Same code, same pair, same broker and back test is Variant! - page 3

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Alain Verleyen:

I didn't check or try, however I would like to help you.

You are using tickdata right ? Did you try with "normal" MT4 data ?

Your code relies on ticks, if you get different results it's most probably because the starting point (tick) is not the same when you change the timeframe.

I am using tick data software yes (last version v2)
still not tested without the tds2 i will try later the default mt4 data But i am afraid that default mt4 data couldn't be full data
 
Mohammad Soubra:
I am using tick data software yes (last version v2)
still not tested without the tds2 i will try later the default mt4 data But i am afraid that default mt4 data couldn't be full data

Try it on more recent dates.

It's a tickdata issue, I am ready to bet on that.

 
Alain Verleyen:

Try it on more recent dates.

It's a tickdata issue, I am ready to bet on that.

couldn't this be, that iClose() returning wrong value when different time frames are used kind of problem?

 
Alain Verleyen:

Try it on more recent dates.

It's a tickdata issue, I am ready to bet on that.

I sent the complain to the supplier but seems he is not patient enough!
He keep saying it is automatically set up itself and this is first time he see such complain!
 
Alain Verleyen:

Try it on more recent dates.

It's a tickdata issue, I am ready to bet on that.

However, I am writing from the mobile.
When I am back after few hours I will see 
Note that i tried it with another developer pc who is using tickstory and it is the same problem!
 
Mohammad Soubra:
I sent the complain to the supplier but seems he is not patient enough!
He keep saying it is automatically set up itself and this is first time he see such complain!

You should check with "normal" data before complaining to tickdata supplier.

Prove it and if confirmed send him all what is needed to reproduce the issue.

 
Alain Verleyen:

You should check with "normal" data before complaining to tickdata supplier.

Prove it and if confirmed send him all what is needed to reproduce the issue.

Yes boss
I will do after few hours
Thx
 

Back..

Tested on default mt4 data (without tick data) using same pair (eurusd) and variant back test time frames

I found that oldest 1min data which I have starts from 12/4/2018. so, tested all time frames from this date.

However, all time frames start trading on 1st back test start date on 12/04/2018 and exactly on 17:43 all trades was 88 trades.

Except the daily time frame has given another date of the 1st trade as jumped to 18:51 (about an hour) .. with total trades 87 

However, the back tests in default data (25% quality) is same on each time frames except the daily little bit..

!!

what could be the reason behind that?!


 
Mohammad Soubra:

Back..

Tested on default mt4 data (without tick data) using same pair (eurusd) and variant back test time frames

I found that oldest 1min data which I have starts from 12/4/2018. so, tested all time frames from this date.

However, all time frames start trading on 1st back test start date on 12/04/2018 and exactly on 17:43 all trades was 88 trades.

Except the daily time frame has given another date of the 1st trade as jumped to 18:51 (about an hour) .. with total trades 87 

However, the back tests in default data (25% quality) is same on each time frames except the daily little bit..

!!

what could be the reason behind that?!


Missing data within the day. Start one day later.

Anyway, it proves the initial issue is due to tickdata. Did you build the OHLC timeframes from your tickdata ?

 
Alain Verleyen:

Missing data within the day. Start one day later.

Anyway, it proves the initial issue is due to tickdata. Did you build the OHLC timeframes from your tickdata ?

it is downloaded as Dukascopy


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