Help setting up ASX Index

General discussion about the Tickstory Lite software package.
danny_pip
Posts: 28
Joined: Thu Sep 25, 2014 8:23 am

Help setting up ASX Index

Post by danny_pip »

Hi,

I have problems with exporting the index 'AUSIDXAUD' to the MT4 platform of FXCM.
In the plaform the symbol name is different and names 'AUS200'. To convert to the right symbol name I've changed the field 'Map to' to 'AUS200' in the 'Matatrader Info' page.
It's generating the history and the FXT files. But the backtesting does not work.
I've tried everything; also the 'Export to File' using 'Birt's CSV2FXT Format' and than generating the files in metatrader; but also this fales.

Probably the problem is related with the fact that this is an index and not a currency (formating and scaling).

I hope somebody can help me out; I 've been busy a day finding out what's the problem.

Thx for any help and suggestions !

Danny

tickstory
Posts: 4900
Joined: Sun Jan 06, 2013 12:27 am

Re: Help setting up ASX Index

Post by tickstory »

Hi Danny,

Part of your issue may be that the MT4 Info that is being supplied in your export is not the same as your broker. In order to address this, we have attached is a "special" version of TickstoryExpert.ex4 to address the issue for AU200. Please deploy this to your {MT4 Data folder}\MQL\Experts directory and restart your terminal. When you restart, you should have a "TickstoryExpert" available in your EA list. You will know you have deployed the correct version if it displays "Support for AU200" in the EA parameter list.

Follow the usual instructions (detailed in the Help manual) to generate and load an mt4config file. The config file you generate should contain the relevant information for AU200 which was taken from your broker. Please review the information before you save - some information may still need to be manually set such as the base currency.

Let us know how you go.

Regards.
Attachments
TickstoryInfoExpert.ex4
(15.51 KiB) Downloaded 584 times

danny_pip
Posts: 28
Joined: Thu Sep 25, 2014 8:23 am

Re: Help setting up ASX Index

Post by danny_pip »

Thx for the support !!!!
I've run the TickstoryInfoExpert; with the generated settings I've created the FXT and history files.
When I start the backtester, I see in the journal appearing: "tester cannot calculate prices".
I've tried this procedure several times; erasing all history and fxt files, and generating them again. But still not working as it should.
With the previous version, I have been able to do it.

Thx again for helping me out !!

danny_pip
Posts: 28
Joined: Thu Sep 25, 2014 8:23 am

Re: Help setting up ASX Index

Post by danny_pip »

I've added a printscreen of the journal output when I run the backtester.

Thx,

Danny
Attachments
journal output.jpg

danny_pip
Posts: 28
Joined: Thu Sep 25, 2014 8:23 am

Re: Help setting up ASX Index

Post by danny_pip »

I got these messages when I export to a CSV using 'Birt's format'.
Attachments
convertion with csv2fxt.jpg

danny_pip
Posts: 28
Joined: Thu Sep 25, 2014 8:23 am

Re: Help setting up ASX Index

Post by danny_pip »

Hi,

It's obviously a problem with the formatting.
I've just downloaded the same tickdata with the program 'SQ Tickdata Downloader' which created also a 'CSV' file.
In the metratrader platform (FXCM), I've generated the history and FXT files with 'CSV2FXT'; this was going well !

I'm now able to backtest and optimise.

So, there's still somewhere a problem in 'Tickstory Lite' with the format of the exported files.

Thx for all efforts !!

Danny

tickstory
Posts: 4900
Joined: Sun Jan 06, 2013 12:27 am

Re: Help setting up ASX Index

Post by tickstory »

Hi Danny,

Thanks for the further info.

Could you please try the following format when exporting for Birt's CSV2FXT:

{Timestamp:yyyy.MM.dd HH:mm:ss.fff},{BidPrice},{AskPrice},{BidVolume:F0},{AskVolume:F0}

This should strip the decimal places out of the volume which appears to be causing the error.

With regard to your "tester cannot calculate prices" error, could you please confirm your margin and base currencies are set to "AUD" when exporting via the MT4 Export?

Thanks.

danny_pip
Posts: 28
Joined: Thu Sep 25, 2014 8:23 am

Re: Help setting up ASX Index

Post by danny_pip »

Hi,

I've tried the format you gave me;
When I try to do the convertion with the CSV2FXT script, it's not giving errors but the results are only files of 1K size.
Still something wrong here.

I also did the export to MT4 with the margin and base currencies set to 'AUD'.
Did not work either.

Thx for the efforts !!

Danny

tickstory
Posts: 4900
Joined: Sun Jan 06, 2013 12:27 am

Re: Help setting up ASX Index

Post by tickstory »

Hi Danny,

We did a test on an extract of AUSIDXAUD and it appears CSV2FXT needs prices to have a forced decimal place otherwise it guesses fields incorrectly. As such, could you please retry with the following format and see how you go:

{Timestamp:yyyy.MM.dd HH:mm:ss.fff},{BidPrice:f5},{AskPrice:f5},{BidVolume:f1},{AskVolume:f1}

As for the MT4 export issue, could you please point us to the broker of the MT4 terminal you use that has the AUSIDXAUD symbol so we can try reproduce the error?

Thanks.

danny_pip
Posts: 28
Joined: Thu Sep 25, 2014 8:23 am

Re: Help setting up ASX Index

Post by danny_pip »

the broker is FXCM.
I'll try it out!

thx

Danny

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