Modelling Quality N/A

[jt27]

After going through the FAQ's I still can't figure out why my modelling quality is showing as N/A. I've gone to the history center in MT4 and verified I am using the historical data imported and converted from tickstory and launched the applicaion frm tickstory.

I attached a screenshot of what I see.

Additional question: I am modelling on every tick, but wondered if I can save time by modelling on open prices only? My EA doesn't look at price until a new bar appears. Should I still be getting 99% quality if I use this mode?

[tickstory]

Hi Jt27,

Something must be amiss if there's n/a modelling quality. Just make sure that you are getting no errors during the launch - what version of Tickstory and MT4 are you using?
Also, just double-check in the logs that the file that MT4 is using is from the same location (and filename) as the one that Tickstory has exported. Sometimes there's a sublte difference in MT4 symbol names such as "GBPUSD" instead of "GBPUSDm" that can cause this issue.

Thanks.

[jt27]

OK, here's what I did. I launched MT4 from Tickstory, no errors. I did a fresh download of data from Tickstory for the past month of AUDCAD and converted to MT4. I did an M15 test over that time period using the Every Tick model on the AUDCADecn symbol. Modelling quality came back as 85.22% (see attached). Then, to make sure I was using the right data, I went into the history center, looked up the AUDCADecn symbol, selected the 15 minutes timeframe, and did an import of the AUDCAD15.hst file that Tickstory had spit out. I then reran the backtest and again got a modelling quality of n/a (see attached). What am I missing here? I'm sure it's something simple. I'm pretty positive the backtester is using the .hst file that was generated by tickstory.

I am using build 971 of MT4 with tickstory 1.8.1.0.

[tickstory]

Hi - have you 'mapped' AUDCAD to your Metatrader 4 symbol name 'AUDCADecn'? If not, you need to tell Tickstory what your symbol name is in MT4. More information is in the manual or if you search this form for "map to".

Thanks.

[jt27]

Thank you, the mapping seems to have been the issue. I've got a couple of other questions:

1 - Everything I've read says that MT4 should not be used to test EA's using tick data. Is that true? It seems that if we are importing tick data from Dukaskopy and replicating that in MT4 with 99.9% accuracy then it should work to test EA's in MT4 that rely on accurate tick to tick data. Are there other factors I'm not seeing?

2 - When we export to MT4, there are two file types generated, .hst and .fxt. It seems that MT4 just uses the .hst file for the backtester, is that true? If so, what is the .fxt file? And can that file be deleted once the conversion is done? Or will that 'break' the tester? I ask because the .fxt files are huge and consume a ton of disk space.

Thanks again for the support.

[tickstory]

Hi,

1) Please see viewtopic.php?f=2&t=946
2) FXT files contain all the individual ticks for the back-tester, that is why they are so large. You cannot delete them while you are using them for testing. HST files contain the charting OHLC data that show up on the charts. You can find out more about this in the manual.

Hope this helps.

[jt27]

Thanks for those answers. Unfortunately I thought I had my modelling issue solved because I got it to work at 99.9% for a few simulations, but now I am back to not being able to test at all, and I'm not sure why. MT4 doesn't seem to be reading the .hst files generated by tickstory. I stopped getting any results from the backtester so I opened the history center and tried to reimport the .hst file but it doesn't seem to read into the dialog box at all. I've attached screenshots showing this. Thoughts?

[tickstory]

Hi JT27,

The "Import" function does not import HST files - it imports comma-delimited (CSV) files which are text-based (unlike HST files which contain computer-formatted binary data).
I'm not sure why you are trying to import data? The process should be to simply export the data to your terminal (remembering to map your symbol), launching and then back-test. If you are not getting 99% modelling quality, the only known reasons for this are listed in our FAQ here: viewtopic.php?f=2&t=613 under the question " I am not getting 99.9% modelling quality on my back-tests". Appreciate if you can carefully go through the check-list to resolve the issue.

Thanks!

[jt27]

Hello, the only reason I was in the history center is because the tester wasn't working right and I thought I'd pull it up to look around. I had converted about 18 months worth of data for GBPUSD but when I opened the history center I only saw about 4 months of data so I thought maybe I needed to import the .hst file generated by tickstory. Apparently that's not correct. If I converted 18 months of data should I see that data in the history center when I open that pair in it?

Also, I am actually getting 99.9% when I run a test but something is not right. When I select visual mode and run a test, it finishes in about 2 seconds and no visual testing occurs when I run the test, the window pops up and just stays blank. Same thing if I run without the visual mode, it will run 18 months of data in about 2 seconds and tell me the quality was 99.9% but executes 0 trades when it should easily execute 50-100 over that period. It acts as if it is running a simulation but executes it way too fast and it's obvious something isn't right (especially from the way it acts in visual mode).

From the FAQ's the only thing I can see that might be an issue is that I don't see a .mt4config file being generated. I'm not sure what that file is for, but my EA runs fine on a live chart.

One thing I noticed is that when I launch MT4 from Tickstory, it initially launches with the text "Metatrader 4 with Tickstory Launcher (FXT Overwrite Prevention, no support for spread)" in the titlebar, but after about 2 seconds that switches to the standard FXCM title bar. I'm wondering if that is an issue? I am attaching a document showing what I am talking about.

[tickstory]

Hi JT27.

It is not an issue that the MT4 title bar changes - the most important is that you are getting 99% modelling quality. If something "odd" is happening, just make sure you are not exceeding the 4GB FXT limitation that MT4 has. If you are, you will need to export a smaller range of data. Also make sure you have unchecked the "Use date" check-box in case the wrong range is specified. After that, I would suggest you use the standard "MACD Sample" EA and perhaps edit it (if you know how) to print some useful logging so you know the EA is running. Once you have confirmed this, you will need to trouble-shoot your EA, It can sometimes be the case that an error is being logged in the "Journal" tab, so make sure you check that out.

Hope this helps.