The Mt4 dump should be EOD (OHLC just like VP uses) so that we can compare the EOD output VP uses with each of the other three providers. I was previously talking about backtesting 1 min or 5min only in the context of being sure we backtested our ...

Forward Testing Discussion Thread

I noticed that the biggest losses come from weeks such as the most recent where the chf was trending strong but all the signals were long. The low of the day was hit first and stopped out. Strong trending is the best reason not to trade. There are ...

VantagePoint discussion thread

Why don't you do a dump from January 1 to Dec 31st of 2005 and post it in both ascii formats. Then dump the actuals from the three data providers for the same period. If we have a volunteer from each provider I'll happily compile another ...

Forward Testing Discussion Thread

Does MT4 allow EOD data to be exported in ASCII? FT

Forward Testing Discussion Thread

With as much difficulty as I had with Genesis the problems were mostly with support issues. Once I finally figured out, on my own, how to get it running I had no further data problems with Genesis. Looking at the data issues only it appears so far ...

Forward Testing Discussion Thread

Rocket thanks for your help! Hope your health issue is just temporary. No need to have anything permanent. Get well, FT

Forward Testing Discussion Thread

Thanks for making that call. I think we need to find out exactly what time they use for the close of the day. How long they spend collecting data or when they start collecting or finish collecting means little or nothing. The time they use to ...

Forward Testing Discussion Thread

Yes but did you or anyone else ask the exact time they collect their numbers. If the times are different then the numbers are going to be different. If we find out the precise time and it is different then it may assist in choosing the best data ...

Forward Testing Discussion Thread

I think I have a solution. When I spoke with the guy from VP who is supposed to be looking into this but has not come back to me yet... I asked him if there was a one to one relationship between the previous days high and the predicted high etc. He ...

Forward Testing Discussion Thread

Indeed this makes some serious differences between system performance with different providers. Did anyone read the comparison spreadsheets and follow up posts from a couple weeks ago where I conveyed VP's suggestion to find the provider that most ...

Forward Testing Discussion Thread

Ok here are some ideas that I think are important: First let me provide a context. We are looking to trade the daily range in a robust way that takes advantage of the potentially lower risk entry zone where the daily excursion of price from the mean ...

VantagePoint discussion thread

If recovering it effectively means backtesting it then don't. This is a forward testing environment and I don't want any exceptions. If the data was lost because the tester was unable to provide it (was that our guy who went missing?) then it is ...

Forward Testing Discussion Thread

I agree that our findings indicate we may find it is possible to develop such a system. The markets were choppy and not particularly kind to trending systems during the last four weeks of trading but with the simplest of set and forget systems we've ...

Forward Testing Discussion Thread

Ok getting ready for the final week of testing. Thanks to all for staying the course. The average number of trading days in a month is 22. After Fridays trading we have 18 days and are looking to trade all five days next week which will give us a ...

Forward Testing Results Only

data providers — I think it is essential to know which data provider each is using. Results will be different from one to another. You guys may have privately shared what providers you are dealing with but I think it is important for each ...

VantagePoint discussion thread

The first thing to check is whether or not you are using the same data provider. FT

VantagePoint discussion thread

I've enclosed a previous post from way back because I don't think it was read. Did anyone catch the significance that when you put on a position with 2 halves and the first one is closed at the median but the second one is left on to catch another ...

Forward Testing Discussion Thread

Wow great work everyone. Thanks for posting everyone and for collating those results BB! Dr4x please call home. FT

Forward Testing Results Only

Take a look at the comparison spreadsheet with the three data providers. You'll notice that on various currencies there are data days that are provided in the output of one providers data but are missing in anothers. This is not the thing you'd ...

VantagePoint discussion thread

Thanks for your work Rocket. Now that your missing data has been replaced does VP now output history files that are complete or deficient? Thanks, FT

Forward Testing Discussion Thread