History issue

[render86]

As mentioned, we are not privy to the inner workings of MT4 nor can we help if there is an issue/limitation in MT4 itself. We could obviously assist further if there was a bug in the Tickstory software but this does not appear to be the case. Our best recommendation is to ensure you work within the MT4 limitations. The FXT file size limit is a well-documented problem which is discussed regularly on MT4 forums and if you need further information, other MT4 users may be able to shed more light on the problem you are having.

Hope this helps.

What is this specific MT4 limitation? I can contact MetaQuotes like I did on multiple occasions in the past and ask them to fix it. But I need a detailed description/justification that the problem is indeed on their end. Else, their underpaid customer service representative will take a similar convenience of putting all blame on Tickstory.

[tickstory]

I can imagine that you may well get this response. Metatrader 4 is not designed for the sort of high-end tick-level back-testing that Tickstory tries to facilitate and as a result, some compromises are necessary if you want to obtain tick-accurate back-tests. If you were to source your back-test data from the "official" data sources you will note that the most granular you will get is 1-minute data points - a comparitively small amount of data to the volume of tick data that Tickstory can export.

Given that MT4 is built on handling at-best 1-minute data, MT4 developers have assumed a maximum size for how large the historical data file can be - initially this was 2GB but may have been extended recently to 4GB. Of course, when you're dealing with 1-minute quotes, it is a very reasonable assumption that your FXT file will be well within the limit - 7 years of 1-minute data, for example, would produce approximately a 200MB FXT file. This is obviously not the case for tick data which is much more voluminous.

Here are some further discussions on the topic that I believe have already been raised with Metaquotes:

http://www.mql5.com/en/forum/6687
http://forum.mql4.com/54343

Regards.

[render86]

I can imagine that you may well get this response. Metatrader 4 is not designed for the sort of high-end tick-level back-testing that Tickstory tries to facilitate and as a result, some compromises are necessary if you want to obtain tick-accurate back-tests. If you were to source your back-test data from the "official" data sources you will note that the most granular you will get is 1-minute data points - a comparitively small amount of data to the volume of tick data that Tickstory can export.

Given that MT4 is built on handling at-best 1-minute data, MT4 developers have assumed a maximum size for how large the historical data file can be - initially this was 2GB but may have been extended recently to 4GB. Of course, when you're dealing with 1-minute quotes, it is a very reasonable assumption that your FXT file will be well within the limit - 7 years of 1-minute data, for example, would produce approximately a 200MB FXT file. This is obviously not the case for tick data which is much more voluminous.

Here are some further discussions on the topic that I believe have already been raised with Metaquotes:

http://www.mql5.com/en/forum/6687
http://forum.mql4.com/54343

Regards.

I'll be honest with you: your standpoint about the FXT file size limit being exceeded just doesn't make any sense to me. First, I can successfully run EURUSD backtests starting as early as 01.01.2008 until 07.06.2013. That would sure mean the FXT file size limit is not exceeded, wouldn't it? But then all I do is simply change the backtest's starting date from 01.01.2008 to 01.02.2009 in the MT4 strategy tester. I don't download the history again or do anything else. Just change the starting date in the MT4 strategy tester. That's it. Yet the backtest would not run since that date (01.02.2009). It instead runs since 23.07.2012. How could the FXT file size increase as a result of me merely changing the backtest's starting date in the MT4 strategy tester?

[tickstory]

I'm not sure how we can make it any clearer that we cannot answer your questions as we have no scope to troubleshoot nor change MT4 behaviour - especially if you're choosing to work beyond known limitations. This is not an issue of the FXT file size changing but the fact that MT4 cannot handle the large numbers it needs to. From a technical perspective, this can cause many different types of errors/anomalies in a program which requires the developer to look at the source-code to identify and fix the problem (and of course it isn't really a "problem" from an MT4 perspective as it was never designed to handle this amount of information).

If you absolutely insist on working through the limitation rather than around it (such as breaking down your back-tests down into smaller periods), then the best bet is following up on the threads above to see if people have any further ideas of how to achieve what you need to do in MT4.

From a Tickstory perspective, the only way we can help is potentially allowing you to specify a custom filter that enables you to remove unneeded data, reducing the size of the FXT file. This feature is under development.

Regards.

[render86]

I've noticed when exactly the above issue happens. It occurs when I switch EAs in the MT4 strategy tester.