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  1. #1
    michel1954 is offline Junior Member
    Join Date
    Aug 2011
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    Default MetaTrader Historical Data Quality

    I have been running the same MQL4 program on the same historical data and getting different results. While the data is supposed to be historical, I am under the impression that there is some randomness built in. Since I am trying to tweak a trading model by slight changes to the parameters I am having a very hard time comparing results.

  2. #2
    forex5x is offline Junior Member
    Join Date
    Dec 2003
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    1

    Default

    I believe that as you do a back test the process looks at the current spread so as you take different runs you are getting slightly different results. Maddening really. We work to keep the variables down to get the most accurate test. Maybe it is a good thing as it gives you different forces and you will meet them in the market anyway.

  3. #3
    michel1954 is offline Junior Member
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    Aug 2011
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    Default

    I agree that the variations can be helpful for backtesting, but it's quite a surprise when I first realized it!



  4. #4
    Serg is offline Junior Member
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    Sep 2011
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    3

    Default

    Quote Originally Posted by michel1954 View Post
    I agree that the variations can be helpful for backtesting, but it's quite a surprise when I first realized it!


    If you need high quality test in MT4 with 99% modeling data, reed this article.

    To get already dowload tick data from DucasCopy read this article.

    Glad to help you.

  5. #5
    michel1954 is offline Junior Member
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    Aug 2011
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    Default

    thanks for the great help and I will be using the information.

  6. #6
    fxmaster is offline Junior Member
    Join Date
    Dec 2011
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    11

    Default

    Hello, I can import tick, minute data and floating spread into MT4. If you're wondering how I achieved this, I can tell about this=)

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