How is Strategy Tester data gathered?

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Hi All,

I have confusing experiences when using the Strategy Tester, in that with some brokers it will only download a few months of data whereas other brokers will download a year's worth, and another is downloading almost 2 year's worth.

I have even had the experience where, when I create a new account with the same broker, I sometimes get very different amounts of data.

This is all on the 15m chart that I'm doing this testing, but you get the idea.

Is there a rhyme or reason to this?

 
rrsch: I have confusing experiences when using the Strategy Tester, in that with some brokers it will only download a few months of data whereas other brokers will download a year's worth, and another is downloading almost 2 year's worth. I have even had the experience where, when I create a new account with the same broker, I sometimes get very different amounts of data. This is all on the 15m chart that I'm doing this testing, but you get the idea.Is there a rhyme or reason to this?
  1. There is no pattern or predetermined policy.
  2. Brokers all have a different policies about how much historical data they keep. Each broker is different.
  3. As data is downloaded, it is stored and accumulated on your computer over time by MetaTrader. So even if the broker only offers 1 year of data, but you have been connecting for an entire year, then you will have 2 years of data accumulated. However, if you start fresh, with a new installation, or a new account, then you will back to only 1 year of data.
  4. On MT4 each time-frame is independent, so you could have 1 year of M15 data but only a few months of M1 data.
  5. This is one of the reasons why MT4 users use 3rd party tick data sources and tools for back-tests. Alternatively, consider moving to MT5.
 
Fernando Carreiro #:
  1. There is no pattern or predetermined policy.
  2. Brokers all have a different policies about how much historical data they keep. Each broker is different.
  3. As data is downloaded, it is stored and accumulated on your computer over time by MetaTrader. So even if the broker only offers 1 year of data, but you have been connecting for an entire year, then you will have 2 years of data accumulated. However, if you start fresh, with a new installation, or a new account, then you will back to only 1 year of data.
  4. On MT4 each time-frame is independent, so you could have 1 year of M15 data but only a few months of M1 data.

Thanks! Any idea why I might be getting different amounts of data from the same broker, just on different accounts?

 
rrsch #: Any idea why I might be getting different amounts of data from the same broker, just on different accounts?

I already answered that (point 3). Also note that the history policy for demo and real accounts may differ as well.

 
Thanks so much Fernando.
 
rrsch #: Thanks so much Fernando.
You are welcome!
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