[render86Participant September 13, 2015 at 7:32 am Post count: 51]

in reply to: Tester: Exchange rate cannot be calculated. #21122

@tickstory wrote:

The currency for the DAX is EUR. I would be making sure that the ‘margin ccy’ field is also set to EUR, as it seems that the MT4 strategy tester is trying to perform some sort of conversion. Note that is MT4 error is not documented, so resolving this is a matter of trial and error. The other thing I would be trying is to back-test your DE30Cash5_0 symbol without Tickstory data. If it doesn’t yield the same error, then use the FXT Data Editor to compare the values of the working FXT with the Tickstory exported one.

Regards.

I’m not having any luck with EUR either.

Could you, please, post a screenshot of the Tickstory settings for DAX and other indices?

[render86Participant September 12, 2015 at 7:18 am Post count: 51]

in reply to: Tester: Exchange rate cannot be calculated. #21120

@tickstory wrote:

The “server name” (eg. “Alpari Demo”) that you are exporting to should have a default account currency when it was set up. You need to have logged in at least once to your MT4 terminal so it could download the default broker configuration.

What is the symbol currency for DAX? The accounts I had been accessing from that MT4 were USD-denominated yet I kept getting the above error message when I selected USD as the base currency in Tickstory before downloading the DAX data.

[render86Participant September 12, 2015 at 4:29 am Post count: 51]

in reply to: Tester: Exchange rate cannot be calculated. #21118

@tickstory wrote:

Hi Render86,

There is some discussion on this topic in the MQL groups. One suggestion is that your account’s currency must match the symbol currency. Is this the case?

Regards.

Which account’s currency if I am not logged into any account while using MT4 with Tickstory?

[render86Participant May 16, 2014 at 5:12 am Post count: 51]

in reply to: Backtests run only since 01.01.2013 #20163

@tickstory wrote:

That’s a good question and is best answered by MT4 developers. You could ask the question on MT4 forums, however given that this method of tick-quality back-testing is not officially supported, I’m not sure whether you’ll get an official answer. There may be other users who have worked around the issue so perhaps it’s worth asking the question.

Have you tried approaching MetaQuotes for an official partnership?

[render86Participant May 16, 2014 at 2:42 am Post count: 51]

in reply to: Backtests run only since 01.01.2013 #20161

@tickstory wrote:

Sounds like the only way forward is to reduce your export range a bit more and see how things go!

Things go great in that case. I am more curious about the roots of this problem. Why does a bigger file size (yet under the 4gb limit) cripple the backtesting?

[render86Participant May 16, 2014 at 1:49 am Post count: 51]

in reply to: Backtests run only since 01.01.2013 #20159

@tickstory wrote:

No it doesn’t. It only writes HST and FXT files specific to the symbol being exported. If you believe that something is changing in-between exports, why not try exporting both symbols before commencing the back-tests?

Tried that. Upon the completion of the download process for both pairs, I run a EURUSD backtest and it runs fine. Then I run a GBPUSD backtest and it runs fine. Then I go back to the EURUSD backtest and it runs only since 01.01.2013.

[render86Participant May 15, 2014 at 4:19 pm Post count: 51]

in reply to: Backtests run only since 01.01.2013 #20157

@tickstory wrote:

It’s seems odd that a restart doesn’t fix things and implies that something else could have changed in-between your back-tests.

The only thing that changed was the download of historical data for another currency pair. Does it somehow replace the previously downloaded data for the other pair?

[render86Participant May 15, 2014 at 2:05 am Post count: 51]

in reply to: Backtests run only since 01.01.2013 #20155

@tickstory wrote:

Does it work again if you restart MT4? If so, it sounds like something odd is happening within MT4. I’m guessing that your FXT files are under 4gb? You might need to try reducing the file size further to get some consistency.

No, it’s the same issue even after restarting MT4. Only the lengthy re-downloading of the data helps but only until I run a backtest on a different currency pair – then the problem repeats. The files are under 4gb. I can opt for an even smaller period to have them smaller but that undermines the idea of having a single backtest report over as many years as possible.

[render86Participant May 15, 2014 at 12:49 am Post count: 51]

in reply to: Backtests run only since 01.01.2013 #20153

@tickstory wrote:

You will need to experiment with ranges for each instrument, bearing in mind that each will have it’s own level of tick activity and therefore resultant file size. Keep reducing the date range for EURUSD by say 6 months until you find the working limit.

I’ve reduced the period for the downloaded data by one year for EURUSD to 01.01.2008-08.05.2014 and started getting the 99.90% modeling quality on the backtest reports. However, when I did a backtest on EURUSD, then on GBPUSD, and then went back to EURUSD to run another one with slightly different EA settings, I could only run it since 01.01.2013.

[render86Participant May 14, 2014 at 1:52 am Post count: 51]

in reply to: Backtests run only since 01.01.2013 #20151

@tickstory wrote:

Hi Render86,

The only known issues that we know of that causes the “n/a” issue is when the MT4 has not been launched via Tickstory or that the exported data is not being used by MT4 correctly. As such, you can check the following:

– That you have launched MT4 via the Tickstory ‘Launch’ function.
– That the exported data is in the correct data folder.
– If your MT4 symbol is different to that of the Tickstory named symbol (eg. EURUSDm in MT4 but EURUSD in Tickstory), that you have correctly used the ‘Maps To’ field.

If you have already checked these things, then the only other suggestion is to make a small 1-month export and see if that works. It could be that there are still unexpected issues when MT4 internally tries to process large files. If this is the case, you’ll need to reduce your exported range further until it gives the correct modelling quality (or keep working as-is with the potential of other issues occurring).

Regards.

I’ve checked all of the above and all holds true. By how many years should I limit the exported data to get a modeling quality of 99.90%? I have run a backtest for GBPUSD M5 and the modeling quality was 99.90% for the same period of 01.01.2007-08.05.2014, unlike with EURUSD M5 where I keep getting the “n/a”.

[render86Participant May 13, 2014 at 5:23 pm Post count: 51]

in reply to: Backtests run only since 01.01.2013 #20149

@tickstory wrote:

We have tested the Tickstory launcher on Build 646 and it appears to be working correctly. We have no other known cause of the issue you have described aside from the FXT file being over 4gb. If you have selected the correct Data Folder in Tickstory and MT4 (and set your Launcher settings to have the ‘/portable” parameter if appropriate), then this shouldnt be the cause of any issues between versions.

I have reduced the downloaded historical data amount by one year and the backtest now runs until the end – yet I keep getting “n/a” instead of “99.90%” for the modeling quality on the backtest report. I have tried re-downloading the data but the problem persists. I backtest on EURUSD M5 for the period of 01.01.2007-08.05.2014.

[render86Participant May 10, 2014 at 12:24 am Post count: 51]

in reply to: Backtests run only since 01.01.2013 #20147

@tickstory wrote:

This will depend on the particular symbol and the accompanying tick activity. As a general rules, 2-3 years is usually under the limit. Outside of this, if you want to find the absolute maximum you will need to experiment to find the boundaries for the symbol you’re exporting.

I know what the actual problem might be. I had to re-select my MT4 in Tickstory following a change in the MT4 folders path after an upgrade. However, Tickstory does not appear to work with MT4 build 646. Can you confirm this?

[render86Participant May 9, 2014 at 8:03 pm Post count: 51]

in reply to: Backtests run only since 01.01.2013 #20145

@tickstory wrote:

It is likely you have come across a limitation with MT4 which only allows FXT files to be a maximum of 4gb.
In such as case, MT4 back-tester will use only the data within this size boundary and hence why you can’t back-test the entire date range.

Please see this post for further info and workarounds:

viewtopic.php?f=4&t=176

Thanks.

How many years of the historical data does 4GB correspond to (with the “Filter duplicate ticks” box checked)? I’ve tried re-downloaing the data limited to the past 5 years but it still appears to be too big – although it used to be fine before.

[render86Participant April 7, 2014 at 9:14 am Post count: 51]

in reply to: Backtests not working with MT4 build 625 #19964

@tickstory wrote:

Hi Render86,

According to the log information you posted, MT4 seems to be processing the tick data information. Have you tried to use a “standard” EA such as the “MACD Sample” to ensure that this isn’t specific to your particular EA? Alternatively, you can crete a new EA with one line of code like:

Print("Bid: " + DoubleToStr(Bid));

And verify if the Journal reports the Bid price during the back-test.

Regards.

Tickstory does not remember the new history folder path after upgrade. That’s the reason.

[render86Participant January 10, 2014 at 7:20 am Post count: 51]

in reply to: History issue #19553

I’ve noticed when exactly the above issue happens. It occurs when I switch EAs in the MT4 strategy tester.

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