DEU.IDX - Missing data/volume?

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geohunt
Posts: 3
Joined: Sun Aug 01, 2021 2:41 pm

DEU.IDX - Missing data/volume?

Post by geohunt »

Hi all,

I have been struggling to see why my mt4 backtests have been failing to process in 2013.

I redownloaded the data and the re-exported and I still was having the same result. I looked at the data window so see when it was falling over and it appears as though the volume data between 25/02/2013 - 20/05/2013 is set to 0 whenever I view the data. The data does not appear quite right for the window as well.

I am not sure if I am missing something obvious but I cannot replicate this issue with any currency pair or indices.

Is this just an issue with the datafeed or have I done something wrong?
Attachments
DEU.IDX Part 2.png
DEU.IDX Part 1.png

tickstory
Posts: 4382
Joined: Sun Jan 06, 2013 12:27 am

Re: DEU.IDX - Missing data/volume?

Post by tickstory »

Hi Geohunt,

We can confirm that the information you see is the same as the original data source. If you are having problems with your MT4 back-test proceeding because of this, the workaround would be to check the "Suppress volume" checkbox on the MT4 export screen.

Is the zero volume stopping your EA from proceeding or are you seeing that the MT4 back-test is not continuing if it encounters a zero volume? If the latter, please let us know and we'll put an item on our backlog to ensure this value is non-zero when the system encounters a zero volume.

Thanks.

geohunt
Posts: 3
Joined: Sun Aug 01, 2021 2:41 pm

Re: DEU.IDX - Missing data/volume?

Post by geohunt »

Thank you for the feedback on this.

I have tested with "Suppress Volume" ticked and re exported and I cannot see a difference in the output. What changes are you expecting to see so that I can triple check I have not missed anything.

My EAs do not take volume information into account so I am making an assumption that the Mt4 Backtester stops when it encounters a zero volume but please do test and validate if you come to the same views.

Thanks for highlighting the opportunity to add into the backlog for a future work around. I manually do walk forward optimisations which takes me a while so this could help me and others for the future.

Many thanks.

tickstory
Posts: 4382
Joined: Sun Jan 06, 2013 12:27 am

Re: DEU.IDX - Missing data/volume?

Post by tickstory »

Hi Geohunt,

Sorry - just to correct my last reply, the volume you see in the Data Inspector is not what is exported to Metatrader 4. In Metatrader, the "volume" is actually the number of ticks/price movements that occurred in that bar. Therefore, this value will always be non-zero in the MT4 exported data and should not have any affect on why your back-test is not working. (FYI, 'Suppress volume' simply sets the volume to 1 for every bar).

As a test, we have exported the symbol & range you mentioned and performed a back-test in MT4 and everything works as expected.

If you aren't getting any specific error for your problem, you might want to add some debug messages to see what is going on.

Hope this helps.

geohunt
Posts: 3
Joined: Sun Aug 01, 2021 2:41 pm

Re: DEU.IDX - Missing data/volume?

Post by geohunt »

Thank you. Your feedback was perfect.

I can now see how it sets all volume to 1 now.

I have tested different versions of my code and can see that for whatever reason some of my functions do not like the DAX but I can run other sets of code across all years without any issues so I will need to take this away and review myself.

Thanks team!

tickstory
Posts: 4382
Joined: Sun Jan 06, 2013 12:27 am

Re: DEU.IDX - Missing data/volume?

Post by tickstory »

Thanks for letting us know, Geohunt! Good luck ;)

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