Imported Forex data

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Imported Forex data

Postby marco » Wed Sep 23, 2015 3:53 pm

I have imported forex data from MT4 into Stratasearch but get funny results. As an example according to the detailed analysis page a long trade for AUDUSD entered at 0.5709 and exited at 0.5694 results in a loss of 5.25% instead of 0.26%. I guess I have to set some multiplier somewhere but I cannot find where that should be. The pointVal column in detailed analysis shows a value of 10000. I did notice that the trades have 4 digits while the prices of the imported file have 5. Minimum tick size is set at 0.00001, base currency USD, quote currency AUD.

Can you help me out?
marco
 
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Joined: Mon May 27, 2013 6:15 pm

Re: Imported Forex data

Postby Overload » Wed Sep 23, 2015 7:05 pm

There are actually 2 sets of settings for forex. It sounds like you've already found the first, which are the individual symbol settings. Those are found when updating a symbol from the Setups > Price and Symbol Setups menu, if the Product is set for "Forex".

The other set of settings is for all forex symbols combined. Those can be found on the Setups > Trade Settings menu, Trade Amounts tab, and clicking on the "Forex" product settings. I'm guessing that the margin setting there may be part of what needs to be adjusted for you.

Also, you're right that it is possible to import and process up to 5 decimal positions for prices, but a variable decimal position has not been added to the Detailed Analysis. The entry and exit prices in the Detailed Analysis are hardcoded at 4, and that cannot be changed.

Pete
Overload
 
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Re: Imported Forex data

Postby marco » Thu Sep 24, 2015 6:11 pm

Thanks Pete, margin was indeed the issue. After setting that value to 100 % I get the right percentage numbers for the trades.

I'm a little unsure about another setting: In trade settings I have my symbol layout set to BBBQQQ1440 as that is how MT4 exports the files. This should be right for a pair like USDCAD, but is this also correct for EURUSD?

And one more issue I have is with volume: MT4 does provide volume data but this is actually the number of price changes in the period. What if I do not import the volume column and run a oneclick strategy, will Stratasearch still check all volumebased indicators? Or would it be a better idea to set all volume based indicators to never in the selected autosearch?
marco
 
Posts: 52
Joined: Mon May 27, 2013 6:15 pm

Re: Imported Forex data

Postby Overload » Fri Sep 25, 2015 9:39 am

I'm a little unsure about another setting: In trade settings I have my symbol layout set to BBBQQQ1440 as that is how MT4 exports the files. This should be right for a pair like USDCAD, but is this also correct for EURUSD?

The Trade Settings is the global setting, but you can override the BBB/QQQ in the Symbol Setups. You may need to check the prices and see which is correct as far as the Base and Quote currencies. Unfortunately I've seen very little standardization when it comes to currency quotes matching their symbols. Sometimes the Base and Quote currencies are reversed in the symbols and sometimes they aren't. I think the only way to know for sure is to manually verify, and change the individual symbols as needed.

And one more issue I have is with volume: MT4 does provide volume data but this is actually the number of price changes in the period. What if I do not import the volume column and run a oneclick strategy, will Stratasearch still check all volumebased indicators? Or would it be a better idea to set all volume based indicators to never in the selected autosearch?

It would be hard to know exactly which indicators use volume and which don't. There isn't a setting in the AutoSearch that specifically defines that. For example, MFI() uses volume but RSI() does not, but there is no way to know that other than digging into the formula calculations. I think your best option is to bypass the volume column during import. That way all the volume will be zero, and you can still run any indicator without the risk of random volume amounts causing a problem.

Pete
Overload
 
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Joined: Wed Nov 30, 2005 12:14 pm


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