backtesting over long periods of time in MT4
Hi all,
When i do a back-testing over a long period of time (begin 2000 to end 2014), the back-tester stops half 2013 and is therefore not doing a test over the full period of time.
Currently, as workaround, i check where the tester stopped and continue with a new test starting from the period where the previous one ended. The ending of the test has also nothing to do with a stop-out or something like that.
So, I was wondering if some of you guys are also experiencing this behavior or if someone knows how this issue can be solved?
Thanks in advance.
Greetings
What is the size of your fxt file ? See in tester/history folder.
Hi angevoyageur,
In my history folder is 1 .fxt file present (EURUSD5_0.fxt) with a size on disk of 489 MB (513 703 936 bytes).
Greetings
Ok, so it's not your problem. If fxt is greater then 4Gb the backtest will stop when data to read are above the 4Gb limit.
Hi angevoyageur,
I have been looking around a little bit more about this problem what you mentioned and noticed some strange situation.
Currently the tester is performing a backtest and i notice that the same file previously mentioned now has grown exponentially?
Currently in my history folder is again the same .fxt file present (EURUSD5_0.fxt), but now with a size on disk of 4,47 GB (4 807 467 008 bytes).
And with this new file size your remark could be indeed the root cause of this issue.
the question is now- how can this be solved?
- Are there other people around here who are also doing backtesting over longer time periods?
Maybe some interesting info to share, not sure:
tester ended on 15:02:12.336 EURUSD,M5: 76694830 tick events (1109439 bars, 85847542 bar states) processed within 1319453 ms (total time 1407719 ms)
Thanks in advance.
- www.mql5.com
Hi angevoyageur,
I have been looking around a little bit more about this problem what you mentioned and noticed some strange situation.
Currently the tester is performing a backtest and i notice that the same file previously mentioned now has grown exponentially?
Currently in my history folder is again the same .fxt file present (EURUSD5_0.fxt), but now with a size on disk of 4,47 GB (4 807 467 008 bytes).
And with this new file size your remark could be indeed the root cause of this issue.
the question is now- how can this be solved?
- Are there other people around here who are also doing backtesting over longer time periods?
Maybe some interesting info to share, not sure:
tester ended on 15:02:12.336 EURUSD,M5: 76694830 tick events (1109439 bars, 85847542 bar states) processed within 1319453 ms (total time 1407719 ms)
Thanks in advance.
As far as I know, this can't be solved. You have to split your test period to get a fxt file under the 4Gb limit.
To find other people experimenting this issue, it's better to ask on mql4.com forum.
As far as I know, this can't be solved. You have to split your test period to get a fxt file under the 4Gb limit.
To find other people experimenting this issue, it's better to ask on mql4.com forum.
Ok, thanks for the guidance angevoyageur!
FYI: question has also been posted in the MT4 forum: http://forum.mql4.com/66043
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Hi all,
When i do a back-testing over a long period of time (begin 2000 to end 2014), the back-tester stops half 2013 and is therefore not doing a test over the full period of time.
Currently, as workaround, i check where the tester stopped and continue with a new test starting from the period where the previous one ended. The ending of the test has also nothing to do with a stop-out or something like that.
So, I was wondering if some of you guys are also experiencing this behavior or if someone knows how this issue can be solved?
Thanks in advance.
Greetings