Possible Strategy Tester Problem

Forex Trader 2007.07.26 23:41

I using new fixed build 207.

I'm conducting backtests using MetaQuotes' Demo and downloaded EURUSD M1 history data by clicking the "Download" button in the History Center. I'm testing an EA that opens new order immediately after existing order closing. I'm getting fantastic results that were just too good to be true. Take a look at following order.

Why are the t/p prices not in the M1 History Data for these orders and why does next order open at price not in History Data?

Wackena

One backtest order result:

40 2007.05.01 16:47 buy 16 1.00 1.3601 1.3571 1.3626 0.00 9787.00
41 2007.05.01 16:47 buy 17 1.00 1.3601 1.3571 1.3626 0.00 9787.00
42 2007.05.01 16:47 buy 18 1.00 1.3601 1.3571 1.3626 0.00 9787.00
43 2007.05.01 17:08 t/p 16 1.00 1.3626 1.3571 1.3626 250.00 10037.00
44 2007.05.01 17:08 t/p 17 1.00 1.3626 1.3571 1.3626 250.00 10287.00
45 2007.05.01 17:08 t/p 18 1.00 1.3626 1.3571 1.3626 250.00 10537.00
46 2007.05.01 17:08 sell 19 1.10 1.3631 1.3661 1.3606 0.00 10537.00
47 2007.05.01 17:08 sell 20 1.10 1.3631 1.3661 1.3606 0.00 10537.00
48 2007.05.01 17:08 sell 21 1.10 1.3631 1.3661 1.3606 0.00 10537.00
49 2007.05.01 17:08 t/p 19 1.10 1.3606 1.3661 1.3606 275.00 10812.00
50 2007.05.01 17:08 t/p 20 1.10 1.3606 1.3661 1.3606 275.00 11087.00
51 2007.05.01 17:08 t/p 21 1.10 1.3606 1.3661 1.3606 275.00 11362.00
52 2007.05.01 17:09 buy 22 1.30 1.3605 1.3575 1.3630 0.00 11362.00
53 2007.05.01 17:09 buy 23 1.30 1.3605 1.3575 1.3630 0.00 11362.00
54 2007.05.01 17:09 buy 24 1.30 1.3605 1.3575 1.3630 0.00 11362.00
55 2007.05.01 17:12 t/p 22 1.30 1.3630 1.3575 1.3630 325.00 11687.00
56 2007.05.01 17:12 t/p 23 1.30 1.3630 1.3575 1.3630 325.00 12012.00
57 2007.05.01 17:12 t/p 24 1.30 1.3630 1.3575 1.3630 325.00 12337.00
58 2007.05.01 17:12 sell 25 1.50 1.3635 1.3665 1.3610 0.00 12337.00
59 2007.05.01 17:12 sell 26 1.50 1.3635 1.3665 1.3610 0.00 12337.00
60 2007.05.01 17:12 sell 27 1.50 1.3635 1.3665 1.3610 0.00 12337.00
61 2007.05.01 17:12 t/p 25 1.50 1.3610 1.3665 1.3610 375.00 12712.00
62 2007.05.01 17:12 t/p 26 1.50 1.3610 1.3665 1.3610 375.00 13087.00
63 2007.05.01 17:12 t/p 27 1.50 1.3610 1.3665 1.3610 375.00 13462.00
64 2007.05.01 17:13 buy 28 1.80 1.3608 1.3578 1.3633 0.00 13462.00
65 2007.05.01 17:13 buy 29 1.80 1.3608 1.3578 1.3633 0.00 13462.00
66 2007.05.01 17:13 buy 30 1.80 1.3608 1.3578 1.3633 0.00 13462.00
67 2007.05.01 17:35 t/p 28 1.80 1.3633 1.3578 1.3633 450.00 13912.00
68 2007.05.01 17:35 t/p 29 1.80 1.3633 1.3578 1.3633 450.00 14362.00
69 2007.05.01 17:35 t/p 30 1.80 1.3633 1.3578 1.3633 450.00 14812.00

Range of I minute History Data for this time period.

2007.05.01 16:47 1.3602 1.3603 1.3599 1.3602 17
2007.05.01 16:48 1.3603 1.3606 1.3602 1.3606 17
2007.05.01 16:49 1.3605 1.3606 1.3603 1.3603 13
2007.05.01 16:50 1.3602 1.3603 1.3601 1.3603 8
2007.05.01 16:51 1.3604 1.3606 1.3603 1.3606 9
2007.05.01 16:52 1.3605 1.3606 1.3605 1.3606 4
2007.05.01 16:53 1.3605 1.3607 1.3605 1.3606 7
2007.05.01 16:54 1.3608 1.3609 1.3606 1.3607 10
2007.05.01 16:55 1.3606 1.3607 1.3606 1.3607 2
2007.05.01 16:56 1.3606 1.3607 1.3606 1.3606 3
2007.05.01 16:57 1.3605 1.3606 1.3601 1.3601 11
2007.05.01 16:58 1.3602 1.3602 1.3594 1.3594 20
2007.05.01 16:59 1.3595 1.3597 1.3595 1.3596 16
2007.05.01 17:00 1.3595 1.3597 1.3595 1.3596 16
2007.05.01 17:01 1.3597 1.3598 1.3595 1.3595 7
2007.05.01 17:02 1.3594 1.3595 1.3591 1.3593 12
2007.05.01 17:03 1.3594 1.3595 1.3593 1.3595 13
2007.05.01 17:04 1.3594 1.3598 1.3594 1.3598 9
2007.05.01 17:05 1.3599 1.3599 1.3597 1.3599 16
2007.05.01 17:06 1.3598 1.3605 1.3598 1.3604 28
2007.05.01 17:07 1.3605 1.3605 1.36 1.3601 11
2007.05.01 17:08 1.3602 1.3603 1.3601 1.3603 6
2007.05.01 17:09 1.3601 1.3605 1.3601 1.3604 9
2007.05.01 17:10 1.3606 1.3606 1.3603 1.3605 5
2007.05.01 17:11 1.3606 1.3608 1.3606 1.3608 9
2007.05.01 17:12 1.3607 1.3608 1.3606 1.3606 6
2007.05.01 17:13 1.3605 1.3607 1.3605 1.3607 3
2007.05.01 17:14 1.3608 1.3608 1.3605 1.3605 8
2007.05.01 17:15 1.3604 1.3606 1.3604 1.3604 7
2007.05.01 17:16 1.3605 1.3606 1.3604 1.3604 16
2007.05.01 17:17 1.3605 1.3607 1.3605 1.3605 13
2007.05.01 17:18 1.3604 1.3607 1.3603 1.3607 13
2007.05.01 17:19 1.3608 1.3611 1.3608 1.3609 8
2007.05.01 17:20 1.361 1.3612 1.361 1.3612 7
2007.05.01 17:21 1.3611 1.3615 1.3611 1.3614 10
2007.05.01 17:22 1.3613 1.3614 1.3612 1.3613 7
2007.05.01 17:23 1.3614 1.3614 1.3612 1.3612 11
2007.05.01 17:24 1.3613 1.3614 1.3613 1.3614 2
2007.05.01 17:25 1.3612 1.3612 1.3609 1.3609 12
2007.05.01 17:26 1.361 1.3613 1.361 1.3612 9
2007.05.01 17:27 1.3611 1.3612 1.3608 1.361 8
2007.05.01 17:28 1.3609 1.3611 1.3609 1.3609 5
2007.05.01 17:29 1.3608 1.3609 1.3608 1.3609 2
2007.05.01 17:30 1.361 1.3612 1.3609 1.3609 8
2007.05.01 17:31 1.361 1.3611 1.3607 1.3607 16
2007.05.01 17:32 1.3608 1.3608 1.3607 1.3607 8
2007.05.01 17:33 1.3609 1.3609 1.3607 1.3608 4
2007.05.01 17:34 1.3607 1.3607 1.3606 1.3607 5
2007.05.01 17:35 1.3606 1.3607 1.3606 1.3607 6

Forex Trader 2007.07.27 08:58 #1

Inform more details, please. I check modelling on EURUSD Daily mode "Every Ticks"

01.05.2007 16:46 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3605 Close=1.3605 Volume=4207 Bid=1.3605
01.05.2007 16:46 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3605 Close=1.3606 Volume=4208 Bid=1.3606
01.05.2007 16:46 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3605 Close=1.3605 Volume=4209 Bid=1.3605
01.05.2007 16:46 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3605 Close=1.3606 Volume=4210 Bid=1.3606
01.05.2007 16:46 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3605 Close=1.3605 Volume=4212 Bid=1.3605
01.05.2007 16:46 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3603 Close=1.3603 Volume=4213 Bid=1.3603
01.05.2007 16:46 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3603 Close=1.3604 Volume=4214 Bid=1.3604
01.05.2007 16:46 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3602 Close=1.3602 Volume=4215 Bid=1.3602
01.05.2007 16:46 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3602 Close=1.3603 Volume=4216 Bid=1.3603
01.05.2007 16:46 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3602 Close=1.3602 Volume=4217 Bid=1.3602
01.05.2007 16:46 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3602 Close=1.3603 Volume=4219 Bid=1.3603
01.05.2007 16:47 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3602 Close=1.3602 Volume=4220 Bid=1.3602
01.05.2007 16:47 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3599 Volume=4221 Bid=1.3599
01.05.2007 16:47 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.36 Volume=4222 Bid=1.36
01.05.2007 16:47 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3599 Volume=4224 Bid=1.3599
01.05.2007 16:47 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3601 Volume=4225 Bid=1.3601
01.05.2007 16:47 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.36 Volume=4227 Bid=1.36
01.05.2007 16:47 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3602 Volume=4229 Bid=1.3602
01.05.2007 16:47 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3603 Volume=4231 Bid=1.3603
01.05.2007 16:47 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3602 Volume=4232 Bid=1.3602
01.05.2007 16:47 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3603 Volume=4234 Bid=1.3603
01.05.2007 16:47 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3602 Volume=4236 Bid=1.3602
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3603 Volume=4237 Bid=1.3603
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3602 Volume=4238 Bid=1.3602
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3603 Volume=4240 Bid=1.3603
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3602 Volume=4242 Bid=1.3602
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3603 Volume=4243 Bid=1.3603
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3604 Volume=4244 Bid=1.3604
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3603 Volume=4246 Bid=1.3603
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3604 Volume=4247 Bid=1.3604
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3605 Volume=4248 Bid=1.3605
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3606 Volume=4249 Bid=1.3606
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3605 Volume=4250 Bid=1.3605
01.05.2007 16:48 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3606 Volume=4253 Bid=1.3606
01.05.2007 16:49 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3605 Volume=4254 Bid=1.3605
01.05.2007 16:49 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3606 Volume=4255 Bid=1.3606
01.05.2007 16:49 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3605 Volume=4256 Bid=1.3605
01.05.2007 16:49 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3606 Volume=4258 Bid=1.3606
01.05.2007 16:49 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3605 Volume=4259 Bid=1.3605
01.05.2007 16:49 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3606 Volume=4260 Bid=1.3606
01.05.2007 16:49 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3605 Volume=4261 Bid=1.3605
01.05.2007 16:49 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3604 Volume=4262 Bid=1.3604
01.05.2007 16:49 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3605 Volume=4263 Bid=1.3605
01.05.2007 16:49 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3604 Volume=4264 Bid=1.3604
01.05.2007 16:49 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3603 Volume=4266 Bid=1.3603
01.05.2007 16:50 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3602 Volume=4267 Bid=1.3602
01.05.2007 16:50 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3601 Volume=4268 Bid=1.3601
01.05.2007 16:50 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3602 Volume=4269 Bid=1.3602
01.05.2007 16:50 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3601 Volume=4270 Bid=1.3601
01.05.2007 16:50 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3602 Volume=4272 Bid=1.3602
01.05.2007 16:50 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3603 Volume=4274 Bid=1.3603
01.05.2007 16:51 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3604 Volume=4275 Bid=1.3604
01.05.2007 16:51 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3603 Volume=4276 Bid=1.3603
01.05.2007 16:51 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3604 Volume=4277 Bid=1.3604
01.05.2007 16:51 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3603 Volume=4278 Bid=1.3603
01.05.2007 16:51 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3604 Volume=4280 Bid=1.3604
01.05.2007 16:51 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3605 Volume=4282 Bid=1.3605
01.05.2007 16:51 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3606 Volume=4283 Bid=1.3606
01.05.2007 16:52 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3605 Volume=4285 Bid=1.3605
01.05.2007 16:52 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3606 Volume=4287 Bid=1.3606
01.05.2007 16:53 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3605 Volume=4288 Bid=1.3605
01.05.2007 16:53 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3607 Volume=4290 Bid=1.3607
01.05.2007 16:53 EURUSD,Daily: Open=1.364 High=1.3671 Low=1.3599 Close=1.3606 Volume=4292 Bid=1.3606

How you can see here is correct.

Forex Trader 2007.07.27 11:31 #2

Rosh, Thank you for your efforts to resolve this issue.

TimeFrame was H4 for results posted above.

The tick data you supplied ranges from 01.05.2007 16:46 to 01.05.2007 16:53. This only covers the first 3 buy calls (16,17,18) in my results post above, not the exits. These first 3 orders exited at t/p of 1.3626 at 2007.05.01 17:08. Then the next 3 orders were sell calls (19,20,21) at price of 1.3631 at 2007.05.01 17:08.

My tick data above shows that the M1 tick data range for that same time is 2007.05.01 17:08 1.3602 1.3603 1.3601 1.3603 6. The high was 1.3603. How did the buy orders (16,17,18) close at 1.3626 and next sell orders (19,20,21) open at 1.3631?

If you check the bold print prices above in my results post, you will see the orders switch from buy to sell back and forth for multiple orders. When I test in Visual Mode I can see the price flicker (less than a second) up 20-30 pips during a Bar formation. These 20-30 pips up movements are not supported by the M1 History Data.

If you want my EA to test, I can supply it to you. I would not like to post it publicly. Please advise.

Wackena

ASCTrend system BrainSystem: Trading System Development How to get an

Forex Trader 2007.07.27 14:20 #3

Well, this is testing on EURUSD H4 "Every ticks"

date Time Bid
01.05.2007 16:47 1.3602
01.05.2007 16:47 1.3603
01.05.2007 16:47 1.3602
01.05.2007 16:47 1.3603
01.05.2007 16:47 1.3602
01.05.2007 16:48 1.3603
01.05.2007 16:48 1.3602
01.05.2007 16:48 1.3603
01.05.2007 16:48 1.3602
01.05.2007 16:48 1.3603
01.05.2007 16:48 1.3604
01.05.2007 16:48 1.3603
01.05.2007 16:48 1.3604
01.05.2007 16:48 1.3605
01.05.2007 16:48 1.3606
01.05.2007 16:48 1.3605
01.05.2007 16:48 1.3606
01.05.2007 16:49 1.3605
01.05.2007 16:49 1.3606
01.05.2007 16:49 1.3605
01.05.2007 16:49 1.3606
01.05.2007 16:49 1.3605
01.05.2007 16:49 1.3606
01.05.2007 16:49 1.3605
01.05.2007 16:49 1.3604
01.05.2007 16:49 1.3605
01.05.2007 16:49 1.3604
01.05.2007 16:49 1.3603
01.05.2007 16:50 1.3602
01.05.2007 16:50 1.3601
01.05.2007 16:50 1.3602
01.05.2007 16:50 1.3601
01.05.2007 16:50 1.3602
01.05.2007 16:50 1.3603
01.05.2007 16:51 1.3604
01.05.2007 16:51 1.3603
01.05.2007 16:51 1.3604
01.05.2007 16:51 1.3603
01.05.2007 16:51 1.3604
01.05.2007 16:51 1.3605
01.05.2007 16:51 1.3606
01.05.2007 16:52 1.3605
01.05.2007 16:52 1.3606
01.05.2007 16:53 1.3605
01.05.2007 16:53 1.3607
01.05.2007 16:53 1.3606
01.05.2007 16:53 1.3605
01.05.2007 16:53 1.3606
01.05.2007 16:54 1.3608
01.05.2007 16:54 1.3609
01.05.2007 16:54 1.3608
01.05.2007 16:54 1.3609
01.05.2007 16:54 1.3608
01.05.2007 16:54 1.3607
01.05.2007 16:54 1.3606
01.05.2007 16:54 1.3607
01.05.2007 16:55 1.3606
01.05.2007 16:55 1.3607
01.05.2007 16:56 1.3606
01.05.2007 16:56 1.3607
01.05.2007 16:56 1.3606
01.05.2007 16:57 1.3605
01.05.2007 16:57 1.3606
01.05.2007 16:57 1.3605
01.05.2007 16:57 1.3606
01.05.2007 16:57 1.3604
01.05.2007 16:57 1.3605
01.05.2007 16:57 1.3603
01.05.2007 16:57 1.3601
01.05.2007 16:58 1.3602
01.05.2007 16:58 1.3601
01.05.2007 16:58 1.3600
01.05.2007 16:58 1.3599
01.05.2007 16:58 1.3600
01.05.2007 16:58 1.3599
01.05.2007 16:58 1.3600
01.05.2007 16:58 1.3599
01.05.2007 16:58 1.3598
01.05.2007 16:58 1.3597
01.05.2007 16:58 1.3598
01.05.2007 16:58 1.3597
01.05.2007 16:58 1.3598
01.05.2007 16:58 1.3597
01.05.2007 16:58 1.3595
01.05.2007 16:58 1.3594
01.05.2007 16:59 1.3595
01.05.2007 16:59 1.3597
01.05.2007 16:59 1.3596
01.05.2007 16:59 1.3597
01.05.2007 16:59 1.3596
01.05.2007 16:59 1.3595
01.05.2007 16:59 1.3596
01.05.2007 16:59 1.3595
01.05.2007 16:59 1.3596
01.05.2007 17:00 1.3595
01.05.2007 17:00 1.3597
01.05.2007 17:00 1.3596
01.05.2007 17:00 1.3597
01.05.2007 17:00 1.3596
01.05.2007 17:00 1.3595
01.05.2007 17:00 1.3596
01.05.2007 17:00 1.3595
01.05.2007 17:00 1.3596
01.05.2007 17:01 1.3597
01.05.2007 17:01 1.3598
01.05.2007 17:01 1.3597
01.05.2007 17:01 1.3598
01.05.2007 17:01 1.3597
01.05.2007 17:01 1.3595
01.05.2007 17:02 1.3594
01.05.2007 17:02 1.3591
01.05.2007 17:02 1.3592
01.05.2007 17:02 1.3591
01.05.2007 17:02 1.3593
01.05.2007 17:02 1.3592
01.05.2007 17:02 1.3594
01.05.2007 17:02 1.3595
01.05.2007 17:02 1.3594
01.05.2007 17:02 1.3595
01.05.2007 17:02 1.3593
01.05.2007 17:03 1.3594
01.05.2007 17:03 1.3595
01.05.2007 17:03 1.3594
01.05.2007 17:03 1.3593
01.05.2007 17:03 1.3595
01.05.2007 17:04 1.3594
01.05.2007 17:04 1.3596
01.05.2007 17:04 1.3595
01.05.2007 17:04 1.3597
01.05.2007 17:04 1.3598
01.05.2007 17:04 1.3597
01.05.2007 17:04 1.3598
01.05.2007 17:05 1.3599
01.05.2007 17:05 1.3598
01.05.2007 17:05 1.3599
01.05.2007 17:05 1.3598
01.05.2007 17:05 1.3599
01.05.2007 17:05 1.3598
01.05.2007 17:05 1.3599
01.05.2007 17:05 1.3598
01.05.2007 17:05 1.3597
01.05.2007 17:05 1.3598
01.05.2007 17:05 1.3597
01.05.2007 17:05 1.3598
01.05.2007 17:05 1.3597
01.05.2007 17:05 1.3598
01.05.2007 17:05 1.3599
01.05.2007 17:06 1.3598
01.05.2007 17:06 1.3599
01.05.2007 17:06 1.3600
01.05.2007 17:06 1.3601
01.05.2007 17:06 1.3602
01.05.2007 17:06 1.3601
01.05.2007 17:06 1.3602
01.05.2007 17:06 1.3603
01.05.2007 17:06 1.3602
01.05.2007 17:06 1.3603
01.05.2007 17:06 1.3602
01.05.2007 17:06 1.3603
01.05.2007 17:06 1.3604
01.05.2007 17:06 1.3605
01.05.2007 17:06 1.3604
01.05.2007 17:06 1.3605
01.05.2007 17:06 1.3604
01.05.2007 17:06 1.3605
01.05.2007 17:06 1.3604
01.05.2007 17:06 1.3603
01.05.2007 17:06 1.3604
01.05.2007 17:07 1.3605
01.05.2007 17:07 1.3603
01.05.2007 17:07 1.3604
01.05.2007 17:07 1.3602
01.05.2007 17:07 1.3601
01.05.2007 17:07 1.3600
01.05.2007 17:07 1.3601
01.05.2007 17:07 1.3600
01.05.2007 17:07 1.3601
01.05.2007 17:08 1.3602
01.05.2007 17:08 1.3601
01.05.2007 17:08 1.3602
01.05.2007 17:08 1.3603
01.05.2007 17:09 1.3601
01.05.2007 17:09 1.3603
01.05.2007 17:09 1.3602
01.05.2007 17:09 1.3604
01.05.2007 17:09 1.3605
01.05.2007 17:09 1.3604
01.05.2007 17:09 1.3605
01.05.2007 17:09 1.3604
01.05.2007 17:10 1.3606
01.05.2007 17:10 1.3603
01.05.2007 17:10 1.3605
01.05.2007 17:11 1.3606
01.05.2007 17:11 1.3607
01.05.2007 17:11 1.3608
01.05.2007 17:11 1.3607
01.05.2007 17:11 1.3608
01.05.2007 17:11 1.3607
01.05.2007 17:11 1.3608
01.05.2007 17:12 1.3607
01.05.2007 17:12 1.3608
01.05.2007 17:12 1.3607
01.05.2007 17:12 1.3606
01.05.2007 17:13 1.3605
01.05.2007 17:13 1.3606
01.05.2007 17:13 1.3607
01.05.2007 17:14 1.3608
01.05.2007 17:14 1.3607
01.05.2007 17:14 1.3606
01.05.2007 17:14 1.3605
01.05.2007 17:15 1.3604
01.05.2007 17:15 1.3605
01.05.2007 17:15 1.3606
01.05.2007 17:15 1.3604
01.05.2007 17:16 1.3605
01.05.2007 17:16 1.3604
01.05.2007 17:16 1.3605
01.05.2007 17:16 1.3604
01.05.2007 17:16 1.3605
01.05.2007 17:16 1.3606
01.05.2007 17:16 1.3605
01.05.2007 17:16 1.3606
01.05.2007 17:16 1.3604
01.05.2007 17:17 1.3605
01.05.2007 17:17 1.3606
01.05.2007 17:17 1.3607
01.05.2007 17:17 1.3606
01.05.2007 17:17 1.3607
01.05.2007 17:17 1.3605
01.05.2007 17:18 1.3604
01.05.2007 17:18 1.3603
01.05.2007 17:18 1.3604
01.05.2007 17:18 1.3603
01.05.2007 17:18 1.3605
01.05.2007 17:18 1.3604
01.05.2007 17:18 1.3606
01.05.2007 17:18 1.3607
01.05.2007 17:18 1.3606
01.05.2007 17:18 1.3607
01.05.2007 17:19 1.3608
01.05.2007 17:19 1.3611
01.05.2007 17:19 1.3610
01.05.2007 17:19 1.3609
01.05.2007 17:19 1.3608
01.05.2007 17:19 1.3609
01.05.2007 17:20 1.3610
01.05.2007 17:20 1.3611
01.05.2007 17:20 1.3612
01.05.2007 17:21 1.3611
01.05.2007 17:21 1.3613
01.05.2007 17:21 1.3612
01.05.2007 17:21 1.3614

Forex Trader 2007.07.27 14:20 #4

Did you see "Updated MetaTrader 4 build 207 from 25 Jul 2007" ?

Forex Trader 2007.07.27 14:36 #5

Did you see "Updated MetaTrader 4 build 207 from 25 Jul 2007" ?

Yes, I'm using the updated fixed build 207 version.

The cut from your last posted tick data.

01.05.2007 17:08 1.3602
01.05.2007 17:08 1.3601
01.05.2007 17:08 1.3602
01.05.2007 17:08 1.3603

This shows that these orders should not have been closed at t/p of 1.3626 during this time period.

0 2007.05.01 16:47 buy 16 1.00 1.3601 1.3571 1.3626 0.00 9787.00
41 2007.05.01 16:47 buy 17 1.00 1.3601 1.3571 1.3626 0.00 9787.00
42 2007.05.01 16:47 buy 18 1.00 1.3601 1.3571 1.3626 0.00 9787.00
43 2007.05.01 17:08 t/p 16 1.00 1.3626 1.3571 1.3626 250.00 10037.00
44 2007.05.01 17:08 t/p 17 1.00 1.3626 1.3571 1.3626 250.00 10287.00
45 2007.05.01 17:08 t/p 18 1.00 1.3626 1.3571 1.3626 250.00 10537.00

Can I send my EA to you for testing?

Wackena

Emily_v8 ASCTrend system **Steinitz** Method Revealed Here

Forex Trader 2007.07.27 16:41 #6

Here is an image of eurusd-H4 chart at time when price spiked up and is not correlated with M1 History Data.

Wackena

Having trouble uploading image.

[img]C:\Program Files\FXDD - MetaTrader 4\tester\StrategyTester-ATC2007-3\[/img]

Automated Trading Championship 2007 MT4: How to rebiuld MetaTrader 4 Strategy Tester

Forex Trader 2007.07.30 15:13 #7

Did you see "Updated MetaTrader 4 build 207 from 25 Jul 2007" ?

Well, please send me at rosh AT metaquotes DOR ru. I'll see your expert advisor. Thank you.

Forex Trader 2007.07.30 15:17 #8

See http://translate.google.com/translate?u=http%3A%2F%2Fwww.metaquotes.ru%2Fforum%2F7378%2F&langpair=ru%7Cen&hl=ru&ie=UTF-8&oe=UTF-8&prev=%2Flanguage_tools

How to insert a picture at this forum (explanation)

Forex Trader 2007.07.30 16:28 #9

Rosh,
I worked on this problem last weekend and believe I may have found the reason for these spikes. I had tested this EA on two different Demos with near identical results. One was the MetaQuotes contest demo and the other was a standard MetaQuotes Demo. This made me believe possible problem with MT4 platform and not the History data. I took the standard Demo and erased all fxt and hst files. In the History Center and downloaded eurusd M1 data by clicking the download button. When I ran Strategy Tester on same EA, I got different results. Instead of very good results, it was very bad results. I ran it again in Visual Mode and did not see any spikes. I have run forward test for 2 weeks and this also confirms bad results for this EA. I can only assume, for whatever reason, that when I first downloaded History data in both contest and standard demos, there must has been some back ticks within some M1 bars and not visible when viewing M1 data in the History Center.

I will still send via email, the EA ex4 file, Strategy Tester reports and image of a spike.

The insert picture explanation you posted works OK at mql4.com forum, but is not for this forum. It seems that I need to post image on a website first and then use construction.

Wackena

Automated Trading Championship 2007 ECN Broker Mystery Different back test data

Forex Trader 2007.07.30 22:10 #10

Update:

I deleted the eurusd fxt and hst files in my MetaQuotes Contest Demo folder. Re-downloaded eurusd history data by clicking download button in History Center. Recalculated the M1 and H4 periods. Conducted Strategy Tester on H4 period and for same date range as previous tests and still got fantastic results at 90% Model Quality. In Visual Mode, I can still see repeating price spikes of 20-30 pips up. It only spikes up.

When I reloaded History Data on my MetaQuotes Standard Demo, I got completely different bad resutls with same EA ,H4 and date range and did not see any spikes in Visual Mode.

The mystery seems to continue.

Wackena

Automated Trading Championship 2007 Questions about strategy tester what's the difference between

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