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Major problems with Strategy Tester

  • #1
  • First Post: Sep 7, 2006 7:26pm Sep 7, 2006 7:26pm
I've got a bizarre problem occuring with Strategy Tester. I've been having problems with this function for a week or so, and have posted asking for advice (none provided). I looked into the problem further, and found out why none of my backtests work. Even if I choose a start date of say, June 1, 2006, and an end date of September 1, 2006, when I run Strategy Tester, the chosen dates are listed properly (in the brackets after "Period"), but the actual dates tested are completely out to lunch. Please see the attached testing report. You can see the dates I chose as being May-10/06 to August-4/06, yet the dates it tried to run the test on were Jan-1/1970 to Jan-1/1970. What the hell?? I try inputting different dates, and the same thing happens (though the actual dates tested can be literally anything). Sometimes the actual dates tested start with a point closer in time than the end date (i.e. it has May 1, 2006 as the start and maybe Jan1, 2006 and the ending date). Of course I'm getting no information from this shit.

PLEASE HELP. I've uninstalled my MT4 and reloaded, but I still have the same problem.

Doug
  • #2
  • Sep 7, 2006 7:28pm Sep 7, 2006 7:28pm
I know this looks bad, but I forgot to save as zip file format.
Here is the file.

Doug
Attached File(s)
File Type: zip delete.zip   1 KB | 559 downloads
  • #3
  • Sep 8, 2006 10:39pm Sep 8, 2006 10:39pm
It seems that there are a lot of experts here, except when there is a real problem. I realize this is my own problem here, but I fail to believe that I am the only one who has evey encountered this problem.

Please step up and let me know your experience if you have seen this problem before. As you can see, there is a problem with the date selection in strategy tester. There must be something that can be done.

Thanks

Doug
  • #4
  • Sep 12, 2006 8:28pm Sep 12, 2006 8:28pm
I find it absolutely incredible that NOBODY in this massive site has EVER had the same problem I'm having. I'm freaking incredulous. I've downloaded the alpari dataset - nothing, no help. I've uninstalled my MT4 and redownloaded and reinstalled THREE times - no help. I've #$&* purchased a new computer in case my old bucket of bolts had some friggin memory issues- NOTHING, NO CHANGE. I've opened several new demo accounts thinking it was something with my account - guess what? NOTHING.

Basically, I've been destined in this life to eat the crap provided by everyone else and not being able to verify anything in backtests. I'm starting to lean towards tradebolt or another platform. This sucks.

By the way, in addition to getting ZERO ticks used in my useless backtesting, I also get the following messages in my journal. Note, I even used the basic MACD generic model.

2006.09.12 20:59:35 MACD Sample: no data for testing
2006.09.12 20:59:35 TestGenerator: error reading file for 'EURUSD5'
2006.09.12 20:59:20 TestGenerator: no history data 'EURUSD5'
2006.09.12 20:59:11 TestGenerator: no history data 'EURUSD1'
2006.09.12 20:59:03 MACD Sample inputs: TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26;

The "Funny" thing about the "no history data" bullsh*t, is that I can scroll back to 1994 on the EURUSD chart!!! If I have no data, then MT4 must be drawing lines with crayons and blood smears!!! There is OBVIOUSLY something wrong, and probably something simple. The real kicker here is that nobody at my broker (FXDD) even has a clue! One of the guys from the tech team didn't even know what StrategyTester was!! Imagine that. You can bet that he didn't offer anything useful. I believe his advice was to try again, or something equally useless. Metaquotes hasn't responded either, so what the hell.

Doug

  • #5
  • Sep 12, 2006 8:40pm Sep 12, 2006 8:40pm
What are the maximum bars in history and max bars in charts settings in the tools/options/charts tab? Maybe increasing these may help.
  • #6
  • Sep 12, 2006 9:11pm Sep 12, 2006 9:11pm
I have also found the strategy tester fairly unreliable....translate that to useless........
Same Whore .... Different Dress
  • #7
  • Sep 12, 2006 10:07pm Sep 12, 2006 10:07pm
Richx7,

Thanks for replying, but unfortunately I've looked into this, and it's not the problem. I followed the advice of this forum on another thread, and set max bars to 9999999. This returns the maximum number of bars possible. As I indicated, I can scroll back a long way - its just that I get few or no bars in StrategyTester.

Johnedoe,

I do feel that when it used to work for me, StrategyTester would provide some value. That being said, it looks like forward testing is the only option

I don't mean to rant like in the previous posts, but it just seems bizarre that this is happening. I wish there was someone in the Ottawa area that could come over and look at my system. Keep in mind, I've been using MT4 (and previously MT3) for a while, so it's not a case of some idiot not following directions. There's obviously something corrupt, some setting off, or something I can't imagine that is causing this.

Thanks for your input both of you.

Doug
  • #8
  • Sep 13, 2006 4:56am Sep 13, 2006 4:56am
Quoting dcraig
I find it absolutely incredible that NOBODY in this massive site has EVER had the same problem I'm having. I'm freaking incredulous. I've downloaded the alpari dataset - nothing, no help. I've uninstalled my MT4 and redownloaded and reinstalled THREE times - no help. I've #$&* purchased a new computer in case my old bucket of bolts had some friggin memory issues- NOTHING, NO CHANGE. I've opened several new demo accounts thinking it was something with my account - guess what? NOTHING.

Basically, I've been destined in this life to eat the crap provided by everyone else and not being able to verify anything in backtests. I'm starting to lean towards tradebolt or another platform. This sucks.

By the way, in addition to getting ZERO ticks used in my useless backtesting, I also get the following messages in my journal. Note, I even used the basic MACD generic model.

2006.09.12 20:59:35 MACD Sample: no data for testing
2006.09.12 20:59:35 TestGenerator: error reading file for 'EURUSD5'
2006.09.12 20:59:20 TestGenerator: no history data 'EURUSD5'
2006.09.12 20:59:11 TestGenerator: no history data 'EURUSD1'
2006.09.12 20:59:03 MACD Sample inputs: TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26;

The "Funny" thing about the "no history data" bullsh*t, is that I can scroll back to 1994 on the EURUSD chart!!! If I have no data, then MT4 must be drawing lines with crayons and blood smears!!! There is OBVIOUSLY something wrong, and probably something simple. The real kicker here is that nobody at my broker (FXDD) even has a clue! One of the guys from the tech team didn't even know what StrategyTester was!! Imagine that. You can bet that he didn't offer anything useful. I believe his advice was to try again, or something equally useless. Metaquotes hasn't responded either, so what the hell.

Doug
first of all - when the backtestar says "no history data 'EURUSD1'" and "no history data 'EURUSD5'", then i suppose there is no 1 minute and 5 minute data for the period that you try to test - it is probable, that you are making some mistake somewhere. you either are trying to run the test using wrong start/stop date, or you did not properly imported the alpari one minute data history.
second - if you can go back into 1994, then you are for sure not doing that on the alpari data, because alpari one minute data goes only back to 2004.

i suggest you search for the error in your data import or usage of the imported data

cheers

RoBiK
I'm not insane; my mother had me tested.
  • #9
  • Sep 14, 2006 7:37pm Sep 14, 2006 7:37pm
Hi RoBiK,

Thanks for the suggestions. I'll try again to see what I could be doing wrong with setting the dates for the backtest, however it is pretty simple ... only two settings (start and finish). I've attached screenshots of my SETTINGS for a simple MACD EA, as well as the RESULTS Page, and a shot of the StrategyTester complete results summary. Note that in this test, I set the testing period as August 1 to September 1, 2006 (as shown). Next, look at the RESULTS page ... you'll see only 1950 ticks used, and 1025 bars when using the 30M timeframe. Yet, when you look at the Results summary, while it is shown that my settings were as indicated above, the actual time frame used in the test is from August 14 at 16:00 hours through September 13th at 04:00 hours. What the hell?

Thanks again for any input.

Doug
Attached Images
Attached File(s)
File Type: zip Strategy Tester MACD Sample.zip   2 KB | 541 downloads
  • #10
  • Sep 15, 2006 5:53am Sep 15, 2006 5:53am
Quoting dcraig
Hi RoBiK,

Thanks for the suggestions. I'll try again to see what I could be doing wrong with setting the dates for the backtest, however it is pretty simple ... only two settings (start and finish). I've attached screenshots of my SETTINGS for a simple MACD EA, as well as the RESULTS Page, and a shot of the StrategyTester complete results summary. Note that in this test, I set the testing period as August 1 to September 1, 2006 (as shown). Next, look at the RESULTS page ... you'll see only 1950 ticks used, and 1025 bars when using the 30M timeframe. Yet, when you look at the Results summary, while it is shown that my settings were as indicated above, the actual time frame used in the test is from August 14 at 16:00 hours through September 13th at 04:00 hours. What the hell?

Thanks again for any input.

Doug
hi,

your have wrong setting in the modeling quality tlistbox, use "every tick" instead of "open prices only". with "open prices only" the backtesting is pretty useless for most cases. that's the reason, why you have so low modeled tics count and your modeling quality is "n/a". why the testing is working on wrong dates i can not say... just try to check the "Recalculate" checbox and set the right modelling method, maybe it will help.

cheers
RoBiK
I'm not insane; my mother had me tested.
  • #11
  • Sep 16, 2006 8:19am Sep 16, 2006 8:19am
Hi RoBiK,

I made an error as you mentioned when I made the images attached earlier. I have the same problem when I use "every tick" method. Still, as can be seen from the trading summary, there is a discrepency between the dates I picked, and those tested. Something is amiss.

Finally, Metaquotes has asked for screen shots, so maybe they can figure this things out. I'll post anything that works.

Thanks for your time everyone.
Doug
  • #12
  • Sep 18, 2006 12:10pm Sep 18, 2006 12:10pm
Well, after uninstalling and reinstalling the FXDD MT4 platform several times with no success, adjusting the "bars in history" with no success, and downloading the alpari dataset into the platform with no success, I went with another broker.

I chose North Finance, and everything worked well the first time I installed it. I downloaded the alpari dateset, and it then worked better. I still find it odd that nobody has ever had this problem, and stranger still that FXDD not only couldn't fix it, but rather the tech from the "tech team" didn't even know what strategy tester was.

Thanks for all of your responses.

Doug
  • #13
  • Sep 20, 2006 10:46am Sep 20, 2006 10:46am
Hi Dcraig,

I'm getting the same problem. Just downloaded MT4 today to see what it is like. I'm trying to figure out this Strategy Tester, too. No matter what dates I put in, its not using the proper time frames... I'm a little irritated too.

GirlFlyer
  • #14
  • Oct 1, 2022 7:47am Oct 1, 2022 7:47am
Hi, i have this problem with the strategy tester, i can't change the speed of the test the speed bar where i can control it does not appear in my strategy tester so when i run a test with the daily time frime it takes days, i tried to download mt4 from many borkers and still i don't have the bar to control the speed of test.

plz if someone knows whats the problem or if it have some thing to do with my IP adress ( Moroccan IP) tell me.
  • #15
  • Oct 1, 2022 4:07pm Oct 1, 2022 4:07pm
Try making the tester window bigger your window is probably not high enough so the speed control is not showing.
Trade what you see not what you hope
  • #16
  • Last Post: May 15, 2023 3:45am May 15, 2023 3:45am
Hello every one

I'm trying to test an EA by MT4 strategy Tester, but it repeatedly shows messages as below:

2023.05.15 12:56:34.255 TestGenerator: unmatched data error (volume limit 31 at 2022.09.06 17:35 exceeded)
2023.05.15 12:56:34.255 TestGenerator: unmatched data error (volume limit 31 at 2022.09.06 17:35 exceeded)
2023.05.15 12:56:34.257 TestGenerator: unmatched data error (volume limit 70 at 2022.09.11 18:20 exceeded)
2023.05.15 12:56:34.301 TestGenerator: unmatched data error (volume limit 52 at 2022.11.15 18:45 exceeded)
or
2023.05.15 12:56:34.256 TestGenerator: unmatched data error (high value 1.00081 at 2022.09.07 17:30 is not reached from the least timeframe, high price 1.00077 mismatches)

and at the end

2023.05.15 12:56:34.422 TestGenerator: 562 generating errors, logged 100 first error records

So, it doesn't create any result, graph or report!!
Can anyone tell me what is going wriong with it?
The data is not correct?

thanks in advance
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