Backtesting/Optimization - page 26

 

Historical tick charts?

Any brokers I can make a demo account with and get historical tick charts to do some backtesting?

My broker only keeps 24hrs worth of tick charts :/

Thanks muchly

 

Try this

HI sunwest,

I have successfully been through the process that you are trying to make work here. The data will come out to be 99%, but it still has problems such as gaps and candles that just appear instead of naturally forming.

I think the best alternative is to get it from here:

http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&item=220044143322&ru=http%3A%2F%2Fsearch.ebay.com%3A80%2Fsearch%2Fsearch.dll%3Ffrom%3DR40%26satitle%3D220044143322%26category0%3D%26fvi%3D1

I have not tried it yet (still trying to scrape some funds together) but I believe the guy to be honest, and the quality to be good.

I would like to hear how it turns out.

Stephen

BTW, I am not the one selling it.

 

which broker

 

which broker keeps 24h ticks charts? Do you have send them special request for ticks? MT4 only supports 1 minute prices as far as I know. No historical ticks charts available from any MT4 broker basically.

There was some indicator that records ticks in real time though.

 

Optimization question

I'm running some optimizations and I'm trying to understand what the following means: In the "optimization results" tab, I'm getting results that are the same except for inputs; The inputs are changing, so it is stepping through the different parameters, but the profits, profit factor, expected payoff, drawdown $, and drawdown % are all exactly the same. What does this mean? Thanks for your help!

 

In my opinion, you either end up wiped out every time, or have found the Holy Grail!

 
wananohoshi:
In my opinion, you either end up wiped out every time, or have found the Holy Grail!

I have found the holy grail! I'm going to be rich! rich, rich, rich! either that or poor, poor, poor! I'm going with rich, rich, rich!

 

Seriously, can anyone help me figure out why strategy tester is doing what I described above?

 

The different settings were not significant enough to alter the trades at all. Change the scale of your parameters and the step value. For example, you might be looking for 0.01 pip difference to alter the trade. That won't happen, you need at least a 1 pip difference. Depending on the EA and how the calculations are made, a value of 0.0001 (Envelope percent) may result in different trades, while another setting may need values of 1,2,3,4 (bar calculations, etc)

 
niva:
This is an indicator helped me to study diffTime which is how long to take next qoute to arrive. diffTime which I believe is vary among data providers. input title stands for the file name of your data set, buffer is for the size of each file.

Where is the data stored? How can I access it?

Reason: