Problem with backtesting using QuantDataManager

Hello.

I am new to this and using QuantDataManager for the first time.

I would like to backtest a strategy using Tick Data downloaded by QuantDataManager for the German Dax Index.

I therefor installed a fresh new copy of the MT4 Platform and connected to a Demo Account created for Dukascopy.

This got me with MT4 creating all the symbols/instruments files.

Now there are two problems I see.

Using the QuantDataManager the symbol name for one of the files it creates is for example  “DEUIDXEUR30.hst” while MT4 after first time having connected to the demo account it created files like “DEU.IDX30.hst” instead.

So there is a mismatch in the name.

Now when switching to the MT4 Strategy Tester I do not even see the “DEU.IDX” as a symbol that I could select for starting a test.

Now how do I get my the MT4 installation to detect the symbol needed while using the right type of data for running the backtest. So the data exported from QuantDataManager for the Dax and not the data MT4 retrieved automatically after first connecting to the broker’s demo server?

Hey Tomas,

the problem still exists…

If you try to export data for DAX and export it to MT4 there seems to be a conflict/mismatch in the naming convention for the symbol.

MT4 log:

TestGenerator: no history data ‘DEU.IDX1’ from 2023.05.01 to 2023.05.02

Looking inside the history folder on MT4 the original .hst files for the symbol created my MT4 (before running the export) are named different too.

It would be nice if that could be fixed.

regards,

Roman

The forum needs an update too 🙂 Can’t attach two files at once for one post…

Hi Roman,

which broker’s MT do you export into? I can test

tomas262 wrote:

Hi Roman, which broker’s MT do you export into? I can test

Hi Tomas,

the server is: Dukascopy-demo-1

The history file created by MT4 for opening a H1 chart is “DEU.IDX60.hst”. Quant Data Manager is exporting it as “DEUIDXEUR60.hst”.

cheers,

Roman

Renaming the symbol name to “DAX.IDX” before the export leads to errors when the EA is trying to execute an order

DEU.IDX,M15: invalid lots amount for OrderSend function

It doesn’t seem to be an issue with the EA. Doing the same for GBP/USD works.

Please take a look at the data your tool is exporting for indices. There seems to be a lot of things wrong

I’ve used the default “Moving Average.ex4” provided by MetaQuotes.

Hey Tomas,

i found out that the properties of the symbol used during FXT export don’t match settings of the Dukascopy-demo-1 server.

So it works now. Only the default symbol name still differs from the one of Dukascopy Demo Server but i now renamed the symbol to match it before exporting it.

Now can you tell me if selecting “Every Tick” on the MT4 Strategy Tester is used when now running my backtest on MT4? As far as i understand the “Every Tick” model uses simulated ticks instead or does it then really uses the exported REAL tick data from my export in the history folder?

regards

Roman