Unmatched Data Error Volume Limit Mt4

[Alexandrie Gallup]

Whenback-testing an expert advisor in MT4 Strategy Tester it is sometimes possible to encounter an error that significantly spoils the quality of testing. You can see this error in the Journal tab of your MetaTrader 4 Strategy Tester:

In general, this error can be called unmatched data error and informs the trader that some data in the MT4 chart history doesn't match between different timeframes. For example, if some M1 bar high is 123.45 and H1 bar that contains this M1 bar has high at 123.44, the unmatched data error will be displayed.

The difference in quality can be quite significant if an EA analyzes currency rates by ticks and/or uses stop-loss and take-profit levels. Of course, this effect depends largely on the size and the number of mismatches. If your historical data has only few mismatched bars with one or two pips of difference, then you could probably ignore these errors completely.

This is a common error in the tester, I'd like to see what the mql4.com community says about this - there are ways a strategy can create this by having too large lot size, but is there anything with the tester or data that could cause this due to some parameter in the strategy that would NOT be a mistaken lot size ? ( such as an error in the data or tester) ?

This has nothing to do with lot size or the strategy. It's the same as all 'unmatched data errors', only in this case the volume is unmatched (usually O/C/H/L are unmatched). It means the tester is using data from a lower timeframe to test the EA on a larger timeframe, but the volume in the larger timeframe is not the sum of volumes of the lower timeframes... Hence - unmatched data error - this is literally the problem.

To solve this problem, build all larger timeframes from M1 data using the standard period_converter script. Please search for more info (this error and it's solution have been discussed many times).

Hmm, this is a puzzler! The number of permutations you'll need to test through an iterative macro is potentially huge. Can you provide a slightly larger sample of the data, i.e. with more than one total to match?

It's true that the number of permutations could get big very fast. Fortunately, what you are really looking for is the number of combinations (a much smaller number). This is defined by: n!/[r!(n-r)!].

The inner macro is an iterative macro that first checks to see if any of its Right input match off against the Left, and if not, does a Cartesian join for its Right input to itself (i.e. creating a matrix of [price x quantity] xx [price x quantity] data, summing [price x quantity] and concatenating the record IDs with a comma delimiter). It then iterates on the joined output.

I had to put a couple of checks into the iterative macro to try to further reduce data volumes however I could. The big one was to take any [price x quantity] combinations that get matched out of the data set entirely, so that the iterative process wouldn't continue to balloon out on the records that already found their match.

Thank you for this post, it is helping me with a current workflow I am trying to build to perform some reconciliation work. Is there any chance you may be able to share your nested macros that you used? It would be a great help to structure my approach on the work I am trying to do!

To update all the columns of the target Delta table with the corresponding columns of the source dataset, use UPDATE SET *.This is equivalent to UPDATE SET col1 = source.col1 [, col2 = source.col2 ...] for all the columns of the target Delta table.Therefore, this action assumes that the source table has the same columns as those in the target table, otherwise the query will throw an analysis error.

If there are multiple WHEN MATCHED clauses, then they are evaluated in the order they are specified.Each WHEN MATCHED clause, except the last one, must have a matched_condition. Otherwise, the query returns a NON_LAST_MATCHED_CLAUSE_OMIT_CONDITION error.

Inserts all the columns of the target Delta table with the corresponding columns of the source dataset.This is equivalent to INSERT (col1 [, col2 ...]) VALUES (source.col1 [, source.col2 ...]) for all the columns of the target Delta table.This action requires that the source table has the same columns as those in the target table.

The new row is generated based on the specified column and corresponding expressions.All the columns in the target table do not need to be specified.For unspecified target columns, the column default is inserted, or NULL if none exists.

If there are multiple WHEN NOT MATCHED clauses, then they are evaluated in the order they are specified.All WHEN NOT MATCHED clauses, except the last one, must have not_matched_conditions. Otherwise, the query returns a NON_LAST_NOT_MATCHED_CLAUSE_OMIT_CONDITION error.

WHEN NOT MATCHED BY SOURCE clauses are executed when a target row does not match any rows in the source table based on the merge_condition and the optional not_match_by_source_condition evaluates to true.

Adding a WHEN NOT MATCHED BY SOURCE clause to update or delete target rows when the merge_condition evaluates to false can lead to a large number of target rows being modified. For best performance, apply not_matched_by_source_conditions to limit the number of target rows updated or deleted.

If there are multiple WHEN NOT MATCHED BY SOURCE clauses, then they are evaluated in the order they are specified.Each WHEN NOT MATCHED BY SOURCE clause, except the last one, must have a not_matched_by_source_condition. Otherwise, the query returns a NON_LAST_NOT_MATCHED_BY_SOURCE_CLAUSE_OMIT_CONDITION error.

User data is handled differently between EC2Launch v1 and EC2Launch v2.EC2Launch v1 runs user data as a scheduled task on the instance whenpersist is set to true. Ifpersist is set to false, the task is notscheduled even when it exits with a reboot or is interrupted while running.

EC2Launch v2 runs user data as an agent task and tracks its run state. If userdata issues a computer restart or if user data was interrupted while running,the run state persists as pending and the user data will run againat the next instance boot. If you want to prevent the user data script fromrunning more than once, make the script idempotent.

The migration tool does not detect any scheduled tasks linked to EC2Launchv1 scripts; therefore, it does not automatically set up those tasks inEC2Launch v2. To configure these tasks, edit the agent-config.yml file, or use the EC2Launch v2 settings dialog box. Forexample, if an instance has a scheduled task that runsInitializeDisks.ps1, then after you run the migration tool,you must specify the volumes you want to initialize in the EC2Launch v2settings dialog box. See Step 6 of the procedure to Change settings using the EC2Launch v2 settingsdialog box.

Before it initializes a volume, EC2Launch v2 attempts to detect whether itis empty. If a volume is not empty, it skips the initialization. Any volumesthat are detected as not empty are not initialized. A volume is consideredempty if the first 4 KiB of a volume are empty, or if a volume does not havea Windows-recognizable drive layout. A volume that wasinitialized and formatted on a Linux system does not have aWindows-recognizable drive layout, for example MBR or GPT. Therefore, itwill be considered as empty and initialized. If you want to preserve thisdata, do not rely on EC2Launch v2 empty drive detection. Instead, specifyvolumes that you would like to initialize in the EC2Launch v2 settings dialog box (seestep 6) or in the agent-config.yml.

The setWallpaper task creates the setwallpaper.lnkshortcut file in the startup folder of each existing user except forDefault User. This shortcut file runs when the user logs in forthe first time after instance boot. It sets up the instance with a customwallpaper that displays the instance attributes. Removing thesetWallpaper task does not delete this shortcut file. You mustmanually delete this file or delete it using a script.

EC2Launch v2 settings attempts to parse the agent-config.yml file before it opens the dialog box. If the YAMLconfiguration file does not follow the supported schema, the dialog box will show the following error:

EC2Launch v2 publishes Windows event logs for important events, such as servicestarting, Windows is ready, and task success and failure. Event identifiers uniquelyidentify a particular event. Each event contains stage, task, and level information,and a description. You can set triggers for specific events using the eventidentifier.

This section contains sample console log output for EC2Launch v2 and lists all of theEC2Launch v2 console log error messages to help you to troubleshoot issues. For moreinformation about instance console output and how to access it, see Instance console output.

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