Forum Replies Created
-
AuthorPosts
-
in reply to: how to create normal (not-tickdata) mt4-history? #19575
My way of saving time, is i just use a “large” harddrives (250-1000gb) and export all Data for all pairs+Timeframes i might be interested in testing once.
Then i use paragon Disk manager to image (copy hole Harddisk) twice, so i saved ~60% of the time, like it would take if i would export the Data on each PC seperatly. I do this once per month (i update the Data + i kick out useless pairs, as example like EurCHF or Silver)Using more than one PC is generally in most of my cases a good idea. The good thing about computers are, you can work on problems in parallel.
greetings.
in reply to: Optimisation runs #19279Hi ekke,
if other EA’s run fine then you should search within your EA for the error.
Maybe you have some older versions of your own ea to test if a new feature you programmed recently caused the error.How many parameters do you try to optimise at once? try with one parameter only at first, then if it works you can add more.
greetings
in reply to: Suggestion: Allow multiple terminal instances #19768Ok i have some interesting new info, this time my brother made the discovery.
It is possible to use tickstory with windows xp inside of VirtualBox, but only with a Trick.
At first let my explain why Windows XP is still usefull.
When working with (one or more) Virtual machines, Ram and Diskspace can get rare.So lets see,
Windows7 needs in standard installation:
20gb harddisk
1Gb Ram at leastWindowsXP needs in standard installation:
1,5gb (with updates)
512mb RamTrying to Run Tickstory on Windows XP Sp3 inside of Virtual Box fails. (without Virtualbox, its working fine)
My Brother discovered that using and older Version of Windows XP (SP2) + “Net 3.5 setup” + “windows installer 3.1”
Tickstory works inside of Virtualbox.So why do we need to run Tickstory + Mt4 for Backtesting inside of Virtual box you might ask yourself.
When doing a Backtest optimization usually i configure my EA,the Pair,Timeframe,Spread and then hit the Start buttons.
Then i leave the PC for work. So there is no Problem.BUT when i want to make a single backtest (optimization unchecked) to gain fast informations ,
then i noticed that there is a huge delay caused by Metatrader before it
starts the actual Backtest (i guess Mt4 loads Data from HDD to Ram). This Process needs usually 6-10 Minutes!.
So gaining Intuitive fast Backtest is impossible with this large delay between 2 Backtests.
So my Idea was to run the the hole Software-chain (Xp,Tickstory,Mt4,Tickdatafiles) inside of a Virtual Machine ON A RAMDISK 😀
My brother was so kind to test it out. It works awesome, when you hit the Button for Start the delay is gone!
Best*=fastest, free RamDisk Software is “SoftPerfect RAM Disk”. (The host System was Windows / 64bit with 8gb ram, the guest was WinXP 32bit Sp2 on a virtual 4gb Harddisk(the ramdisk partition))happy testing
in reply to: Different Results Between MT4 Builds #20348To avoid this autoupdates , just go to mt4-menu Extras->Options->Server
and check procy server, click on proxy button and type in something useless like 1,1,1,1 and ok.
Now mt4 cant connect to the internet for auto updates.I had a similar problem but it was too late.
After i connected my broker changed the symbolname form XAGUSD to SILVER, and XAUUSD to GOLD,
that sucks , becuase now th backtest for that symbols dont work anymore.(neverchange a running system ;-))
in reply to: Suggestion: Allow multiple terminal instances #19767Ok, i finally got it working. Why is it so hard? damn strange behavior of mt4!
i discoverd 3 bugs in the meantime in mt4.see at the end.
Anyway, the way it works is,
I use Win XP 32 bit (works also under Win7 32 and 64 Bit)
Quadcore cpu5.Different Users:
Admin
User-1
User-2
User-3
User-4
User-1 first coreStep.1
Make One installtion of an mt4 setup of your faviorite Broker with the Adminacount.
Install Tickstorylite as Admin too.Step.2
Logout as Admin, login to User-1
Start Tickstory lite.
Download some history data you need.
Before you export the data to mt4 you need to Start the new installed mt4 once and close it again.Note: Since you have 4 Users, you must do this step for User-2,User-3 and User-4 too.
You dont have to login to anathoer useraccount on XP, you can just use right mousebutton “run as” and type Username+Password.
(this trick didnt work properly on Win7 64 )Step.3
Since you are logged in as User-1 and i assume Tickstory is still running, press F8 or click in Menu to start mt4.
Dont log in to your broker. Only if if the strategytester some symbols are missed which you need.
in this case right click in the currency-pairs window and choose “show all” then close mt4 and start again with tickstory but second time donw login.
Now you can configure your EA,Currencypair,Timefram and Optimization parameters in the Strategy tester and hit the start button to run the optimization.
(dont forget to allow EA trading + allowed dll)
So here is an important tip: To maximise the Backtest efficiency.
It is a good idea to start the taskamager and assign the terminal.exe to the first core of your CPU (rightclick context menu)Dont forget that starting a backtest needs some time for mt4, so it is best to wait until you see the first
number of the optimization iterations, i mean Example 1/1400(70000).
After that you can proceed to start next mt4 instance.
This is important because if you donw do it like this it will slow down the other cores.
User-2 first coreSo here comes the second manual which is differnt from the first user.
But this is the same process for User2,User-3,User-4 and so on.Step.1
important info: to make it work to use more than 1 Tickdatabacktest run at once,
Do not run Tickstory lite under no circumstance twice. If you do it, it will mess up some bugs in the ram (my experience)
and will lower the cpus usage at a minimum , affection all cores and mt4 instance running.
If you do it by accident, best soloution: close all programms restart your Windows, and beginn on the start of this manual.So if all Works the actual state is:
You are loggeg in as User-1, Mt4 is running a backtest (as User-1) and Tickstory is still open.Step.2
Close Tickstory now.
rightclick on the Tickstory programm icon and choose run as differnt user.
Type in User-2 and the password.
now hit F8 to start the second mt4 instance.
Now you can configure your EA,Currencypair,Timeframe and Optimization parameters in the Strategy tester and hit the start button to run the optimization.
(dont forget to allow EA trading + allowed dll)
Again, it is a good idea to start the taskamager and assign the terminal.exe to the first core of your CPU (rightclick context menu)
go to wondows start button, commandline promt (execute field) and type:
runas /user:User-2 taskmgr
now a balckwindow pops up, type in the password.
Go to precesses, look for terminal.exe and chose the one (of actual 2) which is run by User-2.
Rightclick, assign CPU-Core 2 to it (uncheck all other. Number are confusing, Cores are named 0,1,2,3)Dont forget that starting a backtest needs some time for mt4, so it is best to wait until you see the first
number of the optimization iterations, i mean Example 1/1400(70000).
After that you can proceed to start next mt4 instance. This is important because if you donw do it like this it will slow down the other cores.For 3 or 4 Users, just repeat, but insteas User-3 or User-4 where i had wirtten User-2.
This works for WinXP Sp3. I prefer it because in terms of hardware it is more efficient (you need only 512mb for WinXp it self, So you can run 4x Mt4 with juast as little as 1,5GB, On Win64 you need at least 1GB for the System itself, + ~850mb for 4x mt4 so overall you need more Ram= more expensive hardware,
especially when you run more than on PC (i use 4 Quadcore-Pcs at once))—Some bugs / problems i encountered:
1.When i exportet the Tickdata to mt4, the files are often not write-protected. So before you run a backtest, it is recommend to go to mt4-file-menu
click open datafolder, go to the folder testerhistory , mark all files , rightclick write protected.2.Often (50% of the cases)
When i start mt4 with tickstory (F8), tickstory doenst start as write-protected (can be seen in the mt4 programm titelbar)
You should always check this before running a backtest. If in the titelbar is no comment aboute write-protected fxt,
close mt4 and start it with tickstory again (F8 key)3. Some pair combinations seem to influence each other in the cpu.
(since i run mt4 whith different Users on different cpu-cores in theory they could not influence each other)
But in pratice they do. ( I guess because of the hardware design cpu’s are made, phyiscally 2 cores are packed on one die)
So for example in when i run a test with gbpusd m1 and on another core nzdusd m5,
often Cpu effeciency breaks down for the 2 cores to 10-20%.
What helps here is switch cores with other mt4 instace, or use other pair/timeframe/ea in the meantime.
Sometimes i got 3x 100% load and the 4th core stumbles at around 50/60/80/95 % load.
But often it is impossible to use all 4 cores, becuase of the strange influence. So i just use 3x Cores in that case.I wrote this manual so others encouter similar problems dont give up.
(i was often frustrated, but i had no choice to give up , so i proceed a 3 weeks journey of bruteforce installing + trial& error xD )in reply to: Metatrader 5? #19801@g412 wrote:
Hello, dear Tickdata forum member,
please, does anybody feel free and experienced enough to let me know how to understand the tickstory tick data ? I have exported from Tickstory Lite to MT4 the tick data for indices and by this found out that the tick data displays wihtin the MT4 as an Open-High-Low-Close data set which is set in e.g. one candlestick. By this one could be led to the conclusion that this O-H-L-C set is telling in a volume saving way 4 ticks to the MT4 for backtesting?
After having made a short comparison of a few minutes the tick data provided by tickstory is not the tick data of ETX Capital . To which data or to which data provider does the tickstory data refer for
the indices like DAX, Cac40 and S&P500 ?Hoping to have answers for my questions I thank you for listening to those!!
Thank you!
Hello,
the Data is from Dukascopy.
You can try to ask your Broker “ETX Capital” if they provide history data for customers. Usually most Brokers dont.
Dukascopy is a great exeption, becuase they offer the data for free. (they have servercosts for the high bandwith)greetings
in reply to: Metatrader 5? #19798As most people i hang on mt4, but i found an interesting info that even convice me to switch.
MQL5 Supports OpenCL Backtesting! (CUDA Like GPU parallel computing with Graphiccard)http://www.mql5.com/en/articles/690
Only Problem is no how to geht Tickdata for 99.9% backtests?
in reply to: MT5 vs MT4 test #20321Hi,
is there any known possibility/programm to run tickdata backtests for MT5?
greetings
in reply to: Suggestion: Allow multiple terminal instances #19766TEST Failed
I can confirm that you can start the multiple instance BUT their suck each others performance down.
I tested exact as you described.
Same Broker only differnt Installation Paths (AAAFX MT X1,AAAFX MT X2,AAAFX MT X3)
Windows 7 32 Bit, Quad Cpu , 4 GB Ram.
I found out that is better to bind a mt4 instance on a specific core.
I first tried without binding, but it was to noisy to judge % load.1 mt4 = ~80% avg Cpu core load
2 mt4= 25% + 20% = 45%(+-3% fluctuation, exept first started mt4 is max load)
3 mt4= 9% + 8% + 6% = 25% avg (+-3% fluctuation, exept first started mt4 is max load)So i cant believe you achieved more than 25% overall cpu load.
Mabe you can upload a Image?greetings
___________________________________________
I also tried out Xen Server + Client 6.2
I installed 1 Virtual machine and cloned it (slow cloning, not fast)
the i used Tickstory for Backtesting.
But the main problem here is the Cpu load per core is only 65-75% (70avg) so
when i use 4 cores they only so efficent like 3 cores without virtualisation. (in theory offcourse , because tickstory doesnt work to make a real comparsion)
The loss of ~30% of the cpu overall calculating power is a alot and becomes huge when think it over time. (30% per day is a lot)I will try now birt tickdatasuite, to see it works more efficient than xen.
in reply to: Suggestion: Allow multiple terminal instances #19765sadly i cant reproduce the situation, where 4 cores work at 100%.
now when i try it i dont came over 50 with 2 cores, when i launch a third mt4 instance all cores go down to 25%.
Sad, i cant figure out why, i restated and tried different combinations of Broker brands and users.
Now i can run only 1 instance at one pc, extreme bad this dot net language.in reply to: Suggestion: Allow multiple terminal instances #19763Ok on XP this doesnt work with same user, but with different users.
On the first try i could used 4 cores with 4 different users at 95% Workload (each mt4 used 1 Core seperatly), but unluckily i stoped the test (becuase i just used default values for quick test) and made somesomething wrong (2 Tickstoryinstances where open by accident) and then the Mt4 behaved complete different.
3 mt4 instances used 3 cores together (not 1 mt4 on 1 core), when i try to start the 4th mt4 instance the cpu workload breaks down to 35-45%This behavior shows a strange rectangle in the left upper corner (like a small window in grey 60 pixels wide approx)
when i started the 4 mt4. When i quit the 4th mt4 instance the workload goes back to 75% (on all 4 cores, 3 mt4 instances used)I will try from cratch on another pc, and i will avoid to run 2 tickstories by accident.
I will report if it works then.in reply to: Suggestion: Allow multiple terminal instances #19761Hello,
i recently backuped my pc aresenal with some good value low price pc’s (Dell Optiplex 330, with 4gb Quad Cpu Q6600)
So i have 3x 4 Core’s aviable(i have more but the 3 PCs are for Forex only),
My intension was to backtest 28 pairs on 4 Timeframes (112 tests needed).
Usually a test took avg 8h (168x 8h= 224 Days xD ), that is why i am interested to speed up.
When i could use 12 cores the same Backtest takes only 22 Days for 28 Pairs.Is it neccesay to use the same Broker software, or is it ok to use Broker A,B, and C for example together.
Do you execute Tickstory everytime as the same User?in reply to: Suggestion: Allow multiple terminal instances #19759i missed a second question, what happend when you try more than six ?
in reply to: Suggestion: Allow multiple terminal instances #19758Wow thx for sharing, i will try it out on the wwekend.
Which System do you run, Windows 7 64 Bit?
I was also searching a way to start more than 1 backtest in Windows 7 64 Bit at a time,
i was only able to run 2 at once with Windows Xp 32bit (2 Different users, with different Mt4 Brokers/Folders).My plan waas to try out virtualisation (with a Core Quad Q6600) but Virtual Box, and Sandboxie failed.
Next on my plan is to try out Xen.I figured out , you need only at the start to test all parameters (i usually had 360k-500k possiblities),
later when you analyse the results in Excel (i use libre office) you can figure out which parameter ranges pop up the of the time
in the top profitable settings. So later you can test this limited range which goes faster.greetings
Ok i tried as workaround virtual box, but tickstory craches when i try to run it.
I mean in theory it should work.Has anybody else tried this ?
-
AuthorPosts
