spread value is incorrect

General discussion about the Tickstory Lite software package.
Post Reply
primito
Posts: 6
Joined: Mon Jan 19, 2015 2:27 pm

spread value is incorrect

Post by primito »

Hello Tickstory Team and Board members,

i have a question regarding the spread when i run a backtest.
I have an ea who is spread sensitive, means, if i let the test run with for example 0.5pip spread on eurusd and a second run with 2pip spread this would be a totally different result at the end.
This expert is also running on live account and i work for 3 years with this expert.
I thought now i will go on with some new test series and adapt it to the mt4 where i use your great data's.

So i have seen that at the first test the result was not so good and let run an optimization test over night with a fix spread of 1pip.
The result where not so good... so i thought something is not correct in my setup.

Than i was doing some backtests again to check all the paramters and as i was changing the spread value (who has normally a huge impact of the performance) there was nothing, just the same result. I can run a backtest with 1pip spread or 10pip spread and the result is just the same!! see the attachments.
Usually the expert is running fine a spread of max1.2pip, veerything above will end in a negative equity.

Can ou give me an idea or support what is going wrong here?? did i miss something?
It looks like the tester doesn’t react on the spread value…



Thanks for your kind support,
Peter
Attachments
backtest with 10 pips
backtest with 10 pips
backtest with 2 pips
backtest with 2 pips
backtest with 0.5 pips
backtest with 0.5 pips

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

Re: spread value is incorrect

Post by tickstory »

Hi Primito,

When using the tick-data method of back-testing, Tickstory already embeds the spread value within the resulting data (FXT) file. The spread value can only then be changed using the FXT Editor.
The MT4 Strategy 'spread' setting will have no effect except when you are back-testing without using Tickstory. Please have a read of the manual which explains more about how to edit Metatrader FXT files int he section titled 'MT4 Data Editor'. This thread might also be useful: http://tickstory.com/forum/viewtopic.php?f=2&t=627

Regards.

primito
Posts: 6
Joined: Mon Jan 19, 2015 2:27 pm

Re: spread value is incorrect

Post by primito »

Thanks for your support,

So if i open the FXT file and choose for example eurusd 15minutes and put a value into the spread section for example 10 for 1pip spread.
This 15minute file will have after donwloading the spread value of 10 points?

Thanks for your kind reply,

Best regards,
Primito

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

Re: spread value is incorrect

Post by tickstory »

Hi Primito,

That is correct. You can use the code in the above-mentioned post to check whether the spread value is as you expect while back-testing.

Regards.

Post Reply