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Is the 2GB limit for FXT files still around? - page 6

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Trevhib
184
Trevhib  

Hi Raptor.  I finally got round to re-exporting the data into a csv.  I did a count on the number of ticks for the entire of the 22nd Apr 2013 (7:00 to 20:00 FXCM server time), and it comes to 4690 ticks total, which is nothing like what you're seeing.

It is the FTSE that your tick count graph shows isn't it (as that is the subject of my comments)?  If it is, I can only imagine they have one feed for spread bet accounts and one for CFDs and we're each looking at the other.

Edit - just looking at your chart again and you have data for the early hours of the morning.  FXCM only offer FTSE from the UK open.  We must be looking at different instruments, lol. 

Simon Gniadkowski
Moderator
18042
Simon Gniadkowski  
Trevhib:

Hi Raptor.  I finally got round to re-exporting the data into a csv.  I did a count on the number of ticks for the entire of the 22nd Apr 2013 (7:00 to 20:00 FXCM server time), and it comes to 4690 ticks total, which is nothing like what you're seeing.

It is the FTSE that your tick count graph shows isn't it (as that is the subject of my comments)?  If it is, I can only imagine they have one feed for spread bet accounts and one for CFDs and we're each looking at the other.

Edit - just looking at your chart again and you have data for the early hours of the morning.  FXCM only offer FTSE from the UK open.  We must be looking at different instruments, lol. 

Sorry,  no it's not FTSE100 it's GBPUSD,  I should have said . . .  I didn't because I was just trying to convey that tick counts from Broker to Broker can be massively different.
Trevhib
184
Trevhib  

Ha, makes more sense now, no problem.  Yes, it's a good visualisation.

Is that you on a track day in the pic btw?  What are you driving/riding? 

Simon Gniadkowski
Moderator
18042
Simon Gniadkowski  
Trevhib:

Ha, makes more sense now, no problem.  Yes, it's a good visualisation.

Is that you on a track day in the pic btw?  What are you driving/riding? 

Nope,  F1 car,  40th Birthday present  
Trevhib
184
Trevhib  
Fan-blinkin'-tastic :)
joi
89
joi  
Hi, I confirm the bug of MT4 (v4,670) when using it with Tickstory FXT-file over 4GB: I have a 8GB EURUSD file from 20070101-20140719. The backtest was broken at 20110429. I started again from 20110401 TO 20110429. The result was the same: broke down at 20110429. I started from 20110428-20110429 also with same result. There have been no error messages, but the last open positions have been closed by the message “close at stop”.
Then I exported ticksotry data to MT4 from 20110101 to 20140719 (only 4GB) and it worked well. Hence definitely the error is in the data, not EA. And the error is in the FXT-file, or MT4 or Tickstory, but definitely not in win 7/8/8.1 because they use NTFS with a file limit of 25 TerraByte! Please try to informe/aske for debugging this problem (Metaquotes or ticksory)!! As more user are asking as soon we will have a solution. The above discribed solution is shit, because if you test in two or thre parts, it can be, that the settings of the EA for first part of test are working well but for the seconed or third time-area your EA can lose 100% ^^ Anyone any solution?
Jon Grah
387
Jon Grah  
joi:
Hi, I confirm the bug of MT4 (v4,670) when using it with Tickstory FXT-file over 4GB: I have a 8GB EURUSD file from 20070101-20140719. The backtest was broken at 20110429. I started again from 20110401 TO 20110429. The result was the same: broke down at 20110429. I started from 20110428-20110429 also with same result. There have been no error messages, but the last open positions have been closed by the message “close at stop”.
Then I exported ticksotry data to MT4 from 20110101 to 20140719 (only 4GB) and it worked well. Hence definitely the error is in the data, not EA. And the error is in the FXT-file, or MT4 or Tickstory, but definitely not in win 7/8/8.1 because they use NTFS with a file limit of 25 TerraByte! Please try to informe/aske for debugging this problem (Metaquotes or ticksory)!! As more user are asking as soon we will have a solution. The above discribed solution is shit, because if you test in two or thre parts, it can be, that the settings of the EA for first part of test are working well but for the seconed or third time-area your EA can lose 100% ^^ Anyone any solution?

How long does it take to run such a backtest (tick by tick calculation)?  Although it is convenient to run a full length backtest, it may be quicker to break up the files into 2 year increments.  Then the last 2 years generating to the current date is much quicker, as the fxt file generation would take a while.

BTW, I use TDS and I bypass the file size limitation problem.  But I found the larger files more difficult to deal with in terms of backtest speed.  It was easier to run 2 year backtests than a single -8 year backtest and then splice them together.  Part of that is also due to the strategy involved such that tick data is required to setup the signals and entries/exits intraday.  And I get variable spreads.  I still use tickstory to generate the csv files.

[rant] Most if not all of this nonsense would be much easier if mt4 had its own tick data history importer to work with csv files directly.  With all the changes they have made, they neglect the importance of accurate tick data to perform backtests.  mt5 blatantly doesn't allow any data importing at all. [/rant]  Birt's Tick Data Suite is the answer if you want to backtest using mt4 on a regular basis.

Simon Gniadkowski
Moderator
18042
Simon Gniadkowski  
joi:
Hi, I confirm the bug of MT4 (v4,670) when using it with Tickstory FXT-file over 4GB: 

 It's not a bug it's a limitation . . . if you aren't happy tell the service Desk.

4evermaat:

[rant] Most if not all of this nonsense would be much easier if mt4 had its own tick data history importer to work with csv files directly.  With all the changes they have made, they neglect the importance of accurate tick data to perform backtests.  mt5 blatantly doesn't allow any data importing at all. [/rant]  Birt's Tick Data Suite is the answer if you want to backtest using mt4 on a regular basis.

MetaQuotes don't care about tick data and have a view that using it makes no difference to using synthetic ticks . . .  so they aren't likely to implement anything soon.  I agree with you though . . .
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