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	<title type="html"><![CDATA[Forex Software — Implementation of 99% Backtest data from dukascopy]]></title>
	<link rel="self" href="https://forexsb.com/forum/feed/atom/topic/7759/" />
	<updated>2019-06-05T07:32:40Z</updated>
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	<id>https://forexsb.com/forum/topic/7759/implementation-of-99-backtest-data-from-dukascopy/</id>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55809/#p55809" />
			<content type="html"><![CDATA[<p>Thank you for your pointers footon and rantampla, I will go and work on my workflow.</p>]]></content>
			<author>
				<name><![CDATA[Simon]]></name>
				<uri>https://forexsb.com/forum/user/9207/</uri>
			</author>
			<updated>2019-06-05T07:32:40Z</updated>
			<id>https://forexsb.com/forum/post/55809/#p55809</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55805/#p55805" />
			<content type="html"><![CDATA[<p>20k is arbitrary, each to their own, some use 20k for re-opt to achieve stable results, some use a lot less, some more;&nbsp; 20k is just for illustration purposes.</p><p>About checking data. Well, I first check visually, usually my gaps are in days, so when zoomed out I can spot them easily. After that I use FSB, it shows stats in the History Center and when data is troublesome, it usually complains about gaps and missing data.</p>]]></content>
			<author>
				<name><![CDATA[footon]]></name>
				<uri>https://forexsb.com/forum/user/1242/</uri>
			</author>
			<updated>2019-06-04T19:17:56Z</updated>
			<id>https://forexsb.com/forum/post/55805/#p55805</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55804/#p55804" />
			<content type="html"><![CDATA[<p>I also tried a lot of variations.<br />The most effective for me after a long time now is the following:<br />I have acquired tickstory data to develop the strategies. Then I take the time and test, as Footon says, the last xx data bars with my broker data. The strategies left over then, using me, with relatively good success. Of course, this does not protect you from market changes. I ALSO USE THE WEEKEND IF I ALWAYS OPTIMIZE OR HAVE SLEYTUS TO CALIBRATE AND TO EXCHANGE.<br />I wish you success <img src="https://forexsb.com/forum/img/smilies/smile.png" width="15" height="15" alt="smile" /></p><p>P.S .: My special project, which I show here in the forum again and again, has nothing to do with it.</p>]]></content>
			<author>
				<name><![CDATA[rantampla]]></name>
				<uri>https://forexsb.com/forum/user/9800/</uri>
			</author>
			<updated>2019-06-04T16:23:22Z</updated>
			<id>https://forexsb.com/forum/post/55804/#p55804</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55803/#p55803" />
			<content type="html"><![CDATA[<p>Hi Footon,</p><p>Thanks for your reply, and taking time to explain it a bit - I like the idea of testing strats on different data sets.</p><p>Something that I struggle with is being sure that the broker data is consistent, that it is free from gaps, comma’s in the right places etc, can you suggest the most efficient and accurate way to check that it is reliable?</p><p>When you say optimising on the last 20k bars at the weekend, do you mean adding the latest 20k bars to the data you already have? A week of M1 bars is 7,200 (+ sunday bars), so obv you wouldn’t have 20k M1 bars after a week?</p><p>I do have broker data going back to Jan 19, but as mentioned I’m not convinced it’s intact, most of the time I run strats that look good in EA Studio on the MT4 strategy tester, the results are awful. I would love to confirm that the broker data I have is ok, then perhaps I could get past the first hurdle at last!</p>]]></content>
			<author>
				<name><![CDATA[Simon]]></name>
				<uri>https://forexsb.com/forum/user/9207/</uri>
			</author>
			<updated>2019-06-04T15:48:07Z</updated>
			<id>https://forexsb.com/forum/post/55803/#p55803</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55800/#p55800" />
			<content type="html"><![CDATA[<p>It will work properly but it will behave differently, performance will be altered and that will be defined by the extent of difference between your data sets. I think basic quantification of data differences is doable, whether it will help to go forward and find a solution is another story.</p><p>Basically if you plan to employ (regular) optimization and you have successfully accumulated the amount of data you plan to run optimization on, then it is just a matter of running your strats on the broker&#039;s data in the optimizer and then go live with them.</p><p>Let me explain further if I don&#039;t make sense: for example, you develop the strats on 50k duka data and you plan to re-optimize your strats every weekend on the latest 20k bars. So, assuming you have got the latest 20k bars from your broker, you put your newly developed strats on that 20k newest bars from your broker and optimize them. Then your strats should be adapted in the best possible way to your broker&#039;s data.</p><p>If you don&#039;t use this kind of re-optimization workflow and/or you don&#039;t have enough new data from your broker, then there&#039;s not much else you can do unfortunately. If backtest data characteristics are similar to your broker&#039;s data, then it should be ok. If your strats are really good, then slight offset in the nature of data should not have a pronounced effect.</p><p>Come to think of it, maybe you can acquire like 3 sets of data from different sources and pick only those strats, which perform well over all 3 data sets. That will theoretically give you strats, which should be more immune to slight data discrepancies.</p>]]></content>
			<author>
				<name><![CDATA[footon]]></name>
				<uri>https://forexsb.com/forum/user/1242/</uri>
			</author>
			<updated>2019-06-04T13:09:32Z</updated>
			<id>https://forexsb.com/forum/post/55800/#p55800</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55798/#p55798" />
			<content type="html"><![CDATA[<p>Hi Popov,</p><p>That’s sounds great, thanks for the work you do.</p><p>I am still unclear about the idea of using one source of data to build an EA, and then another set of data to run it on. How can the EA work properly when you do this?</p>]]></content>
			<author>
				<name><![CDATA[Simon]]></name>
				<uri>https://forexsb.com/forum/user/9207/</uri>
			</author>
			<updated>2019-06-04T11:31:42Z</updated>
			<id>https://forexsb.com/forum/post/55798/#p55798</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55796/#p55796" />
			<content type="html"><![CDATA[<p>We are working on a &quot;Premium data feed&quot; service for EA Studio and later for FSB pro. It will provide quolity historical data for more than 20 pairs. </p><p>We hope the new data feed will be ready for testing in July.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2019-06-04T10:17:31Z</updated>
			<id>https://forexsb.com/forum/post/55796/#p55796</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55784/#p55784" />
			<content type="html"><![CDATA[<p>Is it reliable to use Tickstory data in place of your broker data?</p><p>Do volumes not have a part to play? I.e. different price action due to how many clients a broker has?</p><p>I am experiencing frustration with collecting data from my broker - I have a VPS for that purpose, but problems happen, like they shut it down for maintenance six months ago, and when it comes back up online, MT4 did not reboot, so I lost six months of data. If I can avoid problems like that by using Tickstory data instead, I&#039;m all ears, but only if the data is compatible with my broker...</p>]]></content>
			<author>
				<name><![CDATA[Simon]]></name>
				<uri>https://forexsb.com/forum/user/9207/</uri>
			</author>
			<updated>2019-06-03T12:49:41Z</updated>
			<id>https://forexsb.com/forum/post/55784/#p55784</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55009/#p55009" />
			<content type="html"><![CDATA[<div class="quotebox"><cite>tonyD wrote:</cite><blockquote><div class="quotebox"><cite>rantampla wrote:</cite><blockquote><p>You can use Tickstory to export the data to your MT4. And with Popov&#039;s tool then download the data for EA Studio down there.</p></blockquote></div><p>There&#039;s an import limit of 200,000 bars.</p><p>I managed to get tickstory data into mt4. It was more straightforward than I thought.</p></blockquote></div><br /><p>When you a registered User, then you can the Limit set to 500k</p>]]></content>
			<author>
				<name><![CDATA[rantampla]]></name>
				<uri>https://forexsb.com/forum/user/9800/</uri>
			</author>
			<updated>2019-04-07T16:19:17Z</updated>
			<id>https://forexsb.com/forum/post/55009/#p55009</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55008/#p55008" />
			<content type="html"><![CDATA[<div class="quotebox"><cite>rantampla wrote:</cite><blockquote><p>You can use Tickstory to export the data to your MT4. And with Popov&#039;s tool then download the data for EA Studio down there.</p></blockquote></div><p>There&#039;s an import limit of 200,000 bars.</p><p>I managed to get tickstory data into mt4. It was more straightforward than I thought.</p>]]></content>
			<author>
				<name><![CDATA[tonyD]]></name>
				<uri>https://forexsb.com/forum/user/11178/</uri>
			</author>
			<updated>2019-04-07T13:38:21Z</updated>
			<id>https://forexsb.com/forum/post/55008/#p55008</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55006/#p55006" />
			<content type="html"><![CDATA[<p>You can use Tickstory to export the data to your MT4. And with Popov&#039;s tool then download the data for EA Studio down there.</p>]]></content>
			<author>
				<name><![CDATA[rantampla]]></name>
				<uri>https://forexsb.com/forum/user/9800/</uri>
			</author>
			<updated>2019-04-07T10:28:53Z</updated>
			<id>https://forexsb.com/forum/post/55006/#p55006</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/55004/#p55004" />
			<content type="html"><![CDATA[<p>Can someone provide clear instructions with English screenshots. it seems to me the way to go is to open an account with Dukascopy because then I could import accurate tickstory data and be consistent with the same broker in terms of backtests. Getting data from scrolling on the charts just isn&#039;t enough. I can&#039;t go back to 2003 that way like I can with tickstory.</p><p>If I can import tickstory data into EA Studio then I will buy it because that&#039;s the only thing from holding me back right now from purchasing.</p>]]></content>
			<author>
				<name><![CDATA[tonyD]]></name>
				<uri>https://forexsb.com/forum/user/11178/</uri>
			</author>
			<updated>2019-04-07T03:21:55Z</updated>
			<id>https://forexsb.com/forum/post/55004/#p55004</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/54943/#p54943" />
			<content type="html"><![CDATA[<p>I do it as follow.</p><p>1.First you need a clean MT4 Backtest Installation. Make it as portable</p><p>So i add in my shortcut this.<br /></p><div class="codebox"><pre><code>M:\MT4Backtest\terminal.exe /portable /skipupdate</code></pre></div><p>Than you are save that the MT4 Folder will always be same.</p><p>2. You need also from your Broker an MT4 Installation.<br />For example call it MT4Live and use same extensions in the terminal shortcut /portable</p><p>3. In Tickstory you set in settings the file where tickstory will put his downloaded files.</p><p><a href="https://postimg.cc/gLVSnq2h"><span class="postimg"><img src="https://i.postimg.cc/gLVSnq2h/1.png" alt="https://i.postimg.cc/gLVSnq2h/1.png" /></span></a></p><p>4. The Next Settings like in pic for the launcher. Here the Folder of your Backtest MT4 and add here also /portable in command as in pic. Now you have done all settings to get exported data to your MT4 Backtest Terminal.</p><p><a href="https://postimg.cc/0rYcGn9M"><span class="postimg"><img src="https://i.postimg.cc/0rYcGn9M/2.png" alt="https://i.postimg.cc/0rYcGn9M/2.png" /></span></a></p><p>5. Now you need to get your Broker Forex data like digits etc. which you get a script here. Put it into the MT4LIive experts Folder. <br />And attach this to a chart. Now you will get a file called xxx.mt4config.</p><p><a href="https://postimg.cc/64VKtZsj"><span class="postimg"><img src="https://i.postimg.cc/64VKtZsj/3.png" alt="https://i.postimg.cc/64VKtZsj/3.png" /></span></a></p><p>6. In Tickstory choose your symbol right click export to mt4.</p><p><a href="https://postimg.cc/9rVRTtff"><span class="postimg"><img src="https://i.postimg.cc/9rVRTtff/4.png" alt="https://i.postimg.cc/9rVRTtff/4.png" /></span></a><br />7. On Metatrader Info you now load the mt4config file to get the symbol specifications.<br />8. Choose your Start End date and check your timezone and now its downloading. Before close your MT4Vacktest Terminal<br />9. Now when is ready exported. Click on the symbol</p><p><a href="https://postimg.cc/xcCNjGTN"><span class="postimg"><img src="https://i.postimg.cc/xcCNjGTN/5.png" alt="https://i.postimg.cc/xcCNjGTN/5.png" /></span></a></p><br /><p>Now your MT4Backtest Terminal is opening with only the Dukascopy charts in it.</p><p>10. To get this data for EA Studio download this script from eastudio<br />Once compiled you put it on your e.g exported EURUSD Chart and the script download the files, which you find in M:\MT4Backtest\MQL4\Files Folder. </p><p>Now you can upload it.</p><p>I hope it is clear.</p><p><a href="https://postimg.cc/xktSdmdq"><span class="postimg"><img src="https://i.postimg.cc/xktSdmdq/6.png" alt="https://i.postimg.cc/xktSdmdq/6.png" /></span></a></p><p>The Problem is when you use tickstory with a connected demo account than you broker will overwrite the dukascopy backtest data everytime you run the terminal. So thats why you have to use a seperate mt4 install only for backtesting without beeing connected to a broker.</p>]]></content>
			<author>
				<name><![CDATA[Roughey]]></name>
				<uri>https://forexsb.com/forum/user/10939/</uri>
			</author>
			<updated>2019-04-01T17:06:58Z</updated>
			<id>https://forexsb.com/forum/post/54943/#p54943</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/54938/#p54938" />
			<content type="html"><![CDATA[<div class="quotebox"><cite>Roughey wrote:</cite><blockquote><div class="quotebox"><cite>tonyD wrote:</cite><blockquote><p>I&#039;m just two days into evaluating EA Studio and I&#039;m hooked!</p><p>You can export data from tickstory so is there any way I can import tickstory dukascopy data into EA Studio?</p></blockquote></div><p>Yes you have to export to mt4 with Tickstory. Than you open mt4 with Tickstory. Than open the chart and you will see the chart of exported Data. Now you put the eastudio Script into chart..this files you find in mql folder and you upload to eastudio.</p></blockquote></div><p>You can only export from tickstory in MT5 format, not MT4 as a CSV file. It won&#039;t import into mt4 history center. You can select the tick data from tickstory from within the strategy tester of mt4 and I see there are options in the settings to save the FXT file and the HST files when running a back test. Is that how it&#039;s done I&#039;m confused.</p>]]></content>
			<author>
				<name><![CDATA[tonyD]]></name>
				<uri>https://forexsb.com/forum/user/11178/</uri>
			</author>
			<updated>2019-04-01T11:02:09Z</updated>
			<id>https://forexsb.com/forum/post/54938/#p54938</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Implementation of 99% Backtest data from dukascopy]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/54920/#p54920" />
			<content type="html"><![CDATA[<div class="quotebox"><cite>tonyD wrote:</cite><blockquote><p>I&#039;m just two days into evaluating EA Studio and I&#039;m hooked!</p><p>You can export data from tickstory so is there any way I can import tickstory dukascopy data into EA Studio?</p></blockquote></div><p>Yes you have to export to mt4 with Tickstory. Than you open mt4 with Tickstory. Than open the chart and you will see the chart of exported Data. Now you put the eastudio Script into chart..this files you find in mql folder and you upload to eastudio.</p>]]></content>
			<author>
				<name><![CDATA[Roughey]]></name>
				<uri>https://forexsb.com/forum/user/10939/</uri>
			</author>
			<updated>2019-03-31T11:42:24Z</updated>
			<id>https://forexsb.com/forum/post/54920/#p54920</id>
		</entry>
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