Help Formatting FXT files

 


OddTrade

The reason I write is because just recently - after developing my first highly successful EA- I want to conduct some serious backtesting...

I want to use data I know to be accurate - So, I downloaded tick level ascii data from a reliable source and verified it for it's accuracy. Then, I use the CSV2FXT.mq4 script provided by stringo and have successfully formatted tick data - however, as hard as I try to execute this data in the strategy tester, I find the old "streaming data" trumping my known values - i.e., the data I formatted is overlayed by data that comes from some "other" source I presume the broker I'm demoing with. I create the FXT file, remove all of the FXT files in the tester\history folder and voila! Nothing. What am I doing wrong?

Secondly, the other reason why I want to use my own data is because of all of the testgenerator errors - I still don't understand at all why I get these... I get the test generator errors whether I (attempt to) use my own data or rely on the streaming data... and, this issue appears intermittently, i.e., sometimes I get a ton of testgenerator errors - sometimes not (even though running the same EA).

Thirdly, regarding formatting the data - I guess we can only import Bid data? What about Ask? In order for me to really gain a level of confidence with the data - I really want the Bid to be Bid and the Ask to be Ask - there are some real-life "freak" occurences that I've been burned on where within a few miliseconds, the Bid:Ask spread grows 20-30 pips - (at least when I was trading with FXCM) - and, I want to make certain my EA can handle this occurrence. At this point, I'm assuming that the Ask is "always" Bid+4p?

Finally, (and this just started occurring recently), I have a situation where orders are placed and executed 30-40 pips away from the current market price (see jpg attached) - my slippage is set to 10p - so, this causes me some concern...

Anyway, any advice on any of these issues will be greatly appreciated.

 

"I find the old "streaming data" trumping my known values"

What happens if you make your FXT file "read only"?

 

Btw, I understand now why the gaps are occurring --

On weekends, my broker seems to blow out the bid/ask spreads -- so, on weekends, these gaps are created in the tester because it uses the bid/ask -- let's say, 30 pip spread... The broker I'm using has gotten better about keeping the weekend spreads lower - since there is no trading, I can't imagine why they'd do such a thing...

 
phy:

"I find the old "streaming data" trumping my known values"

What happens if you make your FXT file "read only"?


They are supposed to be read only, as of build 445 there is no work around that lets you use them this way unless you want to pay $100 plus to birt's,  come on metatrader just fix the damn thing already... small script please

 

 

xclr8tr 

 
xclr8tr:


They are supposed to be read only, as of build 445 there is no work around that lets you use them this way unless you want to pay $100 plus to birt's,  come on metatrader just fix the damn thing already... small script please

What work around were you using prior to 445 ?  and why are you using 445 now ?  I have read some reports of very poor performance with 445 . . .
 
RaptorUK:
What work around were you using prior to 445 ?  and why are you using 445 now ?  I have read some reports of very poor performance with 445 . . .


force fed from broker o-a-n-d-a, no problems other than this so far but I'm stuck with it if I want to use mt4...

 

before b-i-r-t had an mql that was free but now quit updating and  is charging for another product $100 plus $10 a month, forget that... at least at this point 

 

p.s. not his fault, metatrader should take care of there own stuff, seems ridiculous 

 
xclr8tr:


force fed from broker o-a-n-d-a, no problems other than this so far but I'm stuck with it if I want to use mt4...

 

before b-i-r-t had an mql that was free but now quit updating and  is charging for another product $100 plus $10 a month, forget that... at least at this point 

 

p.s. not his fault, metatrader should take care of there own stuff, seems ridiculous 

There is another way I have read about .  .  .  I've not tried it,  let me find the link.
 
RaptorUK:
There is another way I have read about .  .  .  I've not tried it,  let me find the link.

Link