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Old 2008-10-09, 11:50 AM   #8 (permalink)
BarrowBoy
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Posts: 43

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In spite of the Model being set to 'every tick' it isnt!
It is an extremely good approximation, even at M1 level
So... when the data for timeframes >M1 is regenerated for a backtest or optimization, occasional errors occur in reading or writing to disk, the error reveals a mismatch between your M1 data and tested timeframe.
The error can be in a 'new' incoming tick where OHLC data is wrong or where the volume numbers on the lower timeframe, when added up, don't match the volume numbers of the higher timeframe.
You may find a different date range is OK, or it may fix itself if a test for another EA/pair is doen & the original test redone.
If the results are in reasonable sync with expected, I wouldnt worry about it - especially if 'Modelling Quality' on a back-test is 90%-ish
Just keep in mind that any back-test is an approximation - especially for EA's that open mid-bar
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