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problems with data on the eur/usd
 Post subject: problems with data on the eur/usd Post rating: 0   New post Posted: Wed 15 Jul, 2015, 07:51 
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Joined: Mon 13 Jul, 2015, 06:34
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Location: Germany,
hi all,

I had planned a backtest this morning when found that the mt4 strategy tester returned no significant results. i couldn't understand this as my initial test was a direct duplicate of a test i did recently which yielded plenty of significant results. i did however delete the historical data and imported new from dukascopy in the meantime...

what i have done:

i decided to uptick ‘skip useless results‘ in mt4 and run the test again. the result was that for all passes besides one the EA did not take any trades and returned 0 throughout the result table. I could understand this so i looked through my EA code and found everything to be the way it was last time i did the test.

Then i tried to run the test on a different period simply to compare. Then the tester had NO problem? I provided me a list of significant passes paired with values for my parameters. Then I choose some different periods again simply to check what was going on. The result was that on some periods I could do a backtest and on other I could not. For example, some parts of march and april on the eurusd gave no results, but other parts of april where fine. January february fine, but june july not. If I do a test from february through march it will be ok - but how can I know if it really included the march data?

This is all very mysterius to me and Im not sure what to do....? I can't really trust my results. Is my data screwed or is this problem with the strategy tester?

Hope someone can help...


 
 Post subject: Re: problems with data on the eur/usd Post rating: 0   New post Posted: Wed 15 Jul, 2015, 13:56 
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Please describe the exact steps to reproduce the problem.


 
 Post subject: Re: problems with data on the eur/usd Post rating: 0   New post Posted: Wed 15 Jul, 2015, 16:54 
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Joined: Mon 13 Jul, 2015, 06:34
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API Support wrote:
Please describe the exact steps to reproduce the problem.


here is the core problem simplified:

1) i want to run a backtest on a specified period.

2) i load the EA, tick the optimisation option, set the time period and set the start, step and stop value of the parameters chosen for optimisation.

3) then i press start and for a short while nothing is happening. then within 2 seconds the tester completes the entire optimisation resulting in no significant results or sometimes one or two significant results.

now i know that there should be more significant results in this period as I have carried out the same optimisation test earlier. this problem might have arisen since I downloaded and imported new data from dukascopy, although I cannot be 100% sure about this. If I simply want to carry out a test without optimisation then there is no problem. so the tickdata most be available somehow... I have just now today once more deleted and downloaded and imported new eurusd data but the problem remains the same...


 
 Post subject: Re: problems with data on the eur/usd Post rating: 0   New post Posted: Wed 22 Jul, 2015, 08:55 
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We were unable to reproduce this. Please provide strategy code what would replicate it.


 

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