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Rocket130713
21
Rocket130713 2012.05.10 15:36 

Will there still be a 2 GB limit for FXT files in MT5 (like there was for MT4)???  This was a really bad limitation in MT4 as this meant I could only run a backtest going back only 5 years (using 1 minute bars) otherwise the FXT file would become greater than 2 GB and my backtest would not finish completely. I wanted to run all my backtests going back 20 years in time.  This is a problem that could not be fixed as I could not reduce the volume on the 1 min bars anymore otherwise i would lose too much backtest accuracy.  Why can't this 2 GB limit be increased to say 10 GB in MT5 ?  And, will this 2 GB limit still apply to the new MT5 ?  Could someone from MetaQuotes please reply.  Thank you.  Regards, Rod.

MetaQuotes
Admin
24944
Renat Fatkhullin 2012.05.10 15:46  
No limits in MetaTrader 5.

Instead of FXT files we use M1 history.
onewithzachy
2271
onewithzachy 2012.05.11 01:21  
Renat:
No limits in MetaTrader 5.

Instead of FXT files we use M1 history.
Is that also even when we backtest not using M1 ?
Rocket130713
21
Rocket130713 2012.05.11 08:37  

Thanks Renat for your reply.  When you say "no limits" does this mean MT5 will be able to run a backtest (going back 20 years in time) on 7-million 1-minute bars (even if there is say 100 million "ticks modelled by MT5 to run this backtest), or are there some other backtesting "limits" here to do with MT5 data file sizes, RAM, etc. ???

Alexey Petrov
Admin
1219
Alexey Petrov 2012.05.11 09:19  
Rocket130713:

Thanks Renat for your reply.  When you say "no limits" does this mean MT5 will be able to run a backtest (going back 20 years in time) on 7-million 1-minute bars (even if there is say 100 million "ticks modelled by MT5 to run this backtest), or are there some other backtesting "limits" here to do with MT5 data file sizes, RAM, etc. ???

I just ran a backtest of the standard MACD on the entire available history of EURUSD, no problems with testing. Here is the log:

2012.05.11 11:14:56    Core 1    log file "D:\Program Files\MetaTrader 5\Tester\Agent-127.0.0.1-3000\logs\20120511.log" written
2012.05.11 11:14:56    Core 1    EURUSD,M1: 85824940 ticks (4716097 bars) generated within 260974 ms (total bars in history 4716098, total time 262144 ms)
2012.05.11 11:14:56    Core 1    final balance 4790.51

over 85 million ticks were generated

Try it yourself and make sure

Alexey Petrov
Admin
1219
Alexey Petrov 2012.05.11 09:26  
onewithzachy:
Is that also even when we backtest not using M1 ?

What do you mean? All price history in MetaTrader 5 is based on M1 data. You download only M1 prices from a server, and higher timeframes are drawn on its basis right on the client terminal side. Higher timeframes calculated by terminal from M1 data are cached on HDD (thus quickly opened).

If you need more details, please refer to the The Fundamentals of Testing in MetaTrader 5 article (see 'Tick generation modes' section in the very beginning of the article)

Rocket130713
21
Rocket130713 2012.05.11 10:23  

Alexey, this is really impressive MT5 power and results.  Is the "total time 262144 ms" you mention refer to milli-seconds or micro-seconds?  Also, did you get those really fast backtest results using only 1 core of your multi-core CPU on just your local PC? - Or did you use a number of remote PC's using the cloud MT5 technology to get such fast time taken to run just a single backtest?  Are you using an i7-2600k intel CPU? - if not what is the spec's (model) of your CPU and how much RAM does your PC have?

Alexey Petrov
Admin
1219
Alexey Petrov 2012.05.11 11:10  
Rocket130713:

Alexey, this is really impressive MT5 power and results.  Is the "total time 262144 ms" you mention refer to milli-seconds or micro-seconds?  Also, did you get those really fast backtest results using only 1 core of your multi-core CPU on just your local PC? - Or did you use a number of remote PC's using the cloud MT5 technology to get such fast time taken to run just a single backtest?  Are you using an i7-2600k intel CPU? - if not what is the spec's (model) of your CPU and how much RAM does your PC have?

Milli-seconds; yes, that's 1 local core (CPU is Intel Core2 6300, 1.86Ghz, 4094 MB RAM). An i7 would make it much faster.

Just to make it clear for you: single test uses only 1 core; but when you run optimization (multiple tests with different parameters) the strategy tester can use as many cores as available (all local cores, remote agents and thousands of cloud agents).

Rocket130713
21
Rocket130713 2012.05.11 12:27  

Thank Alexey.  This is good news.  Can you please find out if MetaQuotes Corporation intends to add a "history center" to MT5 (like we had for MT4) as we really need this "history center" feature to run backtests on futures markets (like crude oil, natural gas, corn, coffee, cotton, gold, t-notes, cocoa, s&p 500, Live cattle, etc.) using "third-party" historical 1-minute bar "futures market" data, to do this we need to be able to "import" this third-party futures market data.  We operate as a "managed futures" hedge fund so we mainly trade futures markets (As opposed to off-exchange "spot" forex markets).  Thank you in advance.  Much appreciated.  Kind regards, Rod.

onewithzachy
2271
onewithzachy 2012.05.11 12:29  
alexey_petrov:

What do you mean? All price history in MetaTrader 5 is based on M1 data. You download only M1 prices from a server, and higher timeframes are drawn on its basis right on the client terminal side. Higher timeframes calculated by terminal from M1 data are cached on HDD (thus quickly opened).

If you need more details, please refer to the The Fundamentals of Testing in MetaTrader 5 article (see 'Tick generation modes' section in the very beginning of the article)

I think I know wht Renat didn't answer that. Click here and read the whole topics.

ROCK ON Alexey !!! :)

Alexey Petrov
Admin
1219
Alexey Petrov 2012.05.11 14:14  
Rocket130713:

Unfortunately, History Center is not planned. But MetaTrader 5 has wide possibilities on integration with external trade systems. Pay attention to recent publications on the forum about integration with different trade systems, like MetaTrader 5 Is Now on the Dubai Gold and Commodities Exchange!, MetaTrader 5 Has Been Certified by GBOT, etc. More and more integration solutions will appear soon.

So, MT5 itself can be used to access as you say 'futures markets (As opposed to off-exchange "spot" forex markets)'

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