Hi Danny,
Comparing the FXT headers of your CSV2FXT vs Tickstory export, there are the following differences:
Spread=2 (in Tickstory you have exported a spread of 3).
Digits=0 (in Tickstory you have it set to 1)
Margin Init=0 (in Tickstory you have a value of 10000)
GTC Pending=Yes (In Tickstory you have it unchecked)
Could you please try re-export to match the changes described above? You will need to manually change the respective Metatrader Info fields and then "Save as default".
Then try your back-test again and see if starts to match up with what you expect.
Regards.
Help setting up ASX Index
Re: Help setting up ASX Index
Hi,
I've done what you've asked; see attachment.
Regards,
Danny
I've done what you've asked; see attachment.
Regards,
Danny
- Attachments
-
- results.zip
- (297.55 KiB) Downloaded 744 times
Re: Help setting up ASX Index
Hi Danny,
Thanks for the information - it looks like you have got the correct base-line for the Metatrader Info/FXT header information which is a good start. From here you need to identify any differences in your back-testing setup. For one, I can see that you have different export dates. You will note that in each back-test you have a different date for your first trade. Depending on how your EA is designed, it could mean dramatically different results. For example, if you happen to be in the midst of a trade in one back-test vs the other, it may mean you miss out on a number of profitable trades that the other is taking. Or if you happen to be relying on a certain time/date/indicator/money management, this condition could be different in each case (also indicating that your EA could be vulnerable to different start times). To eliminate some of these variables, make sure you export the same date range for both back-tests. Of course, if you see any discrepancies with the data that Tickstory is producing, we will investigate further.
Hope this helps.
Thanks for the information - it looks like you have got the correct base-line for the Metatrader Info/FXT header information which is a good start. From here you need to identify any differences in your back-testing setup. For one, I can see that you have different export dates. You will note that in each back-test you have a different date for your first trade. Depending on how your EA is designed, it could mean dramatically different results. For example, if you happen to be in the midst of a trade in one back-test vs the other, it may mean you miss out on a number of profitable trades that the other is taking. Or if you happen to be relying on a certain time/date/indicator/money management, this condition could be different in each case (also indicating that your EA could be vulnerable to different start times). To eliminate some of these variables, make sure you export the same date range for both back-tests. Of course, if you see any discrepancies with the data that Tickstory is producing, we will investigate further.
Hope this helps.
Re: Help setting up ASX Index
Hi,
the beginning date does not matter in this case; because the only valid tick data start form 23/02/2013.
So if I take 26 jan 2016 or 27 jan 2013 it does not matter.
the problem has to be somewhere else.
Thx for your reply
the beginning date does not matter in this case; because the only valid tick data start form 23/02/2013.
So if I take 26 jan 2016 or 27 jan 2013 it does not matter.
the problem has to be somewhere else.
Thx for your reply
Re: Help setting up ASX Index
Hi Danny,
The only thing I can suggest is to take the first trade as an example and see why the EA takes it in one case but not the other. Is it due to an indicator? In the most base case it would be worthwhile checking the two sets of data have the same candles and/or indicators at that given period. If there is something notable we might be able to assist further.
Regards.
The only thing I can suggest is to take the first trade as an example and see why the EA takes it in one case but not the other. Is it due to an indicator? In the most base case it would be worthwhile checking the two sets of data have the same candles and/or indicators at that given period. If there is something notable we might be able to assist further.
Regards.
Re: Help setting up ASX Index
Hi,
I've done an export of the last month for every system.
Now I'm getting similar results but still different.
I've also noticed that SQ Tickdata Downloader did not exported all files of 2013; Some were missing.
To be sure that I'm working with good tickdata, I've took the last month; what's obvious is that the sizes of the FXT files are different.
This leads also to different backtests.
Now the question is: which are the best ?
Here's the link where you can download the results (the file is too big to put in attachment).
http://users.telenet.be/karaoke/results.zip
Thx for all efforts again !
Danny
I've done an export of the last month for every system.
Now I'm getting similar results but still different.
I've also noticed that SQ Tickdata Downloader did not exported all files of 2013; Some were missing.
To be sure that I'm working with good tickdata, I've took the last month; what's obvious is that the sizes of the FXT files are different.
This leads also to different backtests.
Now the question is: which are the best ?
Here's the link where you can download the results (the file is too big to put in attachment).
http://users.telenet.be/karaoke/results.zip
Thx for all efforts again !
Danny
Re: Help setting up ASX Index
Hi Danny,
All I can suggest at this point is to try export a small sample of data to analyse what the differences are. In the next major upgrade of Tickstory we will be offering a viewer that can browse the MT4 FXT files which may make it easier to see if there are any differences in the two data sets you are exporting. Until then, it may be necessary to just manually export them (to Excel for example) and see if its the actual bar formations that are causing your differences or some specific setting (such as "Filter weekends"). This is of course assuming that your Metatrader Info/FXT Headers are now the same.
Do note that as long as you see no errors appear in the Tickstory "Log" window during your export/download process you can expect the data is complete and matches what Dukascopy have on their servers.
Regards.
All I can suggest at this point is to try export a small sample of data to analyse what the differences are. In the next major upgrade of Tickstory we will be offering a viewer that can browse the MT4 FXT files which may make it easier to see if there are any differences in the two data sets you are exporting. Until then, it may be necessary to just manually export them (to Excel for example) and see if its the actual bar formations that are causing your differences or some specific setting (such as "Filter weekends"). This is of course assuming that your Metatrader Info/FXT Headers are now the same.
Do note that as long as you see no errors appear in the Tickstory "Log" window during your export/download process you can expect the data is complete and matches what Dukascopy have on their servers.
Regards.
Re: Help setting up ASX Index
Hi,
The broker FXCM has recently added 2 digits to the AUS200 index; instead of 5946 it's now 5946.00.
Some brokers like Sensus uses no extra decimals; Pepperstone uses 1 decimal; I've noticed that this causes problems again in exporting and optimising.
Backtesting does not work anymore.
Hope you can get me out again !
Grts,
Danny
The broker FXCM has recently added 2 digits to the AUS200 index; instead of 5946 it's now 5946.00.
Some brokers like Sensus uses no extra decimals; Pepperstone uses 1 decimal; I've noticed that this causes problems again in exporting and optimising.
Backtesting does not work anymore.
Hope you can get me out again !
Grts,
Danny
Re: Help setting up ASX Index
Hi Danny,
Could you please detail the issues you are having? Are you getting an error? Is the price coming out correctly when back-testing?
Thanks.
Could you please detail the issues you are having? Are you getting an error? Is the price coming out correctly when back-testing?
Thanks.