tester: tick events vs bars vs bar states

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Ovo 2016.09.06 11:44 #
 
4evermaat:

He's on vacation.  He should be releasing the beta to the public by the end of the week or early next week.

 In a nutshell, he took the entire process of downloading tick data from dukascopy (or truefx.com), converting to mt4 FXT, and streamlined it.  

 Now you just open an mt4 terminal with a regular shortcut (no separate TDS launcher), and then select 'use tick data'.  Use variable spread in the tick data settings, and select the date/time range in tester.  At start of backtest, it will auto-generate hst files and load ticks directly from database at the same or slightly better speed.  Takes 40 seconds or so of startup time for first backtest of a pair, and then afterwards the tests start immediately.

 Old way:  spend hours downloading ticks (using Tickstory/SQ TDD) generating csv files, then using csv2fxt converter script, copy the fxt files to the "tester terminal", then launching TDS to launch terminal and run backtests. 

  New way: load up ANY mt4 terminal(s), TDSv2 adds an option to 'use tick data' (widen the tester window), adjust tick settings, run the tester.  40 second delay on first run of a particular symbol, otherwise it starts .


The longest part is initially importing your existing dukascopy database into TDS tick database (50-60% better compression), which will take about 25-40 hours uninterrupted.  Birt outdid himself here.  It will be a free upgrade to all existing customers.  

Regarding your original question, it is very likely that your counts of ticks/states do not originate from MT4Terminal tester engine at all. They rather come out from the third-party application, so they might know their meaning quite better than this forum.

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249
4evermaat 2016.09.07 15:25 #
 
Ovo:

Regarding your original question, it is very likely that your counts of ticks/states do not originate from MT4Terminal tester engine at all. They rather come out from the third-party application, so they might know their meaning quite better than this forum.

Actually, the support desk provided an answer:

tick events - how many ticks have been submitted for testing.

bars - amount of bars for the selected period.

bar states - how many states of bars (in fact, ticks) were generated at all in accordance with the model.

processed in - clear time of testing.

total time - total time of testing including preporation time.


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1229
FMIC 2016.09.07 15:53 #
 
4evermaat:

Actually, the support desk provided an answer:

tick events - how many ticks have been submitted for testing.

bars - amount of bars for the selected period.

bar states - how many states of bars (in fact, ticks) were generated at all in accordance with the model.

processed in - clear time of testing.

total time - total time of testing including preporation time.

Thanks for the info! However, in that case, then OVO is correct - How can there be more Tick Events (ticks submitted for testing) than the total amount of Bar States generated or already present in the FXT file?

It could be a side-effect of TDSv2 producing the FXT on-the-fly!

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4evermaat 2016.09.08 04:20 #
 
FMIC:

Thanks for the info! However, in that case, then OVO is correct - How can there be more Tick Events (ticks submitted for testing) than the total amount of Bar States generated or already present in the FXT file?

It could be a side-effect of TDSv2 producing the FXT on-the-fly!

Back when I was using TDSv1 (where you manually generate fxt files from csv, and I always use variable/real spread), the numbers were still different.

 

You make a good question.  Will forward to support desk. 

I do wish like most product forums, that some of the developers would come out to forums and confirm/answer user inquiries. MQ is a special breed. 

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1229
FMIC 2016.09.08 04:30 #
 
4evermaat:

Back when I was using TDSv1 (where you manually generate fxt files from csv, and I always use variable/real spread), the numbers were still different.

You make a good question.  Will forward to support desk. 

I do wish like most product forums, that some of the developers would come out to forums and confirm/answer user inquiries. MQ is a special breed. 

They are supposed to be different. The question is that "Tick Events" should be less than "Bar States" but in the case you submitted, it is the other way round.

As for the developers, they probably do that for the Russian forum, but not so much so for the other languages.

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