EA tests on historical data seems defective
If you test in M15 for example, you will get 25% quality . . . there is plenty you need to read about if you want to make effective use of the Strategy Tester.
Have a read here: http://eareview.net/tick-data here: https://www.mql5.com/en/articles/1417 here (this seems to be offline, look for a cached copy): http://www.jeremywhittaker.com/2010/12/28/setting-up-metatrader-for-better-backtesting-quality/
I have my own frustations using the Stategy Tester. I had downloaded data, yet it still gives prb.
The EA needs to opens historical data, perform some statistical sampling, which are just simple averages of iHigh, iTime, iLow, etc. This cannot be done.
During demo/forward test, no complains. EA performed as expected.
All I had hope for is to be able to use the optimization, but with this basic issues unresolved, I can't even smell.
If you test in M15 for example, you will get 25% quality . . . there is plenty you need to read about if you want to make effective use of the Strategy Tester.
Have a read here: http://eareview.net/tick-data here: https://www.mql5.com/en/articles/1417 here (this seems to be offline, look for a cached copy): http://www.jeremywhittaker.com/2010/12/28/setting-up-metatrader-for-better-backtesting-quality/
i clicked on the jeremywhiter's website and my anti-virus blocks it. It says 404 Not Found.
i clicked on the jeremywhiter's website and my anti-virus blocks it. It says 404 Not Found.
Yeah, it looks like it's offline . . . let me see if I can find a cached copy.
This is simialr: http://alansforexblog.com/2010/02/10/how-to-set-up-metatrader-history-data-and-get-90-backtesting-quality/
I found a cached copy of Jeremy Whittaker's page . . . not sure how long this link will be active: http://crum.be/jw
Yeah, it looks like it's offline . . . let me see if I can find a cached copy.
This is simialr: http://alansforexblog.com/2010/02/10/how-to-set-up-metatrader-history-data-and-get-90-backtesting-quality/
I found a cached copy of Jeremy Whittaker's page . . . not sure how long this link will be active: http://crum.be/jw
I read the article, it's call:
How To Set Up MetaTrader History Data And Get 90% Backtesting Quality
I hope I read the right one. Then I search all over the sites for "period_converter" script, cant find it. Am I missing something? Or am I reading the wrong things?
This whole set-up is quite new to me, any little help is truly Appreciated. Rgds
I read the article, it's call:
How To Set Up MetaTrader History Data And Get 90% Backtesting Quality
I hope I read the right one. Then I search all over the sites for "period_converter" script, cant find it. Am I missing something? Or am I reading the wrong things?
This whole set-up is quite new to me, any little help is truly Appreciated. Rgds
There are lot of variants of the period converter script within the code-base last time i checked. Here's the one I believe I use.
This set-up and data is the one most recommended on mql4.com.
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Hi, I am trying to learn how to do some basic backtesting with MT4 and EA's. So I downloaded historical data since 2001 for USDCAD in txt (cvs) format.
Then converted it to .hst format. Loaded the chart into MT4. The data is in M1 time frame.
Then tried to do some backtesting using the following EA's:
- preinstalled MACD sample
- preinstalled Moving Average
- downloaded RideAlligator.
In all cases I seem to get the same results - on the graph, an almost perfect negative linear slope from top left to bottom right corner.
When I look at the Modeling quality it shows 25%.
What am doing wrong?
Please help...thanks any assistance.