backtesting missing data

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Hello,

i thought that strategy tester automatically loads data from server which are needed for backest and stores those data locally and permanently (so new download of same data not required).

This seems not to be the case. When do a backttest for EURUSD 5 Minutes from 2005 to today, i get data back to November 2011 and not more.

 

I also checked out this article 

https://www.mql5.com/en/docs/series/timeseries_access

,put the code into a script, have started script with EUR.USD, 5 Minute bars, from 2005. And the script did not return so far. From network load i can see that it seems not to load

any data. Happened on ActiveTrades server (real account).

 

 Anyone knows a definite solution for getting proper historical data many years back ?

Thank you 

Documentation on MQL5: Timeseries and Indicators Access / Organizing Data Access
Documentation on MQL5: Timeseries and Indicators Access / Organizing Data Access
  • www.mql5.com
Timeseries and Indicators Access / Organizing Data Access - Documentation on MQL5
 
chinaski:

Hello,

i thought that strategy tester automatically loads data from server which are needed for backest and stores those data locally and permanently (so new download of same data not required).

This seems not to be the case. When do a backttest for EURUSD 5 Minutes from 2005 to today, i get data back to November 2011 and not more.

I also checked out this article 

https://www.mql5.com/en/docs/series/timeseries_access

,put the code into a script, have started script with EUR.USD, 5 Minute bars, from 2005. And the script did not return so far. From network load i can see that it seems not to load

any data. Happened on ActiveTrades server (real account).

 Anyone knows a definite solution for getting proper historical data many years back ?

Thank you 

Hi chinaski,

Already asked before and answered by Alexx (admin) https://www.mql5.com/en/forum/7028#comment_216915 . If you don't mind, please read carefully the entire topic there - its a little bit long topic there.


MT5 Data
MT5 Data
  • www.mql5.com
But my M1 data only goes back a few months, whereas other timeframes go back many more and even years.
 

Hello,

thank you for link but also NO SOLUTION for me as for the gentlemen of the original post.

 

All the solutions suggested there (set unlimited bars in options, go monthly, refresh chart etc) do not help. (not to talk about the circular procedure)

MetaQuotes claims to serve with historical data but obviously from what i read here, this is NOT the case.

Normally you would guess that once data are requested, they get downloaded and finish. Instead, backtests finish their work

without complaining about lag of data and only if you dig deeper in this , you uncover the fact that only a fraction of historical data were available.

More over, those data can have big gaps whichs makes your backtest results less meaningful.

 

Please apologize my strong verdict, but together with what i expirienced so far, for instance history orders not listed completely like requested, a service desk never answering

and now historical data that in fact do not exist,  makes me believe that MetaTrader is looking nice, seems to be easy going ,

but where accuracy is required you CAN'T RELY ON IT.  

 
chinaski:

Hello,

thank you for link but also NO SOLUTION for me as for the gentlemen of the original post.

 

All the solutions suggested there (set unlimited bars in options, go monthly, refresh chart etc) do not help. (not to talk about the circular procedure)

MetaQuotes claims to serve with historical data but obviously from what i read here, this is NOT the case.

Normally you would guess that once data are requested, they get downloaded and finish. Instead, backtests finish their work

without complaining about lag of data and only if you dig deeper in this , you uncover the fact that only a fraction of historical data were available.

More over, those data can have big gaps whichs makes your backtest results less meaningful.

 

Please apologize my strong verdict, but together with what i expirienced so far, for instance history orders not listed completely like requested, a service desk never answering

and now historical data that in fact do not exist,  makes me believe that MetaTrader is looking nice, seems to be easy going ,

but where accuracy is required you CAN'T RELY ON IT.  

Hi chinaski,

You using ActiveTraders MT5 right ? Those data you get is what ActiveTrades provide, like what Alexx (Admin) has said there https://www.mql5.com/en/forum/7028#comment_216915

Try to use MetaQuotes server

 

MT5 Data
MT5 Data
  • www.mql5.com
But my M1 data only goes back a few months, whereas other timeframes go back many more and even years.
 

Hello,

thank you to point me to this. 

Meanwhile i changed to MetaQuotes server. In fact i get more data. However, i run into the next problem related to accurate data.

I believe there is no doubt about that representative data (such as provided by your live broker) is essential in orderl to get a most realistic backtest result.

Provided this, i do not understand why MetaQuotes  stores data for backtest in ...tester/instance/.../bases/server... and those for charts and real EA application

in terminal/instance/.../bases/server... ?

In other words: Your backtest again is not representative as data in both directories are different.

What is the reason for this ?  

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