Back-testing SP500 – Simulation stops before ending date…

[imported_tickstoryParticipant March 26, 2015 at 11:58 pm Post count: 1479]

#20635

Hi Andrzejw,

Check the following:

– That your data has been exported to the correct location. That is, make sure that your MT4 Data Folder (File->Open Data folder) and Tickstory Data folder (File->Settings->MT4 Settings) are the same.
– Ensure that the exported ranges for the data appears correctly in MT4’s History Center.
– Ensure you are getting 99.9% modelling quality on your back-test (if not, make sure you are launching via Tickstory’s launcher).
– Ensure you have no date ranges set on the Strategy Tester.

Thanks.

[andrzejwParticipant March 27, 2015 at 4:46 pm Post count: 7]

#20636

Thank’s, but unfortunately it doesn’t go.

-Data has been exported to the correct location
-Exported ranges for the data appears correctly in MT4’s History Center (for M1 data starts from 18:33 30.12.2014, for M5 from 00:25 4.04.2014 and for the rest from 19.09.2011 in History Center)
-Modelling quality is 99.90% and I launch MT4 via Tickstory
-I have no data ranges set on the Strategy Tester

I try it on S&P500- I exported maximal data range from 19/09/2011 to 26/09/2015 and fxt files total size is 2.62GB. For timeframe D1 it stops on 30/05/2012. Bars used in test 876. O errors on the chart. Names of fxt files are correct.

Do you have any other idea? 🙄

Regards

[imported_tickstoryParticipant March 28, 2015 at 12:08 am Post count: 1479]

#20637

Hi Andrzejw,

I would try reducing the date range you export and see if this resolves the issue. Try say 1 year to begin with and then increase it once you can confirm it is working. There may be some other internal limitation within MT4 that we’re not aware of. Either that, or there could be some issue in the EA that is causing the issue? To discount this, try a generic EA such as “MACD Sample” to ensure it tests all the way through.

Hope this helps.

[andrzejwParticipant March 30, 2015 at 9:58 am Post count: 7]

#20638

Hi tickstory,

I reduced the date range as you recommended:
1. to (last) 6 months – tested date range 30/09/2014 to 28/01/2015 and modelling quality is 99.90%, interval daily
2. to (last) 1 year – tested date range 31/03/2014 to 13/08/2014 and modelling quality is 99.90%, interval daily

On shorter timeframes it stops even earlier. I used a standard EA in MT4 – “Moving Avarage”

Any other idea? Maybe if I changed platform it would run…?

Regards

[imported_tickstoryParticipant March 30, 2015 at 10:30 am Post count: 1479]

#20639

Hi Andrzejw ,

That might be a good idea to try a different terminal. If you are able to reproduce the behaviour then please let us know the exact steps, including which terminal you downloaded, the stock you exported, etc and we can try reproduce the problem.

Thanks.

[andrzejwParticipant March 30, 2015 at 11:22 am Post count: 7]

#20640

Hi tickstory,

I would be very grateful if you tried to reproduced the problem.
Terminal that I downloaded is BOSSAFX.
Here is a link to download the terminal (for the demo account): http://bossafx.pl/redir.do?aid=27459&name=bossafx4setup.exe

If the link above doesn’t run you must click on this link: http://bossafx.pl/index.jsp?layout=fx_8&page=0&news_cat_id=3115
Unfortunately it’s in polish only… You need to scroll down the site and click the orange button: “tak”
After that you will see: “Platforma BossaFX Desktop dla komputerów klasy PC:” There is “pobierz:” and click on “plik instalacyjny” – then you will download the terminal.

I deleted all historical data before exporting new ones.
I exported USA500IDXUSD (S&P500) and mapped the symbol to FUS500 (this one is used by the terminal BOSSAFX), period – last 1 year, interval daily – and then I became tested date range 31/03/2014 to 13/08/2014 and modelling quality 99.90%.

EA – “Moving Avarage” – standard in MT4.
Select symbol FUS500 (it’s S&P500).
I don’t set date ranges on the Strategy Tester.
Of course termnal is launched via Tickstory Lite.

I hope everything I wrote is clear.

Regards

P.S. I am very interested in what you will get.

[imported_tickstoryParticipant March 30, 2015 at 12:27 pm Post count: 1479]

#20641

Hi Andrzejw,

Could you kindly confirm you have tried this on another (ideally English) MT4 terminal such as:

https://pepperstone.com/open-account/demo-download.php

Could you please also confirm that the same problem is occurring for instruments other than S&P500?

Thanks.

[andrzejwParticipant March 30, 2015 at 10:00 pm Post count: 7]

#20642

Hello tickstory,

I tried MT4 terminal which you recommended to me. For S&P500 it is exactly the same result as on previous terminal.
But I have to say that GOLD backtest is great! I downloaded last 3 years date range and it run right and modelling quality is 99.90%. Ideally 😉

I suppose that it might be a problem with S&P500 with names of fxt files. I change them to these which are needed by terminal but it must be something wrong… I don’t know exactly what and why… And unfortunately I need S&P500…
Do you think that it would be a good solution to find MT4 terminal that has the same file names as are default downloaded by Tickstory Lite? (it might be a problem because I don’t remember that any broker has fxt file names as I need, maybe Dukascopy but it doesn’t have MT4)

Thank You a lot for help,
Regards

[imported_tickstoryParticipant March 31, 2015 at 2:56 am Post count: 1479]

#20643

Hi Andrzejw,

We have tried this on an FXCM MT4 platform which has the symbol SPX500 for trade. You can download it from fxcm.com.au.
Attached is a screenshot of the the parameters we used when exporting the SP500 data. You will need to manually adjust some parameters to suit.

What you may have missed noting is that you were receiving some error in the back-tester journal such as “tester cannot calculate prices” or perhaps your trades caused your equity to go to zero, ceasing all trades. Keep an eye out for these sorts of issues and make sure you have sufficient equity (Expert properties -> Initial deposit).

You can find additional information about the “tester cannot calculate prices” error on this thread: http://www.tickstory.com/forum/viewtopic.php?f=4&t=450

Hope this helps.

[andrzejwParticipant March 31, 2015 at 1:24 pm Post count: 7]

#20644

Hello tickstory,

I am very grateful that you have helped me.
Gold back-test is excellent. S&P500 on the same terminal also. I just adjusted some parameters that are mentioned in the link which you send to me.

Thank you once more !

Best regards 😎

[imported_tickstoryParticipant March 31, 2015 at 9:34 pm Post count: 1479]

#20645

Brilliant – glad to hear you got it working. Thanks for letting us know.

Regards.

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