Generating archive files from backtest data

Archive files can be used to compress and back up all files associated with a full multi-stage walk forward analysis backtest.

Overview

Archive files are used to compress all data associated to a single multi-stage walk forward analysis backtest (including results, metrics, settings and log files), for the following reasons:

  • To meet your own personal backup and archiving requirements

  • To send diagnostic data to Trade Like A Machine Support Team to help with the resolution of an issue or problem

Archive files are created using the industry standard zip file format. They can be created in any of the following 3 ways:

Method #1 - Creating an archive file for a completed backtest

An archive file can easily be generated for any completed backtest as follows:

  • 1. Go to the ‘WFO Results | Previous Runs’ screen as shown below. Select the relevant test from the list and click on ‘Open Selected WFO Run’

    Opening a previous backtest
    Figure 1 - Opening a previous backtest
  • 2. Scroll to the bottom of the ‘Out-of-Sample Walk Forward Results’ page, and click on ‘Package Folder’ as shown below.

    Creating a backtest archive file
    Figure 2 - Creating a backtest archive file
  • 3. You will now be asked to supply a path and file name where you wish to save the archive file. (Note that the file format is a zip and so you are free to open and view all files within it).

  • 4. Next, a compressed zip file will be produced containing all results, metrics, settings and log files for the chosen test. If you are generating the arcive file to assist Trade Like A Machine with a support issue, upload this zip file to us from our 'Contact Page' or from the 'Help and Support' screen in the Walk Forward Pro application.

    Contact Page

Method #2 - Creating an archive file for a failed backtest

Note that if a backtest fails with an error for any reason, you will also be asked at that time if you wish to package the relevant files that have been created up until that point. To help our Support Team identify the cause and provide a resolution, please upload this zip file to us from our 'Contact Page' or from the 'Help and Support' screen in the Walk Forward Pro application.

Contact Page

Method #3 - Manual Creation

It might sometimes be required to create a zip file archive for a backtest that was cancelled by the user, or when an archive file was not initially requested at the time of a failed backetst (neither of which will appear on the 'Previous Runs' screen explained in Method #1). When this is the case, it is necessary to create a zip file manually. To do this follow these instructions:

  • 1. Open 'Windows Explorer'

  • 2. Navigate to the following folder:
    'C:\Users\[YOUR_USERNAME]\AppData\Roaming\MetaQuotes\Terminal\Common\Files\Walk Forward Pro\WFA Runs'.

    Be careful to change [YOUR_USERNAME] for your username on your PC or Server. Note that the 'AppData' folder is a hidden system folder, so it is necessary to type this into the path, instead of clicking on the folder.

    WFA Runs Folder
    Figure 3 - WFA Runs Folder
  • 3. Sort the folders by date and select the folder from the time the desired backtest was run. Right click on the folder and select 'Send to | Compressed (zipped) folder' as shown below (alternatively you could use a zip application of your choice such as WizZip or 7-Zip).

    Create the zip file
    Figure 4 - Creating the zip archive file manually
  • 4. If you are creating the archive file to get assistance with an issue then please upload this zip file to us from our 'Contact Page' or from the 'Help and Support' screen in the Walk Forward Pro application.

    Contact Page

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