Real Ticks Discarded, Price Mismatch, Minutes Bars Absent - page 2

 

This is the article about - Testing trading strategies on real ticks

 

You know ... the serious people understand 'trading by EA' as the investing, for example: one year is profitable, the other year is losing, next year was in profit, the other year was in profit ...

But the situation is the following:

  • it is the forex (risky investments); it is not save account in the bank ...
  • many people do not like 10% or 15% profit yearly from initial deposit; they prefer to get this 15% (for example) on monthly or weekly basis (15% every month/week, not 15% every year).

That is why the backtesting the EA for 3 or 5 years may be useless (just my opinion).

 
jon:

Tried those and still getting those errors.

Which brokers do you have experience testing with real ticks without any errors?

I tested real tick with Alpari, FX Choice, FXOpen, Metaquote Default and they have errors.

Was it because I tested too far back?

Would it work if I tested into 1999s, 2000s, 2010s, 2016s?

Are real ticks only good for small time span?


Hello,

this issues has something to do with the market data from your broker, at least in Brazil with stocks and futures. I can get complete data only for a small sample, for larger samples the data is not good or they just provide incomplete data, i.e., some column missing.

In forex I've never get this complete data like in Exchanges, only with Alpari-UK, but they are not with us anymore =/

One more thing, with real ticks you will only know how is the behavior of aggressive buyers and sellers from your broker, not the symbol itself since forex is decentralized. Anyway, "every tick" does a good job almost the time....

 

What is the typical time span for MT5's real ticks.

Is it usually only available the last year?

Do you know of any broker who provide real ticks for the longest time span?

 
jon:

What is the typical time span for MT5's real ticks.

Is it usually only available the last year?

Do you know of any broker who provide real ticks for the longest time span?


In Brazil it's about 1-2 months for futures and a little more for stocks, for incomplete data (only last and volume values) you get about 2-3 years for futures, stocks you can get it too, but quality is worse than futures.

You can try AMPFutures, I know it works, but I don't know the length. I guess Just2Trade works too.

With every tick you get larger time intervals, like 5 years and more.

 

I just had this problem and I found this thread from google.

I tried deleted many ticks files but it didn't work. Just won't re-download the tick data. I also tried re-installing MT5, it re-donwload the tick data but it doesn't work either. 

Reason: