Download MetaTrader 5
To add comments, please log in or register
Do you want to know about the MQL5.community development? Have a look at the Wall!
mikestars
72
mikestars 2014.10.23 17:10 

Hello everyone.

I have tick scalper EA which gives exellent result on strategy tester but on live accounts it gives negative result. Also the number of trades is significantly more on the live account and much less on the tester. Usually more than 2-3 times. I'm not the developer of the EA so I can't give you code information. The EA run on the Bronze VPS package of Beeksfx and is cross connected to IC Markets NY data centre. Latency time is 0.5-1.0 ms and VPS runs Windows Server 2012.

As I observe the things I have the feeling that not all ticks are stored in the history file or their execution time is not recorded precisely so the EA have confused behaviour. Maybe the strategy of the EA is not sutable for live ticks, but is there a difference and what it is between the live tick and the tick from the tester? I know from the EA developer that the EA is designed and optimised on the tester and not on real live ticks. My general question is, are all the ticks and their precise time stored in the history file? I don't know whether the Metaquotes can be asked with this question since I can't find their contact. If somebody can answer will be good. I don't have any more ideas how to improve the situation.

whroeder1
13619
whroeder1 2014.10.23 17:29  
mikestars: I have the feeling that not all ticks are stored in the history file
That's because there are no ticks stored in the history file at all. Only OHLCV from the lowest TF available (M1) that is used to simulate ticks.
Carl Schreiber
5952
Carl Schreiber 2014.10.23 20:38  
You can create you your own fxt-tick-files. Google for Birt's Earview and Tickstory. There you can read everything you need!
mikestars
72
mikestars 2014.10.24 20:00  
WHRoeder:
mikestars: I have the feeling that not all ticks are stored in the history file
That's because there are no ticks stored in the history file at all. Only OHLCV from the lowest TF available (M1) that is used to simulate ticks.
Are you sure about that? When I open the history file I see that there are only OHLCV values, but I thinked that there are also ticks inside it but are not presented because there will be a lot of data to display. Can you please confirm for sure that there are no any ticks inside the history file? If this information is written somewhere can you please give me the source?
Carl Schreiber
5952
Carl Schreiber 2014.10.24 20:52  
The ticks are created by mt4's own algorithm on the base of the history-files (.hst) and then they are saved as .fxt-files in tester/history.
Alain Verleyen
Moderator
28606
Alain Verleyen 2014.10.25 13:23  
mikestars:
Are you sure about that? When I open the history file I see that there are only OHLCV values, but I thinked that there are also ticks inside it but are not presented because there will be a lot of data to display. Can you please confirm for sure that there are no any ticks inside the history file? If this information is written somewhere can you please give me the source?
WHRoeder is right. Ticks are not stored with MT4, neither in history file or anywhere.
mikestars
72
mikestars 2014.10.26 09:51  
gooly:
You can create you your own fxt-tick-files. Google for Birt's Earview and Tickstory. There you can read everything you need!
Thnk you for the support. I download the Tickstory and make a test with it. The result is even slightly worst i.e. it gives even slightly better result than the tester before.
mikestars
72
mikestars 2014.10.26 09:52  
angevoyageur:
WHRoeder is right. Ticks are not stored with MT4, neither in history file or anywhere.
Are they stored in MT5 ?
Alain Verleyen
Moderator
28606
Alain Verleyen 2014.10.26 10:50  
mikestars:
Are they stored in MT5 ?
No.
/
To add comments, please log in or register