Hi
First let me say I am a fan of tickstory. I am using the newest version (1.1.0.0).
I have downloaded data and exported it to my MT4, no problems. I have written an EA that is consistently profitable in H1 data for about a dozen different currency pairs. This is very pleasing. I have found that backtesting in Tickstory H1 data is much faster than backtesting in any other data including Birts Tick Data Suite (where i used his downloaded data), and faster than backtesting in the normal MT4 data from the MT4 history center. So tickstory data has been very productive for me.
I believe, and i am only guessing, that in the H1 timeframe of tickstory data is optimised for speed. Maybe to do this, each and every tick is not included in H1 data. For me, this is a good thing because I am getting excellent and very consistent results from my EA when it is run on tickstory data.
However, my EA is not getting the same excellent results from forward testing in a broker's demo account (that uses MT4 data).
So now I need to know the specifics of the optimisation so that I can adjust my EA to only take notice of the same tickstory ticks in the broker's demo account that uses MT4 data.
I am desperate for an answer to this, I hope you can help.
Jock
Backtesting in H1 Tickstory Data
Re: Backtesting in H1 Tickstory Data
Hi Jockeys,
Thanks for your feedback and letting us know how much use you're getting out of Tickstory.
With regards to your question, there are no specific optimisations done in the export of H4 data as the aim is to have the most accurate information go into the exports. There have been reports that the back-tester is faster when you suppress Volume data which Tickstory does by default. If you have filtered duplicate ticks, this could also improve the back-test speed.
With regard to your comparisons with back-test vs forward-test, I would highly recommend that (as best as possible) you use your broker's data to cross-check your trades/strategy to ensure it matches up with what you expect. After confirming this, it will be necessary to see whether the Dukascopy data is perhaps offering you more favourable conditions for your strategy than that of your current broker.
Hope this helps.
Thanks for your feedback and letting us know how much use you're getting out of Tickstory.
With regards to your question, there are no specific optimisations done in the export of H4 data as the aim is to have the most accurate information go into the exports. There have been reports that the back-tester is faster when you suppress Volume data which Tickstory does by default. If you have filtered duplicate ticks, this could also improve the back-test speed.
With regard to your comparisons with back-test vs forward-test, I would highly recommend that (as best as possible) you use your broker's data to cross-check your trades/strategy to ensure it matches up with what you expect. After confirming this, it will be necessary to see whether the Dukascopy data is perhaps offering you more favourable conditions for your strategy than that of your current broker.
Hope this helps.