• From: Egypt- Saudi Arabia
  • Registered: 2009-12-12
  • Posts: 968

Topic: How To validate Daily bars without enough intraday data

Hello Popov
To have a valid daily data we have to obtain 4hrs,1hr, and 30 mins data covering the same period of daily bars but in all MT4 brokers max history for 4hr data (2001) and for 1hr (2004) abd so on  so intraday data will not cover the whole daily bars

1- When the generator start to test strategy with( for example stop loss and take profit in the range of daily bar ) and (1 hr data say finished in 2004 and daily bars are until 1990) is the scanner will show all bars before 2004 as an ambiguous bars !!!!

2-in the attached pic forNZDJPY ( are the data come from generator starting from Blue Dot is more accurate then data starting from Pink Dot?)

3- where is the intra day old data in MT4 platform has gone ( i turned the maximum bar in history in MT4 to millions of bars) !!!! do they delete these data automatically or it saved and we can bring them back?

Regards
http://s4.postimage.org/ebCOr.jpg


http://s4.postimage.org/ebHNJ.jpg

  • Popov
  • Popov
  • Lead Developer
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: How To validate Daily bars without enough intraday data

1- When the generator start to test strategy with( for example stop loss and take profit in the range of daily bar ) and (1 hr data say finished in 2004 and daily bars are until 1990) is the scanner will show all bars before 2004 as an ambiguous bars !!!!

If the backtest is ambiguous for these bars, the scanner will mark them properly.

2-in the attached pic for NZDJPY ( are the data come from generator starting from Blue Dot is more accurate then data starting from Pink Dot?)

We can say that the backtest is more accurate for the bars with intrabar data. If you have ambiguous bars, you can use the "Comparator". It will show you the different balance lines depending on the interpolation methods.

3- where is the intra day old data in MT4 platform has gone ( i turned the maximum bar in history in MT4 to millions of bars) !!!! do they delete these data automatically or it saved and we can bring them back?

Probably it depends on the data server settings and is different for the different brokers. You can ask in the MT forum http://forum.mql4.com/.

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