TestGenerator: unmatched data error

Modified on Tue, 11 Oct 2016 at 11:06 PM

Symptoms


While backtesting with tick data, one or more errors show up in the backtest log such as:

TestGenerator: unmatched data error (<high/low> value <price> at <date> is not reached from the least timeframe, <high/low> price <price> mismatches).


Cause


This only happens when backtesting a time period that is close to the current date. If a chart for a symbol is opened, MT4 always overwrites the last 2048 bars in history for that particular timeframe with the bars that it receives from the server. TDS2 will let MT4 use the interpolation engine which reads the HST files and subsequently discovers some values that don't match due to the mix between tick data and live data. However, all the ticks generated by the MT4 interpolation engine are discarded so there is no actual mismatched data in the backtest.


Resolution


No resolution is required. These messages are normal and it's completely safe to ignore them if the Use tick data checkbox is enabled.