Topic: trouble in using imported data, could someone help please?

Dear all
I have been developing a strategy that seems to work on the built-in EURUSD15 data, as follows:
_____________________________________________________________________________

Market: EURUSD 15 Minutes
Spread in pips: 3,00
Swap Long in pips: 2,00
Swap Short in pips: -2,00
Commission per lot at opening and closing in pips: 0,00
Slippage in pips: 0

Maximum open lots: 20,00
Entry lots: 1,00

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 19955
Balance: 3929 pips (49293,00 USD)
Minimum account: -33 pips (9672,00 USD)
Maximum drawdown: 169 pips (1693,00 USD)
Time in position: 36 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Does nothing
     Permanent Stop Loss - None
     Permanent Take Profit - None
     Break Even - None

[Opening Point of the Position]
     Entry Hour
     Enter the market at the specified hour
     Base price  -  Open
     Entry hour  -  7
     Entry minutes  -  30

[Opening Logic Condition]
     Momentum
     The Momentum is higher than the Level line
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  24
     Additional smoothing  -  2
     Level  -  0,0008
     Use previous bar value  -  Yes

[Opening Logic Condition]
     MACD Histogram
     The MACD histogram falls
     Smoothing method  -  Exponential
     Base price  -  Close
     Signal line method  -  Simple
     Slow MA period  -  26
     Fast MA period  -  17
     Signal line period  -  14
     Level  -  0,0000
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Stop Limit
     Exit at the Stop Loss or the Take Profit level
     Stop Loss  -  30
     Take Profit  -  205
_____________________________________________________________________________

Since the performance looks very nice (see upper half attachment ), what I would like to do now is to back-test this on a wider period data. I downloaded MetaTrader data as explained in http://forexsb.com/wiki/fsb/metatrader_data, saved it in a subfolder under the "Data" directory and changed the data directory to this subfolder. To check if the new data worked, I limited the rows in the file so to have exactly the same starting and ending times. What I obtained as Equity Curve is completely different than before, see lower half in the attachment. The only reason I can think of for that is there must be some difference in the files. Here is how they like in the first row:

built-in data:       20/08/10    09:15    1.28280    1.28323    1.28167    1.28191    764
MT4 data:           2010.08.20,09:15,1.27027,1.27034,1.26896,1.26976,620

What I show here is the same bar and even though the numbers are different I don't think this is the problem, because I plotted both files in Excel and the only difference is some time shift between the two. I am more concerned about the tabulation format, but they both look compatible, so I don't understand: there must be some trivial mistake due to my lack of experience.

In my mind the same strategy on (basically) the same data should give the same result!

Could someone help me to understand this?

Thanks a lot in advance

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Re: trouble in using imported data, could someone help please?

Time shift between data is because they are for different time zones. Your strategy uses an entry at a specific time and the time shift makes the difference. Try to adjust Entry Hour according to your time zone.
As I remember the built-in data time zone is GMT + 2 hours.

Re: trouble in using imported data, could someone help please?

Dear Popov

thank you so much for your kind and prompt reply!

I knew there had to be a silly mistake.....   roll

have a nice day

Re: trouble in using imported data, could someone help please?

You should check that you have your spread set correctly. It should be 30 with 5-digit data.

Re: trouble in using imported data, could someone help please?

SpiderMan wrote:

You should check that you have your spread set correctly. It should be 30 with 5-digit data.

Hi SpiderMan, can you explain what you mean? I am using 4-digit data and the spread is set at 3 pips i.e. 30$. Is that wrong?
thx

Re: trouble in using imported data, could someone help please?

by the way, I found one more problem .
I am trying to test the strategy on a 65000 bars data file now. FSB only takes 50000 bars. I tried to cange the parameter in the config file (<MAX_BARS>50000</MAX_BARS>) by putting 200000. (is that the absolute maximum?). But it does not work, it is stuck on 50000. Where's the mistake? I didn't find a definitive answer on the forum....

Re: trouble in using imported data, could someone help please?

Check "Maximum Number of Bars" setting in Data Horizon

Re: trouble in using imported data, could someone help please?

Popov wrote:

Check "Maximum Number of Bars" setting in Data Horizon

I have tried this, but when I click onto "accept", the software changes the number back to 50000.
So I checked the "config" file again, and I saw the <MAX_BARS>50000</MAX_BARS> had been automatically changed after I had changed the max bars to 200000. Maybe this is why I cannot change the number in Data Horizon.....  why is this happening?   sad

Re: trouble in using imported data, could someone help please?

onelot wrote:
Popov wrote:

Check "Maximum Number of Bars" setting in Data Horizon

I have tried this, but when I click onto "accept", the software changes the number back to 50000.
So I checked the "config" file again, and I saw the <MAX_BARS>50000</MAX_BARS> had been automatically changed after I had changed the max bars to 200000. Maybe this is why I cannot change the number in Data Horizon.....  why is this happening?   sad

Actually every time I close and open FSB again, the "config" file is reset to the original with 50000 maximum bars.....

Re: trouble in using imported data, could someone help please?

Close FSB, Change  <MAX_BARS>, and open FSB.
You'll be able to change Max bars up to the new config value.

Re: trouble in using imported data, could someone help please?

onelot wrote:
SpiderMan wrote:

You should check that you have your spread set correctly. It should be 30 with 5-digit data.

Hi SpiderMan, can you explain what you mean? I am using 4-digit data and the spread is set at 3 pips i.e. 30$. Is that wrong?
thx

3 pips is correct for 4-digit data. The data you are using seems to be 5-digit so the spread should be set for 30 pips.

Re: trouble in using imported data, could someone help please?

@Popov: ah, that's the trick!!!  Thank you so much, now it works!

@SpiderMan: maybe I see what you mean. So is that correct to set the spread at 30 pips and the digits in the "Instrument Editor" at 5? That should be the same also for the built-in data, if I am not wrong. Thank you.

Re: trouble in using imported data, could someone help please?

onelot wrote:

@SpiderMan: maybe I see what you mean. So is that correct to set the spread at 30 pips and the digits in the "Instrument Editor" at 5? That should be the same also for the built-in data, if I am not wrong. Thank you.

Yes, that is correct.