How to get an accurate history? - page 2

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Saidar:

Ok well there has to be a way to change the spread, it is useless to test an EA without taking spread into consideration.  Cannot believe the developers left this out ??

 For instance my one test gave me $75000 profit in three years, but the total orders placed was 1500.  At one lot and 3 pip spread my profit is now all of a sudden  $30 000.  This is a BIG difference

Can you tell us how did you eventually manage to get the 3 pip spread? Was it in MT5?
 

As I understand, MT-4 history data for Strategy Tester (ST) uses a fixed spread value for all ST results. While MT-5 has the varying spread as part of the history data. The current problem with MT-5 history data is that it has several gaps that does not have the spread saved with the data. MetaQuotes is aware of this and hopefully they can soon supply history data without these gaps. I did not use the MT-5 ST on all symbols, but the four I did test, all had the gaps on the same day.

Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Symbol Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Environment State / Symbol Properties - Documentation on MQL5
 
wackena:

As I understand, MT-4 history data for Strategy Tester (ST) uses a fixed spread value for all ST results. While MT-5 has the varying spread as part of the history data. The current problem with MT-5 history data is that it has several gaps that does not have the spread saved with the data. MetaQuotes is aware of this and hopefully they can soon supply history data without these gaps. I did not use the MT-5 ST on all symbols, but the four I did test, all had the gaps on the same day.



So we will be forced to use MetaQuotes data for all our testing with the spread of their choice. Why don't they just supply a proper history framework and everyone can have the data one likes?
 
Varied spreads are a welcomed improvement in MT5. Whats left is downloading these from our repective brokers
 

dagargamel 2010.07.21 03:31 2010.07.21 03:31:15 #

Hello, and thanks for your answers.

Actually, I checked in the log, and the strategy tester uses data with decreasing accuracy. It has M1 accuracy for the last 3 months, and then it decreases to H1 for a one year period, and then you get a D1 history for the rest of the time (not totally sure about the period details but I'm sure it decreases a lot). So it downloads the history, but very fast, too fast...

Baq, I know that the spread is not counted, but I won't say it is useless. Still looking forward for improvements in the tester, especially long term accurate history and spread for sure   ;)

 


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I came across this issue too:

see the CSV file yourself:

USDSEKM15

1998.04.15 00:00,7.76350,7.80400,7.74600,7.75980,1124,0

.....................

2009.08.03 00:00,7.18008,7.22230,7.06808,7.06810,96846,0

2009.08.04 00:00,7.06859,7.16964,7.05525,7.12671,100389,0

2009.08.04 08:00,7.08809,7.11940,7.08756,7.11893,4841,0

2009.08.04 09:00,7.11886,7.15533,7.11835,7.12323,5858,0

.............................

2010.01.22 03:00,7.20985,7.21477,7.20666,7.21104,3261,0

2010.01.22 04:00,7.21103,7.21868,7.20712,7.21615,2871,0

2010.01.22 04:15,7.21249,7.21868,7.21202,7.21442,634,0

2010.01.22 04:30,7.21466,7.21760,7.21264,7.21668,840,0

2010.01.22 04:45,7.21669,7.21865,7.21507,7.21615,591,0


How on Earth MT can Create TICK files from EOD data!!!!!! Crazy staff! Suicidal!

Come on, if you want to compete with TradeStation, MuliChart, Ninjatrader, add import function  from CSV and Major Data providers like eSignal, IB, IQfeed etc,still playing in sandbox , no guts to try proper staff.


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