Backtest and timeseries behaviour change in new release 3621? - page 3
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Really ? Why do you think you can reject this hypothesis ?
Ok.
Not rejecting it at all. Just surprised that current trading parameters can affect the backtest tool that much as I've always heard that it's very accurate. (And I'm sure it is accurate but applying current session times to historic data significantly change the results). Very unexpected
Not rejecting it at all. Just surprised that current trading parameters can affect the backtest tool that much as I've always heard that it's very accurate. (And I'm sure it is accurate but applying current session times to historic data significantly change the results). Very unexpected
Your EA should check if the market is open before taking a trading action.
If you don't want your EA backtests to be influenced by open/closing hours in history, you can customize the symbol's settings in the Strategy Tester to allow trading at any time and just rely on ticks (if there was ticks, the market was open).
Your EA should check if the market is open before taking a trading action.
If you don't want your EA backtests to be influenced by open/closing hours in history, you can customize the symbol's settings in the Strategy Tester to allow trading at any time and just rely on ticks (if there was ticks, the market was open).
This is very useful information. Thanks so much Alain!
No it will not be possible to trade F40 from 09:00 tomorrow. Your server is following America DST, tomorrow session will start at 10:00.
Hi Alain,
Thank you for answering but I am still confused with all the DST America server , the specifications of F40 and the times and MT's handling of the times and back testing after the update.
Local time Paris 8:00, Monday, 13 March 2023 (GMT+1)
So I stand with my observation : can trade today (local time South Africa 9:00), but can not test for same time periods.
2023.03.13 08:01:01.339 Trades '': market sell 0.3 F40
2023.03.13 08:01:02.137 Trades '': accepted market sell 0.3 F40
2023.03.13 08:01:02.137 Trades '': market sell 0.3 F40 placed for execution
2023.03.13 08:01:02.196 Trades '': deal #573280758 sell 0.3 F40 at 7229.40 done (based on order #586956687)
2023.03.13 08:01:02.196 Trades '': order #586956687 sell 0.3 / 0.3 F40 at market done in 856.560 ms
RE: - the 10:00 Trade hours. Where must it be 10:00 to be able to trade ?
This is very useful information. Thanks so much Alain!
Hi ewertg,
Could you figure out how to change settings of a symbol to allow back testing at certain times? I could not.
Thanx!
Hi ewertg,
Could you figure out how to change settings of a symbol to allow back testing at certain times? I could not.
Thanx!
Hi @WCS_Nell
I had a quick look and it might be the settings in the attached screenshot?
I haven't tried it though.
I wonder if this issue is affecting certain timezones because I notice we're both in South Africa
Hi @WCS_Nell
I had a quick look and it might be the settings in the attached screenshot?
I haven't tried it though.
I wonder if this issue is affecting certain timezones because I notice we're both in South Africa
Hi,
I might be doing something wrong, but that setting does not work. I made it non-tradable from 23:00 to 07:00 but still get Market Closed at 9:00. But thanx for the hint! Will play around, but it is very frustrating!
If the time zone of South Africa got anything to do with it, I will be very surprised. VPS server sits in New York and F40 in Europe
Hi,
I might be doing something wrong, but that setting does not work. I made it non-tradable from 23:00 to 07:00 but still get Market Closed at 9:00. But thanx for the hint! Will play around, but it is very frustrating!
If the time zone of South Africa got anything to do with it, I will be very surprised. VPS server sits in New York and F40 in Europe
I have changed the session times here , MT now accepts deals at 9:00.
I have changed the session times here , MT now accepts deals at 9:00.
Hi guys,
Apologies for reviving this. Overriding the broker times in backtesting did not fix the issue for me and does not seem to be related.
I've attached a screenshot of what my chart looks like - not sure why I didn't notice this before. This is an hourly chart for #USNDAQ100.
Note the big spikes at midnight. I can actually tell where each day starts just by looking at the spikes
Additional notes that might help:
- This is how it shows for all of history
- Other platforms like TradingView does not have these spikes so it must be something on my side
- I did not mess with any settings or files. This happened after MT5 was updated to build 3621 last week (Still the same after build 3640)
- When I run a backtest the spikes are also there and processed like actual data. Same for indicators or anything that uses OHLC.
- The spikes shows in any timeframe I change to, not just hourly
- I installed a new copy of MT5 from FXPro and downloaded the tick data (real ticks) and it was the same. Didn't uninstall this copy but the new install has its own folder with tick data etc.
Any help would be much appreciated.
cc: @Alain Verleyen, @winGou-, @WCS_Nell