Problems with strategy tester missing bars

 

Hi,

I'm a new joiner and testing one of my first strategies I noticed the following issues:

1- Printing date/time at the begging of start() method, I could see that some days in the history were missing, for example in the Daily history of EURUSD day 14, 19 Jan 2011 were not traced.

2- I expected the start() method be invoked on every tick, but I actually saw 8 invokations per-day. That happens for all time-frames

3- Changing the time frame resulted in different days being skipped (e.g. on the 1-hour time frame, I could not see days 13, 18 Jan 2011)

Note that in the History center I downloaded all candles for all time frames.

Can anyone please shed some light on how the strategy tester works and why I'm having such issues?

Thanks!

 
davidhoff:

Hi,

I'm a new joiner and testing one of my first strategies I noticed the following issues:

1- Printing date/time at the begging of start() method, I could see that some days in the history were missing, for example in the Daily history of EURUSD day 14, 19 Jan 2011 were not traced.

2- I expected the start() method be invoked on every tick, but I actually saw 8 invokations per-day. That happens for all time-frames

3- Changing the time frame resulted in different days being skipped (e.g. on the 1-hour time frame, I could not see days 13, 18 Jan 2011)

Note that in the History center I downloaded all candles for all time frames.

Can anyone please shed some light on how the strategy tester works and why I'm having such issues?

Thanks!

davidhoff,

I am currently obtaining an education in the hst and fxt files as I noted problems in my testing as well. I found the following article very informative:

https://www.mql5.com/en/articles/1490

ForexSurfr

 

Thanks for the advice! The article is really interesting, but still I could not understand the reason of the missing days in the history.
So I created my own log device by opening a file and tracing the date/time of each tick and that showed that actually all ticks were correctly
processed and there aren't any missing data. So I guess it's just a problem in the diary of the tester which doesn't print all messages.
Anyway, using the custom log I could eventually debug my strategies.

Cheers,
Davidhoff

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