Tester in new build 604 doesn't work correct - page 7

 
Trevhib:


We cannot get our complex, live, real-money EAs back-testing properly (i.e. achieve the same test results with 60x builds that we were getting with 509 and prior). They appear to trade properly (though it's not so easy to tell the detail), but back-testing shows very different results. There are so many different potential problems causing this, it's been impossible so far to work out which ones are the culprits and very difficult to fully eliminate anything from the list.

My post doesn't add any technical value I'm afraid but it does demonstrate that there are still capable people/teams out there struggling away with the new reality.

I have an EA to work on but I'm not confident in the current build to start working on it . . . when it doesn't do what it should is it my code in error or a bug in mql4.5 that I am not aware of ? so yes, I'm in the same boat as you . . . it's really not a good situation . . . I can't test every single mql4 function I use, thats just not practical.
 
RaptorUK:
What size is your .fxt file ? if it's bigger than 4GB then that is the cause.


Yes it is, yesterday +5GB, thanks thats a good tip, findinf solutions.

How I can avoid make so big .fxt file, just using 1 min and period what running backtest like 1 Hour ?

or I can try to search from forum.

 
kekkis:

Yes it is, yesterday +5GB, thanks thats a good tip, findinf solutions.

How I can avoid make so big .fxt file, just using 1 min and period what running backtest like 1 Hour ?

or I can try to search from forum.

It makes no difference what timeframe you use, M1 will still be used, if available, to make the .fxt file . . . if you want a smaller .fxt file use a smaller date range. It's not what you want to hear I know . . . any real solution is in the hands of MetaQuotes . . . . but they are not upgrading MT4 so don't hold your breath.
 
RaptorUK:
It makes no difference what timeframe you use, M1 will still be used, if available, to make the .fxt file . . . if you want a smaller .fxt file use a smaller date range. It's not what you want to hear I know . . . any real solution is in the hands of MetaQuotes . . . . but they are not upgrading MT4 so don't hold your breath.


Thanks for your reply, I just read several threads, where you have been writing fxt >4GB issue. they should make limit even smaller, people had to do walk forward, without notice :)

I dont know if britt tick datasuite will help.

off topic, sorry.

found also your interesting chart of ticks and brokers,

 
kekkis:

Thanks for your reply, I just read several threads, where you have been writing fxt >4GB issue. they should make limit even smaller, people had to do walk forward, without notice :)

I dont know if britt tick datasuite will help.

off topic, sorry.

found also your interesting chart of ticks and brokers,

not big surprise fxcm was so different than others, they have fined for manipulating price running stops, virtual broker etc.....

and experience with gomarkets and heard from others traders, they dont play lot of tricks. i was using and 4x sentinel with forex4you broker and tick volume was incredible crazy, nosense,

Broker discussion is not allowed on this Forum, sorry.


I think the 4GB limit on .fxt is it, it used to be 2GB . . .

 
RaptorUK:

Broker discussion is not allowed on this Forum, sorry.


I think the 4GB limit on .fxt is it, it used to be 2GB . . .


Didnt knew, deleted. offcourse because brokers are they customers not us.

Here is link what i will test, if its work,the srcipt change volume info in hst files.

https://forum.mql4.com/30879

 
RaptorUK:
when it doesn't do what it should is it my code in error or a bug in mql4.5 that I am not aware of ? so yes, I'm in the same boat as you . . . it's really not a good situation . . . I can't test every single mql4 function I use, thats just not practical.


Absolutely, on every point. Raptor, if you're struggling/uncertain using the new build then we're all in the mire. At least we're not alone.
 
Trevhib:

Absolutely, on every point. Raptor, if you're struggling/uncertain using the new build then we're all in the mire. At least we're not alone.
I'm not struggling as such, it's just that I don't want to spend time chasing down what I think are my coding issues only to find they aren't and then realise that there is nothing I can do to fix them other than wait for the next build. I'll have to pull the trigger at some point, just not sure if that time is now . . .
 
Since MQ are still furnishing us with new builds on a near daily basis, I'd say it's probably worth hanging on a while longer yet.
 

OK I added an init() to deinit() elapsed time calculation.

1yr back test, EUR/USD, 1 minute charts

Build 509

  • Test1: 13.510 seconds
  • Test2: 13.588 seconds
  • Test3: 13.603 seconds
  • Average: 13.567 seconds

Build 606

  • Test1: 12.075 seconds
  • Test2: 11.778 seconds
  • Test3: 12.043 seconds
  • Average: 11.965 seconds

Build 606 strategy tester was on average 11.8% faster then that of build 509

Reason: