folder’ setting in Tickstory should match.

Hope this helps.

[imported_tickstoryParticipant September 15, 2014 at 8:02 am Post count: 1479]

in reply to: Tick-Volume #19099

Hi Gooly,

The use of ‘double’ for Volume is probably for historical reasons as MT4 once used a double to store this information. It’s not overly correct to be doing things in this manner – the assumption is that the value of the volume will never be large enough to cause a problem.

Volume is stored as a 32-bit integer so the code you have shown should export the volume correctly.

We will re-look at the item to change the volume to be the spread. Of course, you wont be able to utilise this feature unless you have Birt’s Tick Data Suite as we have no immediate plans to support real spreads in the Tickstory launcher.

Hope this helps.

[imported_tickstoryParticipant September 15, 2014 at 7:46 am Post count: 1479]

in reply to: Free tick data available for Amibroker, Ninjatrader and more #18940

Hi Ratsh,

Thanks for the heads up – we have contacted Tomasz and he has now listed us on the Amibroker website.

Kind regards.

[imported_tickstoryParticipant September 9, 2014 at 8:39 am Post count: 1479]

in reply to: DKK pairs #20190

Hi Ndsouz1,

As far as we are aware these pairs are not available at Dukascopy.

If you have information otherwise please let us know.

Thanks.

[imported_tickstoryParticipant September 5, 2014 at 9:15 am Post count: 1479]

in reply to: bug in charts #20268

Hi Alltick,

This issue has been logged.

Thanks.

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