MT4 exported FXT data issue for CFD (DEUIDXEUR -> GER30)
I couldn't backtest DEUIDXEUR (GER30) strategy on
MT4 through the SQX's "Export to MT4 (FXT & HST) function.
The data was exported and available in MT4, but during the backtest, it always
end with error
"tester cannot calculate prices". The export
/ backtest for other currencies are working, eg, EURUSD, GBPJPY, XAUUSD
During the export from SQX I'm already using the
mt4.properties generated by the ExportProperties script, so it's
matching my broker spec.
If I export from a diff program (eg, tickstory to MT4,
the strategy I have can backtest without any issue, so it should be issue related to the FXT export settings itself.
This is also happening on the new version build 123
Please let me know if you require any further info.
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Refused
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Priority Normal
History
Tomas Brynda
02.09.2019 13:45Description changed:
I couldn't backtest DEUIDXEUR (GER30) strategy on
MT4 through the SQX's "Export to MT4 (FXT & HST) function.
The data was exported and available in MT4, but during the backtest, it always
end with error
"tester cannot calculate prices". The export
/ backtest for other currencies are working, eg, EURUSD, GBPJPY, XAUUSD
During the export from SQX I'm already using the
mt4.properties generated by the ExportProperties script, so it's
matching my broker spec.
If I export from a diff program (eg, tickstory to MT4,
the strategy I have can backtest without any issue, so it should be issue related to the FXT export settings itself.
This is also happening on the new version build 123
Please let me know if you require any further info.
Status changed from New to Waiting for information
Simon
02.09.2019 14:23Hi Tomas,
Thanks for your quick reply.
I have tried changing the tester currency to AUD, USD, EUR, GBP, and they all return the same error.
Regards,
Simon
Simon
05.09.2019 01:15Attachment GER30_SQX_using_GER_as_currency.jpg added
Attachment GER30_SQX_buy_example_using_GER_as_currency.jpg added
Hi Tomas/Mark,
I managed to get it running by changing the currency to GER (which doesn't exist i believe).
However, the buy/sell order profit/loss are all in the decimals (very tiny, compared to large lot size). I know the strategy works on the demo/real account as i have used it, so i suspect it's an issue with the FXT exported with incorrect Base currency?
Is there some settings that we can change to make the FXT export with specific base currency, eg EUR?
Have attached the settings used, and the resultant small TP against large lot size.
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please try to set the EA settings as written here https://www.mql5.com/en/forum/154449 and let me know if it helped.
Best regards,
Tomas