Help setting up ASX Index

General discussion about the Tickstory Lite software package.
tickstory
Posts: 4899
Joined: Sun Jan 06, 2013 12:27 am

Re: Help setting up ASX Index

Post by tickstory »

Hi Danny,

We have tried the following which worked fine for us:

1) Deployed the TickstoryExpert.EX4 file (attached to our previous post) to the MQL/Experts directory.
2) Restarted the FXCM MT4 platform.
3) Attached TickstoryExpert.EX4 file to a live chart. This generates an mt4config file in the MQL/Files directory.
4) Select 'Export to MT4' from Tickstory and select the 'Metatrader Info' tab. Then load the mt4config file from the mentioned directory.
5) Adjust 'Base currency' to be AUD and also amend the 'Digits' field to 1. (Although leaving both fields as-is still did not cause any issue)
6) Perform the export.
7) Back-test using the standard 'Moving Average' EA. (Note that we did need to change the EA so it used non-fractional lots otherwise 'Order Error 131' was occurring).

Attached is a screenshot of the loaded settings for your reference. If you get the parameters working, please let us know. Also note that you can save your settings as default so you don't need to do this every time you export.

Hope this helps.
Attachments
mt4settings.jpg

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

Re: Help setting up ASX Index

Post by danny_pip »

Hi again,

I've downloaded everything with the format you gave me.
Now I can convert the file with the CSV2FXT script.
The history and the FXT files are generated.
I'm also able to bactest.
However, my results are different although I've donwloaded the same tickdata.
I'm confused now and I don't kow which results I can trust ?

Do you know how to figure it out ?

Thx again for all efforts !!!!

tickstory
Posts: 4899
Joined: Sun Jan 06, 2013 12:27 am

Re: Help setting up ASX Index

Post by tickstory »

Hi Danny,

Good to hear that you've resolved the issue.

In theory, the only difference should be the information you have put in the "Metatrader Info"/FXT Header. You can do the following to compare:

1) Export via Birt's CSV2FXT and then open one of the resulting FXT files in Tickstory's Metatrader FXT editor.
2) Take a screenshot of the settings.
3) Export via Tickstory and perform the same steps as above so you can compare the two configurations and note any differences.

There potentially could be other differences such as how bars are being constructed and/or other settings you have such as weekend filters, but hopefully the above should give you the reasons for the difference. Make sure you have matching settings. Let us know how you go.

Regards.

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 not really working as it should.
I've attached all strategy-tester files to show the differencies.
Please, let me know if you don't understand something.

thx,

danny
Attachments
StrategyTester _ files.zip
(106.87 KiB) Downloaded 695 times

tickstory
Posts: 4899
Joined: Sun Jan 06, 2013 12:27 am

Re: Help setting up ASX Index

Post by tickstory »

Hi Danny,

From your results, it seems to suggest that there are differences in the Metatrader Info/FXT headers. Have you done the steps described above to compare the differences?

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 added the screenshots and settings of csv2fxt I've used.


Thx for the efforts !

danny
Attachments
screenshots + csv2fxt settings.zip
(215.64 KiB) Downloaded 637 times

tickstory
Posts: 4899
Joined: Sun Jan 06, 2013 12:27 am

Re: Help setting up ASX Index

Post by tickstory »

Hi Danny,

It appears both your screenshots are produced from CSV2FXT as it indicates a 99% modelling quality rather than one indicating Tickstory's "99.9%" modelling quality.
What you need to do is produce the FXT files using CSV2FXT and then Tickstory and compare the FXT Header information to see if there are any differences.

Hope this helps.

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

Re: Help setting up ASX Index

Post by danny_pip »

I don't understand exactly what you mean;

I did an export to a CSV file with SQ TickData and converted these with the script CSV2FXT. Of this I've made a screenshot using your 'MT4 Data editor'.
Next I did an export to a CSV file with TickLite using the format you gave me. This CSV file I've converted with CSV2FXT. Of this I've made again a screenshot using your 'MT4 Data editor.

If you like I can give you access with 'teamviewer' to my computer.
Or with skype to make things more clear.

tickstory
Posts: 4899
Joined: Sun Jan 06, 2013 12:27 am

Re: Help setting up ASX Index

Post by tickstory »

Hi Danny,

As I understand you are seeing differences with CSV2FXT-produced data versus Tickstory's "Export to MT4" function. Tickstory's "Export To MT4" function does not require any export to CSV but instead directly produces an FXT with the parameters you give it. Birt's CSV2FXT on the other hand produces it's own FXT file from a CSV file and takes parameters from the .set file you provided. From what you have described, you are currently comparing two FXT files which CSV2FXT has generated, meaning that both FXT headers will invariably be the same.

To compare, you therefore need to export the data once using CSV2FXT (using SQL Downloader or Tickstory CSV data) and once again using Tickstory's "Export to MT4" feature. In both cases, take a screenshot of the MT4 FXT Headers so you can compare to see if there are any differences.
The idea is to compare the FXT header data between CSV2FXT and Tickstory as it is most probable that there are differences in this header that are causing your discrepancy.

Hope this clarifies.

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

Re: Help setting up ASX Index

Post by danny_pip »

Here it is.
The results with every generated FXT file are so different that I don't really know at all what is correct or not.
I'll hope you can figure it out.
There 's also a big difference in lotsizes that I have to use.

Regards,

Danny
Attachments
screenshots.zip
(491.63 KiB) Downloaded 622 times

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