2010.05.27 13:16:21 TestGenerator: unmatched data error (volume limit 1547 at 2010.05.19 18:00 exceeded)

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eliteeservices 2010.05.27 21:26
 
2010.05.27 13:16:21 TestGenerator: unmatched data error (volume limit 1547 at 2010.05.19 18:00 exceeded)


This is a common error in the tester, I'd like to see what the mql4.com community says about this - there are ways a strategy can create this by having too large lot size, but is there anything with the tester or data that could cause this due to some parameter in the strategy that would NOT be a mistaken lot size ? ( such as an error in the data or tester) ?

Tracking this thread at eesfx.com http://eesfx.com/portal/ees-fx/forum/27-testing-and-optimization/78-drsct-152-test-error-on-eurusd-forexcom-#78

 
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gordon 2010.05.28 07:31 #
 
eliteeservices:
2010.05.27 13:16:21 TestGenerator: unmatched data error (volume limit 1547 at 2010.05.19 18:00 exceeded)


This is a common error in the tester, I'd like to see what the mql4.com community says about this - there are ways a strategy can create this by having too large lot size, but is there anything with the tester or data that could cause this due to some parameter in the strategy that would NOT be a mistaken lot size ? ( such as an error in the data or tester) ?

This has nothing to do with lot size or the strategy. It's the same as all 'unmatched data errors', only in this case the volume is unmatched (usually O/C/H/L are unmatched). It means the tester is using data from a lower timeframe to test the EA on a larger timeframe, but the volume in the larger timeframe is not the sum of volumes of the lower timeframes... Hence - unmatched data error - this is literally the problem.


To solve this problem, build all larger timeframes from M1 data using the standard period_converter script. Please search for more info (this error and it's solution have been discussed many times).

 
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eliteeservices 2010.06.02 07:59 #
 
The strategy does not use timeframes, it trades off price only. Trading it on 1h is same as 5m.
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gordon 2010.06.02 12:36 #
 
eliteeservices:
The strategy does not use timeframes, it trades off price only. Trading it on 1h is same as 5m.
In that case, go ahead and choose M1 in the tester and the error should magically disappear (unless I am wrong). You can ignore the 'Modeling Quality', since it's irrelevant to your case. The tick stream will be almost identical regardless of the chosen timeframe.
 
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1005phillip 2010.06.02 17:26 #
 
eliteeservices:
The strategy does not use timeframes, it trades off price only. Trading it on 1h is same as 5m.

It matters to the backtester though which must create a synthetic history of ticks, and to do this it needs to know how many ticks occurred within any given timeframe. In MT4 this info is captured by the volume metric (although volume and tick does not necessarily mean price changed that tick).

When strategy tester adds up the volume reported by all the 5m candles spanning an hour it will check to make sure that the corresponding H1 candle has the same volume. If it does not match then it reports the discrepancy. The source of the volume mismatch is your broker since they control the volume info that is pushed to your MT4 installation in hardcoded fashion.

The only solution is to over-write the hst candle data with re-created candle data using the lowest available timeframe data (typically one uses the M1 data) using the period converter script as that programmatically enforces that the volume sums are conserved.

Alternatively, as gordon spells it out, if your EA can be ran on M1 backtesting then do that and the volume errors will not be reported (the volume mismatches still exist, but are irrelevant to strategy tester when strategy tester is operating in M1 mode).

I'll just repeat...since your broker decides what the volume number is going to be for each candle - be it a M5 or and H4 - explicitly in hardcoded fashion it is your broker who is sending you data that doesn't match up volume-wise. Has nothing to do with MT4 platform on the client-side, the client-side is just letting you know your data are not self-consistent.
 
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Rodorush 2012.04.11 03:16 #
 
Hello, try to press F2 on Terminal and click at Download button on the History Center window. Worked for me.
 
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Radiologyandrew 2012.09.14 01:29 #
 
Worked just fine, thx!
Rodorush:
Hello, try to press F2 on Terminal and click at Download button on the History Center window. Worked for me.

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ForexTaurus 2015.01.19 02:30 #
 
Recently I have been getting the same issue... for the life of me I couldn't figure it out....  I then took a working EA and changed it, it was fine. So I started comparing the two EAs and low and behold I found the issue.  For some reason I had #property show_inputs in the broken EA.  Not sure how it got there.... in any event, all I did is remove that #property and the EA was fine and no more unmatched data errors.  
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