When running test without setting read-only permission (-R), ticks are quadrupled (FXT).
Original (whole 2014 year):
Bars in test 371463 Ticks modelled 16999067 Modelling quality n/a
After FXT rebuild:
Bars in test 368715 Ticks modelled 74312557 Modelling quality 24.99%
Example test with read-only (tick number is correct):
./scripts/run_backtest.sh -v -e MACD -y 2014 -m 1 -C -R
Bars in test 371463 Ticks modelled 16999067 Modelling quality n/a
Example test (tick number is incorrect, however it's just for 1 month):
./scripts/run_backtest.sh -v -e MACD -y 2014 -m 1 -C
Bars in test 28787 Ticks modelled 6474180 Modelling quality 24.92%
Expected behavior of the script is to not quadruple the tick data. This can be error in the FXT file which was incorrectly converted.
I believe it works correctly when you're using standard fxt tick data when created a demo account, so the data is fetched from the demo server, then I believe it's fine. Not when we're using our custom generated files.
Use read_mt_formats.py to read ticks from the file why they're quadrupled.
Possible fix can be in the converter script: convert_csv_to_mt.py where you can re-generate FXT tick data and replace the existing EURUSD0_1.fxt file. The existing files are downloaded from here. You can see here the example how to convert the files.
Please work on the dev branch. If you don't have Linux/OSX, use VM (vagrant up).
Note: There is a lot of debugging or rather troubleshooting, so this task is only for experienced users and it may be very challenging. It's good that you can have a try before in order to understand the problem, otherwise you may not complete it.
P.S. I'm happy to answer any questions, give instruction how to convert the data or help to deal with any errors with scripts, so you can focus on the task.
kenorb
commented
7 years ago
When running test without setting read-only permission (
-R), ticks are quadrupled (FXT).Original (whole 2014 year):
After FXT rebuild:
Example test with read-only (tick number is correct):
Example test (tick number is incorrect, however it's just for 1 month):
Expected behavior of the script is to not quadruple the tick data. This can be error in the FXT file which was incorrectly converted.
I believe it works correctly when you're using standard fxt tick data when created a demo account, so the data is fetched from the demo server, then I believe it's fine. Not when we're using our custom generated files.
Use
read_mt_formats.pyto read ticks from the file why they're quadrupled.Possible fix can be in the converter script:
convert_csv_to_mt.pywhere you can re-generate FXT tick data and replace the existingEURUSD0_1.fxtfile. The existing files are downloaded from here. You can see here the example how to convert the files.Please work on the
devbranch. If you don't have Linux/OSX, use VM (vagrant up).Note: There is a lot of debugging or rather troubleshooting, so this task is only for experienced users and it may be very challenging. It's good that you can have a try before in order to understand the problem, otherwise you may not complete it.
P.S. I'm happy to answer any questions, give instruction how to convert the data or help to deal with any errors with scripts, so you can focus on the task.
Estimated time: 8-16h for experienced person.