Backtesting Issue... - page 4

[Fernando Carreiro]

Alexandru Casian #: Hmm, didn't pay attention to it till now. Do you mean it downloads data into both <DataFolder>/bases/<ServerName>/ and <DataFolder>/Tester/ subfolders?

I tested it now and there are no ticks/history downloaded into <DataFolder>/Tester/ subfolders. MT5 writes for me ticks/history only in the <DataFolder>/bases/<ServerName>/ subfolders.

When you run the Strategy Tester with "Every tick based on real ticks", it will download tick data into "<data folder>\Tester\bases\<trade server>\ticks", even though there is already tick data in "<data folder>\Bases\<trade server>\ticks".

[Alexandru Casian]

Fernando Carreiro #:

When you run the Strategy Tester with "Every tick based on real ticks", it will download tick data into "<data folder>\Tester\bases\<trade server>\ticks", even though there is already tick data in "<data folder>\Bases\<trade server>\ticks".

Weird, it didn't do it for me. I have only "logs" and "cache" folders in "<data folder>\Tester". No "bases" folder there. But, I won't complain, less occupied space is better for me.

[Fernando Carreiro]

Alexandru Casian #: Weird, it didn't do it for me. I have only "logs" and "cache" folders in "<data folder>\Tester". No "bases" folder there. But, I won't complain, less occupied space is better for me.

Check to see if its not under the "Agents" instead.

[Alexandru Casian]

Fernando Carreiro #:
Check to see if its not under the "Agents" instead.

No Agents folders either. I'm running the latest (3285, from 06 May 2022) version of MT5, maybe that's why. But, I like this beta version so far.

[Fernando Carreiro]

Alexandru Casian #: No Agents folders either. I'm running the latest (3285, from 06 May 2022) version of MT5, maybe that's why. But, I like this beta version so far.

Do you perhaps have a seperate MetaTester installation?

Also look under "%APPDATA%\MetaQuotes\Tester\".

Do a windows seach on all subfolders under "%APPDATA%\MetaQuotes\".

[Alexandru Casian]

Fernando Carreiro #:

Do you perhaps have a seperate MetaTester installation?

Also look under "%APPDATA%\MetaQuotes\Tester\".

Do a windows seach on all subfolders under "%APPDATA%\MetaQuotes\".

You were right :), finally found it (in C:\Users\<username>\AppData\Roaming\MetaQuotes\Tester\<MD5 hash>\bases)

[Fernando Carreiro]

Alexandru Casian #:You were right :), finally found it (in C:\Users\<username>\AppData\Roaming\MetaQuotes\Tester\<MD5 hash>\bases)

👍

[EdFuk]

Good morning everyone,

I’m still battling with importing data from tickstory. 

Looking at the symbol specification in MT5 of the darwinex UK100 it gives the following

Digits = 1

contract size = 10

tick size = 0.1

tick value = 1

The tickstory data has 3 digits and the spread is expressed as an integer based on the fact it’s 3 digits. So I think the following should be what I use in the custom specification. Can someone confirm if this is correct please?

Digits = 3

contract size = 10

tick size = 0.001

tick value = 0.01

I have to say I’m getting myself very confused about the relationship between tick size, tick value, point value, pips, pip value. Can anyone point me in the direction of some reference material which explains It all clearly. 

Many thanks in advance ,

Ed

[Fernando Carreiro]

• The Difference Between Pips, Points, and Ticks: What's the Difference?
  
• How Big Is a Tick Size?
• Tick Size and Value
  
• Understanding Tick Sizes and Tick Values in the Futures Markets - Warrior Trading
• How Tick Sizes and Values Vary in Index Futures - Ticker Tape

[EdFuk]

Thanks Fernando,

Very useful.

This whole things has made me revisit my position sizing calculation. I've only ever considered Forex before and now trying to trade with other instruments has brought the issue to the fore. I have based my position sizing calculation on the following info from William Roeder:

The slight difference is that instead of  OrderOpenPrice - OrderStopLoss I'm passing the number of points of the stop loss. This number of points is calculated using the point value retrieved using the following:

SymbolInfoDouble(CurrentSymbol,SYMBOL_POINT)

Then I calculate the number of points by doing:

// STOP LOSS IS A FACTOR OF THE ATR
   int stop = int(MathRound((xSL * ATR) / symbolPointVal)); // stop loss in terms of points
   return(stop);

Then the volume is calculated as follows:

         // TRADE VOLUME (LOTS)
         lots = tradeRisk / (stopPoints * symbolPointVal * DeltaPerLot); // - calculate lot size

So it appears that I'm mixing "points" with ticks here as stopPoints is in points and DeltaPerLot is tick_value/tick_size.

Can you see a problem with this and how does MT5 calculate the symbol point value?

SymbolInfoDouble(CurrentSymbol,SYMBOL_POINT)