Challenges
FX Blue Data Integrity Checker - User guide
The Data Integrity Checker analyses the data being used in MT4 backtesting and reports on common problems: missing bars in the data, incorrect spikes in prices, .fxt files exceeding 2GB (which cannot be correctly processed by MT4).
1Introduction
1.1Overview
This document describes the Data Integrity Checker EA which examines the historic data in MT4, looking for issues such as gaps and price spikes.
1.2Licence
Unless otherwise specified in writing by FX Blue, this software is licensed for personal use only. You are not allowed to distribute it to other people, regardless of whether or not money is changing hands. You only have a licence to use the software if you, personally, downloaded it from our website.
The software is provided entirely at the user's risk, and you should check it thoroughly before deploying it on computers trading real money. FX Blue accepts no responsibility whatsoever for any loss of any kind caused by installation or use of the software.
2.1Installing the Data Integrity Checker
You install the EA in the usual way - i.e. simply by copying the .ex4 file into the experts directory of a MetaTrader 4 installation. If MT4 is already running then you may need to restart it to make the list of Expert Advisors in the Navigator pane update.
2.2The "Allow DLL imports" setting
In order to use the EA you need to turn on the "Allow DLL imports" setting in MT4's Tools/Options/Expert Advisors.
2.3Running a test
You carry out a test of the historic data in MT4 simply by running a strategy test of the EA. In other words:
- Open the MT4 Strategy Tester.
- Choose the Data Integrity Checker from the list of EAs.
- Choose the time period you want to test.
- Click on Start.
The EA has only one parameter which you can change: IgnoreHolesOfUptoMinutes. This determines how long a gap in the data is allowed to be before the EA flags it up as a potential problem.
When the strategy test has finished, the EA will display a textual report on screen (by opening a copy of Notepad). An example report is included in the installation package for the EA.