Tick data doesn't appear to load the Brokers spread

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stuomally
Posts: 5
Joined: Sun Feb 03, 2013 11:01 am

Tick data doesn't appear to load the Brokers spread

Post by stuomally »

Hi Admin,

Thankyou for your work with producing this excellent tool !

A couple of questions if you dont mind

1) The spread field for EURUSD is populated with .3 pip when I use a config file built for my MT4 Broker.
After exporting the data into MT4 and opening MT4 with tickstory I run my EA and produced some diagnostics. (Note I have disconnected the platform from the Broker well before either of these steps as instructed).
Anyhow when running my EA both the MODE_SPREAD and a calculation of Ask - Bid, both show 2 full pips. Is it possible that the spread field in tickstory which is loaded from the config file is not playing its role properly when creating the .fxt files ?

2) Is there any chance you may eventually deal with the 2GB limit (similar to BIRT). This would be an awesome addition to your software, and pretty much close out all issues with the dreaded task of loading / using tick data.

3) Were you aware that data loaded with no volume (or at least all data loaded with the same volume) has a massive performance impact on MT4 when running tester. Up to 10 times as quick I would estimate. Does your tool provide the ability to delete volume data or massage it to have the same value each and every tick ?

Apologies if you see my other post detailing similar - but I believe I somehow lost the other post when I tried to edit it - so have added it again here just incase.

Regards
Stu

admin
Site Admin
Posts: 99
Joined: Thu Jul 19, 2012 9:17 am

Re: Tick data doesn't appear to load the Brokers spread

Post by admin »

Hi stu,

Welcome to the forum - thanks very much for your feedback. To answer each one of your questions:

- Regarding the issue with the back-testing spread, your question has been addressed in the troubleshooting section discussing this topic: http://www.tickstory.com/forum/viewtopic.php?f=4&t=43

- With regard to the 2GB back-testing limitation, the item is on the list however a release timeframe hasn't been scheduled at this point. We are currently trying to make inroads into extending the MT4 back-testing period by allowing removal of duplicate ticks (should be available in the next release). This should see some significant improvement on the period you can test in one go.
If there is some feedback from the community, then the priority on this feature may increase. For the moment however, I believe there are suitable workarounds such as breaking up the back-test period into 1-year intervals or using Birt's TDS.

- With regards to suppressing volume information, I wasn't aware that this could speed up the back-testing process. I have tried to test this by exporting 1 year's worth of data with and without volume information (i.e. volume is set to zero). In both cases, the back-test took almost exactly the same time. Do you have any further information to help validate this? Is the performance specific to certain EAs? If we can prove that there is some value-add, this feature can certainly be added to the export process.

Thanks!

tickstory
Posts: 4884
Joined: Sun Jan 06, 2013 12:27 am

Re: Tick data doesn't appear to load the Brokers spread

Post by tickstory »

Hi stu,

A volume suppression option has been added to v0.8:

•[TICKLITE-74] MT4 Export: Allow suppression of volume information when generating export.

It is enabled by default and will result in all volumes being set to 1.
Be interested to know if you have any further statistics on any improved back-test times.

Regards.

trax
Posts: 3
Joined: Fri Mar 14, 2014 9:33 am

Re: Tick data doesn't appear to load the Brokers spread

Post by trax »

tickstory wrote: It is enabled by default and will result in all volumes being set to 1.
Could you add an option to set all volumes to 4 as that would ensure the following use case:
When using minutes only, i.e. the checkboxes to generate FXT files are all cleared, the generatad HST files have to have volume set to 4 to be able to internally generate quasi-intraminute OHLC for MT4 tester, thus the reports will show modelling quality around 90% instead of N/A when all volumes are set to 1 as nowadays. Or, as an alternative, use volume value set to 4 when no FXT files selected.

Thanks!

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