Anyone who has ever done bektest advisers in MT4, noticed that the quality of the simulation does not rise above 90%.
The reason is that by default, the terminal uses minute bars, instead of tick data.And if the adviser Scalping (take-profit points 3-15), or use a small trailing stop, as the simulation difference can greatly change the test result.
Bektest the same expert, with the same settings for the year
difference of 2000 points is obvious.
1. First of all, I recommend to install a separate Metatrader 4 terminal to a separate folder exclusively for testing strategies.
2. Next, you can use the method described below, or use alternative using Tickstory Lite program.The methods are different, the end result is the same.
3. Now we need to get the tick data.One of the few brokers, if not the only one that provides free covershenno tick history of the highest quality - Dukascopy (by the way, they are the liquidity provider to Alpari ECN-accou
1) Open a demo account for link (you can use a temporary email service 10minutemail , so as not subsequently receive spam on your main box).
2) When the post come Username and Password, be sure to rewrite them.Next, click on this link here - & gt;JFOREX DEMO START.On your computer starts small a file with the extension .jhlp.Run it (your computer must be installed Java), accept all installation conditions, then enter the username and password that we have come to the post earlier.
NOT CHANGE LANGUAGE PROGRAM !!It should remain ENGLISH !!
3) Inside the terminal Jforex click Tools- & gt; Historical Data Manager .At the bottom of the terminal box of the data manager will appear, from where we will download quotes.
In the Delimiter put comma (this is important), Data Type choose Ticks. In the lower part of the window, select a couple (you can tick apart, download quotes for multiple pairs).Select the time interval for downloading (for the first time, to save time and to make sure that you did everything right, I advise you to download a short period of a month or two for a couple).Then press
Start button. begin downloading quotes, which can take quite a long time, depending on the time period and the number of pairs.As a result, you get a .CSV-file (s), by default, it is saved in the Documents folder (accessible via Start in Windows).
4. Tick data we got, now we need to convert them into a format understandable for Metatrader, patch terminal and run bektest.
Download and unzip the scripts on the link at the end.Folder MQL4 copy the data directory in the terminal for testing (see. User scripts installation), agree to replace files with the same name.
Copy the file with the tick history (CSV file we downloaded through Dukascopy) in the expert / files folder.It is advisable to rename it the name of the currency pair - for example GBPUSD.csv
Start the terminal, go Service - & gt; Settings
Select Advisors tab and tick stamped as shown below.Hit OK
Otkryvaem chart of the currency pair for which we downloaded tick history, and change the timeframe chart on the right to test (for example, if you want to test an expert on the M5, it is necessary to change the timeframe to five-minute).
In the Navigator click the plus sign in front of section Scripts and drag the mouse on the chart CSV2FXT
displays the settings window:
SsvFile - if you rename a file by name SSV currency pair (type GBPUSD.csv), leave blank.If not, -vpisyvaem file name.
CreateHst - the first time put the true, the future need to include this option only if the story is loaded for longer than the previous pair.
StartDate and EndDate - marks the date of the beginning and end of the test period in YYYY.MM.DD format.If you do not fill in these fields will convert all the data available in .CSV-file.
Spread - if you do not change this setting, the formation .FXT file will be used as the spread your broker if you change - to use the value you specified.
GMTOffset - Dukascopy data originally come from GMT 0.No if you set a different value in your script, then the data will be given to the shift.
When testing the settings advisor you need to put down the GMT, which was in the script settings (default 0)
Hit OK .Now you need to wait (up to half an hour) until the script will convert the data.
5. Upon completion of the conversion process, the script prompts us to distribute the files to the proper folders terminal:
agree clicking Yes .
Note: for the next item on your computer must have Microsoft Visual C ++ 2010 (download for X86 / for X64 )
6. Download the program Tick Data Suite and install it in the root directoryterminal, for which a ready tick history.When you first start Tick Data Suite will ask for a key.The trial key is issued here.Tds.exe Run as administrator from the folder with the terminal.The program will automatically start and patch the terminal so that it can work with the tick history.
7. Open the strategy tester and proceed to testing.
P.S. I note that even at 99% bektest may give the wrong result, which was, in reality, therefore, to rely entirely on the strategy tester is not necessary.Nothing can replace a real-time test on a real account.
Download file scripts