Tick Data Suite

If you were expecting a flashy sales page, I’m sorry to disappoint you. The Tick Data Suite is geared towards individuals who are not impressed by huge colored and possibly flashing text, so all that you will read below are facts that you should know prior to purchasing your copy.

Backtesting Forex strategies is certainly one of the most efficient ways of gauging their profitability potential. I would go as far as saying it’s THE best way unless you’re in possession of very extensive forward testing results. However, with Metatrader 4 – the most popular Forex platform nowadays – backtesting is inherently flawed. Metatrader 4 does not store the actual ticks coming from the broker’s server; the best data at its disposal is data from the M1 timeframe – it only has the open, high, low, close and number of ticks for each minute. So, if it only has these for values, you might be wondering how does it produce the ticks that happened within each minute and the answer is easy: it generates fake ticks through interpolation based on the tick count for each minute. If you didn’t understand what’s the problem yet, I’ll point it out for you: the ticks generated this way are not the real ticks, they are essentially fake ticks! Not only that, but Metatrader 4 is only able to backtest your robot using the fixed spread, whereas all good brokers nowadays use variable spread! It simply uses the current spread of your broker so, for example, if you’re testing an Asian scalper robot during the day, the results will be completely misleading.

Now, if you have a strategy that deals with hundreds of pips for each trade and only closes at a stop loss or take profit, the fact that the ticks in your backtest are not the actual ticks does not really matter that much. However, if you have a scalping strategy that takes profit at 10-20 pips or if you have a strategy that follows the market closely with a trailing stop, backtesting with ticks that actually happened and with the real spread will make a world of difference.

That’s where the Tick Data Suite steps in – using it allows you to use tick data and variable spread in your Metatrader 4 backtesting to obtain an unprecedented accuracy and 99% modeling quality. Since tick data is available for free from multiple brokers, you can even test your expert advisors to see how they would perform with different data sources. By using the Tick Data Suite you can certainly perform a much better appraisal of the strategy you’re evaluating and you can gain the confidence needed to test it live. To make it even more realistic, the Tick Data Suite goes as far as offering an option that allows you to simulate slippage in backtesting.

In case you’re wondering how dramatic can the dissimilarity be, take a look at the backtests in my Fast Forex Millions article – the difference between what you get with history center data and what you get with tick data is obvious: while the EA performed very nice with history center data, it didn’t do nearly as well when backtested with tick data. For that matter, you can take a look at pretty much any of my articles that includes backtests and judge the contrast between tick data and history center data.

You’re invited to check it out yourself – a free 7 day trial is available with the full functionality of the product. All you have to do is download it, follow the other guides on this website and get started with your own 99% modeling quality backtests! I’m not going to tell you that it’s very easy, but if you’re committed to getting the best possible accuracy in your backtests I have no doubt that you will be able to summon the will to go through the process and at the end you will probably conclude that it wasn’t that hard after all. Personally, as anyone can see in my articles, I use tick data for virtually all the robots that I backtest and there’s nothing that keeps you from doing the same!

The Tick Data Suite features:

  • Allows using tick data in Metatrader 4 backtesting.
  • Allows running expert advisor optimizations using tick data.
  • Allows backtesting with real, variable spread.
  • Lifts the 4GB size limitation that Metatrader 4 has for its FXT data files, effectively allowing you to backtest the whole data range in a single go.
  • Offers the option to enable slippage in backtests.
  • Allows starting multiple Metatrader 4 copies from the same folder, letting you run multiple backtests or optimizations at the same time
  • Prevents overwriting existing FXT data files using the every tick model, so it saves a lot of time even when repeatedly backtesting the same time period with history center data.
  • Automatically detects if your data files are using variable spread or not.
  • Works great with 3rd party products such as the Walk Forward Analyzer

The Tick Data Suite is priced at $97 and includes one month of free support & updates. Once this period expires, a $10 monthly subscription is charged for continued support and updates.

Upon confirmation of your purchase, the product will be immediately available for download. The serial number that you are provided is valid on a single workstation with unlimited Metatrader 4 clients. Moving it to a different workstation (for instance, your VPS) is a seamless process, but it is worth noting that this can only be performed once every 48 hours and it deactivates your copy on any other workstations.

Full refunds can be requested and will be granted within the first 60 days from the date of the purchase, however please consider trying out the full featured Tick Data Suite trial version prior to purchasing to determine if it meets your needs.

Buy now via Clickbank

Discount offers:

  • You can have up to 5 licenses with the recurring billing of a single license. Once you’ve purchased a copy, head to the additional license page if you need more.
  • You can purchase 5 licenses for the price of 4. This 5 license package also has an associated recurring billing fee of $10, just like a single license. Click here to take advantage of this offer.

If you wish to subscribe to the Tick Data Suite newsletter to receive product news (mostly notifications when new versions are available) please use this form:

  • #625 written by Fran September 9, 2015 (8 months ago)

    I’ve used previously TDS and canceled my subscription. Do I have to re-pay $97 or can I resume my subscription paying only $10?

    • #626 written by birt September 9, 2015 (8 months ago)

      There is a $29 update, I will email you the details.

      • #627 written by Aad October 20, 2015 (7 months ago)

        Can you please sent me the details as well. I am an old customer and want to start using it again. Thanks.

        • #628 written by birt October 20, 2015 (7 months ago)

          Sent.

          • #629 written by MIU December 27, 2015 (4 months ago)

            Can you please send me too the instructions.

            • #630 written by birt December 27, 2015 (4 months ago)

              Sure, sent.

              • #631 written by Marcelo do Nascimento Moreira December 27, 2015 (4 months ago)

                Can you please send me too the instructions.

                • #632 written by birt December 28, 2015 (4 months ago)

                  Sent.

                  • #633 written by Pavel Srp January 9, 2016 (4 months ago)

                    me too 😉 thanks a lot.

                    • #634 written by Pavel Srp January 9, 2016 (4 months ago)

                      I would also like to purchase an additional licence for another PC. Please send me instructions on how to pay it.

                      Thanks!

                    • #635 written by dani January 17, 2016 (4 months ago)

                      me too 😀

                    • #636 written by birt January 17, 2016 (4 months ago)

                      sent

      • #637 written by Nick January 13, 2016 (4 months ago)

        Hi Birt, could you please also email me the details for the update?

        • #638 written by birt January 13, 2016 (4 months ago)

          Sent.

  • #639 written by MAX September 13, 2015 (8 months ago)

    My tickdata suit doesn’t run again
    it just loads and vanishes right afterwards

    • #640 written by birt September 13, 2015 (8 months ago)

      Could you please contact me with more details via email?

      What do you mean by “loads”? What do you see when it loads? Did you try a reboot? Is it perchance caused by MT4 trying to update itself (it exits as soon as it loads when it does that)?

  • #641 written by MAXWELL MATEY September 18, 2015 (8 months ago)

    Hi Birt,

    Could you take me off the $10 monthly tech support list so I am not billed that amount monthly.

    • #642 written by birt September 18, 2015 (8 months ago)

      You can do that via the Clickbank site. I will send you an email with instructions on how to do it.

      • #643 written by Gary Aitcheson April 14, 2016 (1 month ago)

        Can you send me these details as well please.
        Thanks

        • #644 written by birt April 15, 2016 (1 month ago)

          You’ve got mail.

  • #645 written by syed September 18, 2015 (8 months ago)

    I just want to pay the one time fee of $97 and dont want the $10 monthly tech support list ? so I am not billed that amount monthly. Please send the instructions for that. thanks

    • #646 written by birt September 19, 2015 (8 months ago)

      Sent you an email.

  • #647 written by Pavel Srp September 27, 2015 (7 months ago)

    Hi Birt,

    probably the same case as Fran – originally I intended to keep paying the $10 recurring fee, but due 1st billing my debit card was empty that day, and clickbank automatically (and immediately, without an option of delaying the payment just for a day or so..) canceled the recurring payment. My MT4s updated to build 880 now, and I’m told my license ain’t valid anymore and I need to upgrade it. I find it a bit unfair as I have to “upgrade” the license to the SAME TDS version (1.3.6) as I already bought, just because MQ released a new build (!?) – but you set the rules so be it… can you please send me instructions on how to proceed with the “upgrade”? Thanks a lot.

    • #648 written by birt September 28, 2015 (7 months ago)

      I sent you instructions for the update process via email.

  • #649 written by Craig November 1, 2015 (6 months ago)

    How do I transfer TDS from my old computer to my new one?

    • #650 written by birt November 2, 2015 (6 months ago)

      Simply uninstall it from the old computer and install it on the new one using the same license key. Note that this will lock it to the new computer for 48 hours during which it will no longer work on the old computer and it won’t be transferrable to another computer.

      Also, this does not work for trials.

  • #651 written by Craig November 9, 2015 (6 months ago)

    It looks like I need to get back on the service plan so that I can upgrade to the current version of MT4. Can you please forward the process to do so when you can?

    Thanks.

    • #652 written by birt November 9, 2015 (6 months ago)

      Sent you an email.

  • #653 written by Mike Challis November 16, 2015 (6 months ago)

    When I backtest using Every Tick (TDS 1.3.6) on MT4 Build 910, I only get 99.0% quality, not 99.9%

    I used CSV2FXT to produce the fxt and hst files.

    Is there something wrong?

    • #654 written by birt November 23, 2015 (6 months ago)

      It’s supposed to be 99.00, not 99.99. Nothing is wrong.

  • #655 written by Chris November 23, 2015 (6 months ago)

    Thanks for offering a trial version, it works great. Id like to purchase the full version but don’t want to pay for the monthly $10 fee. Is there a way to do that?

    • #656 written by birt November 23, 2015 (6 months ago)

      Sure thing. Simply purchase and then click the support link in the purchase email and choose “cancel”.

      Alternatively, the Additional License page gives you the option to purchase with the subscription disabled. It’s meant for people who already own a license but it works just as well as a first purchase if you don’t want the support & updates plan.

      Note that once your support plan expires (1 month is included with the purchase), you will continue to be able to run the Tick Data Suite but it will be limited in regards to the TDS version and MT4 builds you can use it with to those that were the most recent at the time of the expiration.

  • #657 written by Will November 28, 2015 (5 months ago)

    Hi Birt,

    Can you email me about the $29 update

    • #658 written by birt November 30, 2015 (5 months ago)

      Mail sent.

  • #659 written by Peter November 29, 2015 (5 months ago)

    I am with MT4 build 920, TDS 1.3.8 and CSV2FXT 0.5. Problem is that I am only getting zero Spread during backtests. No matter what spread I use in MT4 Backtester or inside CSV2FXT. Any solution on this?

    • #660 written by birt November 30, 2015 (5 months ago)

      I will look into it.

      How did you verify the spread? Did you check the difference between the ask and bid prices and print it to a log or on the chart in a visual backtest?

    • #661 written by birt November 30, 2015 (5 months ago)

      Forget my previous questions. I can confirm this is the case when using fixed spread. Thank you for reporting this problem. I would suggest backtesting with real spread until this problem is fixed (which should happen later today with a new TDS version).

    • #662 written by birt December 1, 2015 (5 months ago)

      That was a bug in TDS v1.3.8 when used in conjunction with MT4 build 920. It’s fixed in v1.3.9 which was released today. Thanks one more for pointing this out.

      • #663 written by Peter December 2, 2015 (5 months ago)

        Thx for your superfast fix 🙂

  • #664 written by Jan December 4, 2015 (5 months ago)

    Hey Birt,
    after running an update the desktop shortcuts are still no working. I need to run the TDS on all accounts again.
    Greetings,
    Jan

    • #665 written by birt December 4, 2015 (5 months ago)

      Try disabling your antivirus temporarily and starting TDS. If that doesn’t work, right click it, head to properties and enable XP compatibility mode, run it once with compatibility mode enabled, then disable compatibility mode.

    • #666 written by birt December 4, 2015 (5 months ago)

      I would also recommend checking the version of tds.exe in the properties window. If it doesn’t say 1.3.9, it’s probably an issue related to the automatic update, it can’t copy there for some reason… You should get an UAC prompt when you run it. Anyway, as an alternative you can manually copy tds.exe from Program Files (x86)\eareview\Tick Data Suite\ to replace the tds.exe from your MT4 folder(s).

  • #667 written by Qilin December 6, 2015 (5 months ago)

    Hi Birt,

    Could you take me off the $10 monthly tech support list so I am not billed that amount monthly.

    Thanks,

    • #668 written by birt December 6, 2015 (5 months ago)

      I replied to your email with instructions on how to do that yourself.

  • #669 written by Kim December 8, 2015 (5 months ago)

    Hi!

    Can you please send me the details on how to update the TDS? My TDS stopped working, and it has an error saying: You are using a Metatrader 4 build that is not supported by your current Tick Data Suite version. My MT4 build is 920

    Thanks

    • #670 written by birt December 8, 2015 (5 months ago)

      Simply download the latest version from the Downloads page and use it to upgrade your installation.

  • #671 written by Oliver December 14, 2015 (5 months ago)

    Hi,

    I am using TDS 1.4.1 on MT4 build 920. Since last update, TDS closes the terminal immediately, when I start to run a test on a FXT-file, which was directly created by Tickstory Lite (1.7.3).
    However, when I export data via Tickstory Lite into a CSV-file and then use the CSV2FXT-script to create the FXT, it works as usual.
    I also tested the FXT from Tickstory with the terminal.exe directly (without calling the tds.exe), and it works as well.

    Thanks for your help !

    • #672 written by birt December 15, 2015 (5 months ago)

      I will look into it this week but please bear in mind that CSV2FXT is the “official” mode to convert. I recommend using that until this Tickstory problem is sorted out one way or another.

  • #673 written by Peter December 18, 2015 (5 months ago)

    Hi,

    seems MT4 940 broke fixed spread again with TDS 1.4.1
    could you check?

    • #674 written by birt December 18, 2015 (5 months ago)

      MT4 build 940 broke fixed spread, TDS or no TDS. It’s a bug in MT4, not in TDS.

      • #675 written by Peter December 18, 2015 (5 months ago)

        Haha … awesome. Would not have guessed that. Sorry for having suscpected TDS 😉

        • #676 written by birt December 18, 2015 (5 months ago)

          No problem at all. If it makes you feel any better I spent over three hours trying to figure out what’s wrong with TDS before it occurred to me it might be an MT4 bug (which it was).

  • #677 written by Joseh December 19, 2015 (5 months ago)

    Hello,

    Now that I am done with my trial, how do I get my tickstory to work again like it did prior to installing TDS? I can no longer start my MT4 using tickstory without getting your error to buy a license cause my trail is expired.

    Thank you

    • #678 written by birt December 19, 2015 (5 months ago)

      Delete tds.exe from your MT4 folder. Good point, though, I’ll need to implement a better uninstalling mechanism.

  • #679 written by Sara December 27, 2015 (4 months ago)

    simulate slippage of action is wrong.
    as put the order sell stop at 1.09110,
    but when bid walked at 1.09117, the order has done.
    More frightening is that, the order traded at 1.09117.
    Pls fix this.

    • #680 written by birt December 28, 2015 (4 months ago)

      There’s nothing wrong with that. You can configure whether you want limit and stop orders to have slippage.

      • #681 written by Sara December 28, 2015 (4 months ago)

        I do not understand such an obvious mistake, you say no errors.
        Negative slippage is right,
        Positive value, slippage is in reality impossible.
        The same phenomenon is also SL and TP processing.
        The above example, when Bid no less than a specified value,
        The order can never be traded in reality.

        Such a major bug, how can you say normally.
        If you disable slide point, negative slippage will disappear.

        • #682 written by birt December 28, 2015 (4 months ago)

          Clearly, you do not have a lot of Forex experience or at least not with honest brokers. Such situations can happen, I suggest doing some reading on how stop orders typically work – they become market orders when the market price reaches the order price. As for negative slippage, with a true STP broker, slippage is positive about 50% of the time.

          Furthermore, like I said before, all this behavior is configurable. There is no “major bug”. It is actually a rather elaborate feature. Simply run TDS Configuration and disable positive slippage completely if that is your wish. You can also disable slippage for limit orders, for stop orders and for SL/TP individually.

  • #683 written by Sara December 27, 2015 (4 months ago)

    I review the logs,
    Above slippage is “TDS: Slippage opening panding order#***: 0.7”
    This is unlikely to happen in reality.
    I also saw some of the negative values. That’s right.
    Reality slippage would have a negative 0.7.

    • #684 written by birt December 28, 2015 (4 months ago)

      Nothing wrong with this either. You can configure the amount of positive and negative slippage separately and also the chance for the slippage to be favorable or not.

  • #685 written by Eric December 30, 2015 (4 months ago)

    Is tick data suite working with metatrader 9.50?

    • #686 written by birt December 30, 2015 (4 months ago)

      If you are talking about MT4 build 950, then yes, it is. The compatibility is always updated on the downloads page.

  • #687 written by Ang January 4, 2016 (4 months ago)

    installed the trial version and does work on backtesting using MT4 strategy tester build 950.
    Only thing is whenever i startup the application by double clicking on the desktop shortcut a pop up displays “Problem encountered while applying patch”.
    Did it install correctly?

    • #688 written by birt January 4, 2016 (4 months ago)

      I believe it did install correctly but there is a problem there. It doesn’t work fine, you can check by running a tick data backtest and inspecting the modeling quality, it should say 99% if it worked ok.

      First of all, you should try a reboot. If that doesn’t work, please send a support email and specify the following:
      – the size in bytes of your terminal.exe file
      – the digital signature date (right click terminal.exe, open properties, inspect the digital signature tab)
      – your windows version
      – whether you are running it as an administrator
      – whether you have any antivirus active and if so which one

      • #689 written by Ang January 4, 2016 (4 months ago)

        Hi Birt,

        Yes I checked the modelling quality it says 99%.

        Do you still want to see the logs?

        • #690 written by birt January 4, 2016 (4 months ago)

          Not really, sounds like it works fine, I’m not sure why you’re getting that error if it says 99%. Could be that one of the features is not working, e.g. slippage, variable spread or displaying data in the backtest journal.

  • #691 written by Ang January 4, 2016 (4 months ago)

    Hi Birt,

    I am now trying to backtest GBPUSD 2014 tickdata but MT4tester fails to run .
    Previously worked on 2009 to 2013 GBPUSD fxt file.
    I am using the trial version for tick data suite.

  • #692 written by Ang January 4, 2016 (4 months ago)

    Hi Birt,

    Trying a different tick data set to backtest and MT4 tester does not run.
    I am using the trial version of Tick Data Suite. Using GBPUSD 2014 tick data. Previously tried 2009 to 2013 tick data and was able to backtest.

    • #693 written by birt January 4, 2016 (4 months ago)

      Could you please send me an email with some more details?

      What do you mean by “tester does not run”? Does it crash? Do you get anything in your backtesting journal? What TDS version are you using? What MT4 build? Do you have the “Use date” checkbox enabled and if so, what happens if you disable it and try to backtest?

  • #694 written by Sara January 27, 2016 (3 months ago)

    Hello, please what mean “custom % favorable odds: ” and “Custom % chance to slip”?

    • #695 written by birt January 27, 2016 (3 months ago)

      Custom % chance to slip: the chance for a trade to have slippage, in percent.

      Custom % favorable odds: when slippage occurs, the chance for it to be in your favor (aka positive slippage), in percent.

      • #696 written by Sara January 31, 2016 (3 months ago)

        The percentage chance that such an approach, if too casual.
        Reference to the next tick price, can not do that?

        • #697 written by birt January 31, 2016 (3 months ago)

          Unfortunately it can’t do that, there are some MT4 limitations that prevent doing it directly but talking about it sparked an idea so I might add support for it in the future.

  • #698 written by Jan February 3, 2016 (3 months ago)

    Hi Birt,

    is it possible to keep the real spread when converting the csv file with CSV2FXT? I used your simple tick data logger to record the tick data.

    Greetings,
    Jan.

    • #699 written by birt February 3, 2016 (3 months ago)

      Yes, sure. Simply enable the “Use real spread” option.

      Drop me an email if you would like an EA that you can inspect the backtest spread with.

    • #701 written by birt February 8, 2016 (3 months ago)

      If 53 engines say “all good” and one says “virus alert”, what do you surmise? That virustotal has 53 bad engines and a good one? Or the other way around?

      Naturally, it’s a false positive.

  • #702 written by Wouter Vermeersch February 14, 2016 (3 months ago)

    Hello birt,

    Is it possible thah the tick data suite gives incorect results when backtesting an EA using heiken ashi candles..?

    KInd regards,
    Wouter Vermeersch

    • #703 written by birt February 15, 2016 (3 months ago)

      The TDS does not work with heiken ashi candles at all out of the box. All it does is let you backtest using tick data. If you have some 3rd party program that creates this type of candles together with tick data FXTs, it’s all about how that program creates the data.

  • #704 written by Dani February 15, 2016 (3 months ago)

    Any other option for buy tick data suite? Example perfect money or fasapay or neteller?

    • #705 written by birt February 15, 2016 (3 months ago)

      Nope, sorry, only those available at Clickbank.

  • #706 written by Jan February 16, 2016 (3 months ago)

    Hi Birt,
    I downloaded Dukascopy data for XAUUSD and converted it with CSC2FXT as usual. I got the error message “tester cannot calculate prices”. Do you have an idea what I do need to fix? (currency tests do run without problems)
    Greetings
    Jan

    • #707 written by birt February 17, 2016 (3 months ago)

      Strange. Please send me an email answering the following questions:

      1. Are you connected to the broker when backtesting?
      2. Is your base account currency USD? (also, was USD the account currency of the account you used to create the FXT)
      3. Did you configure USD as the backtest currency in Expert Properties?

  • #708 written by Matthias February 28, 2016 (2 months ago)

    Hi Birt,

    Could you take me off the $10 monthly tech support list so I am not billed that amount monthly.

    • #709 written by birt February 28, 2016 (2 months ago)

      The email you used to post here is not in the license database. I sent you the instructions for the cancellation to the address provided. If they didn’t make it to you, please drop me an email.

  • #710 written by Luca March 3, 2016 (2 months ago)

    Hi Birt.
    Please send me the instructions for the 29 USD update.
    Thanks.

    • #711 written by birt March 3, 2016 (2 months ago)

      Sent to the address you used to post here.

  • #712 written by Ivan March 11, 2016 (2 months ago)

    Hi Birt.

    I need to update my license. Could you send me the instructions for the 29 USD update.

    Thank you.

    • #713 written by birt March 12, 2016 (2 months ago)

      Sent you an email.

  • #714 written by Emilio March 17, 2016 (2 months ago)

    Hi Birt,

    Can you email me about the $29 update?

    Thanks

    • #715 written by birt March 17, 2016 (2 months ago)

      Sent.

  • #716 written by Will March 25, 2016 (1 month ago)

    Is there a fix for variable spread yet?

    • #717 written by birt March 26, 2016 (1 month ago)

      No fix is needed, variable spread works perfectly fine.

      • #718 written by Will March 26, 2016 (1 month ago)

        Yeah I remember what the problem was now, tickstory doesnt support variable spread and although I have had your php script working on an older computer I couldnt get it working last time I tried, getting an error with the php installation. Ill have another go now.

        • #719 written by Will March 26, 2016 (1 month ago)

          Nevermind, I sorted it now, sorry for not thinking before asking.

          • #720 written by birt March 26, 2016 (1 month ago)

            No problem at all, just drop me an email if you encounter any further issues.

  • #721 written by SuperFan April 9, 2016 (1 month ago)

    Hello,
    About visual backtesting chart speed
    31 is too slow, but 32 too fast,
    I wish to you accelerate the speed of less level below the 32 level by TDS.
    This is very helpful. could you do it?

    • #722 written by birt April 10, 2016 (1 month ago)

      I probably could but it has nothing to do with the Tick Data Suite. Given the fact that none of the TDS customers ever expressed a concern about it and that it would take a rather large amount of time to implement, it’s not a feature that will make it to the list of things to add to TDS.

      I completely agree that it’s a problem, but this is a request that you should address to Metaquotes. Alternatively, you could add an artificial delay to the EA configurable via some chart buttons to make it process slower at max speed.

  • #723 written by Jon May 4, 2016 (2 weeks ago)

    Currently I have a TDS license #1 that is licensed to mt4 b840. I was considering obtaining a 2nd TDS license to use on a separate computer. This gives you 30 days of support. You can have up to 5 licenses under 1 maintenance fee. If I use the same email address, will both licenses become current (mt4 b950) and any new builds after any new releases are made within maintenance period?

    • #724 written by birt May 4, 2016 (2 weeks ago)

      Yes, that is correct. Purchasing an additional license with the same email address will also restore the support plan of your previous license.

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