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Beginner question about backtesting with MT4 and Quantdatamanager

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Roman

Subscriber, bbp_participant, 6 replies.

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5 months ago #284100

Hello,

i downloaded the dick data for GBP/USD and exported it to the MT4 installation. However, when I now try to backtest an EA for the symbol, it seems as if other data is being used as the modelling quality is only showing 25%.

If I then manually delete all historical data for all time frames via the History Center and try my backtest again I only get the following message:

“TestGenerator: deficient data ‘GBPUSD60’ (1 rate records)”

What am I doing wrong here?

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tomas262

Administrator, sq-ultimate, 2 replies.

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5 months ago #284168

What is date range you try to test? Which QDM version do you run (check app bottom edge)?

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Roman

Subscriber, bbp_participant, 6 replies.

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5 months ago #284268

Hey,

i am using “Build:121.1243”.

After I deleted the existing demo data again and exported the FXT & HST again, the backtest now works.

Only one thing is strange. If I export the same period Tick Data in two different MT4 installations and then do the identical backtest with the same EA and the identical parameter settings, I get 2 different backtesting results where trades are sometimes opened/closed differently. How can that be. Shouldn’t that achieve exactly the same result?

kind regards,

Roman

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tomas262

Administrator, sq-ultimate, 2 replies.

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5 months ago #284284

Do you always create MT4.properties file to export the data? I suppose you should since each broker uses different symbol properties

https://strategyquant.com/doc/quantdatamanager/test-strategy-metatrader-4-tick-precision/

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Roman

Subscriber, bbp_participant, 6 replies.

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5 months ago #284295

Do you always create MT4.properties file to export the data? I suppose you should since each broker uses different symbol properties https://strategyquant.com/doc/quantdatamanager/test-strategy-metatrader-4-tick-precision/

Hey,

thanks for your reply. Yes, i’ve created a properties file for the symbol before the export. I did two more exports for the same time period and tested the EA. I’ve now getting exactly the same results for both runs. Perfect.

I would like to ask if you can tell me what the difference between “Every Tick” (MT4) and “Every tick based on real ticks” (MT5). Since I only use MT4 and you can only select “Every Tick” in StrategyTester, is this as accurate as MT5 when using the exported tick data?

kind regards,

Roman

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Roman

Subscriber, bbp_participant, 6 replies.

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4 months ago #284763

?

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