From the idea to the actual bill.

 
I've read many threads on this forum about how people write experts and how people look for investors, and I've watched the championship results and could not resist.

My post is not an advertisement or promotion of the EA. The purpose is to fully check the results shown by the tester.

I am waiting for offers, in what other way and with what enhancements the EA may be tested to get satisfactory results.

Preface:
The history that was used to test the Expert Advisor was downloaded from viac.ru, supplemented with the Alpari history and an alternative version from the History Center of MetaQuotes Software Corp.
From each of the downloaded history databases all the holes in the history were filled. Since the Expert Advisor uses 4 major currency pairs in its trading methodology, the M1 history has been synchronized with each other.
Orders are placed only at the opening of a new bar. Modification of stops at open orders is done using the same method.

Settings:
EURUSD GBPUSD USDCHF
Spreads
3
4
5
Stops
60
90
50
Trailing
45
50
45







Results obtained from 01.01.2005 - 30.11.2006:

EURUSD H1:



GBPUSD H1:



USDCHF H1:



After reading the article "Requotes simulation in the tester and stability analysis" ("Requotes simulation in the tester and stability analysis"), I followed the instructions of the author.

Settings:
EURUSD GBPUSD USDCHF
Spreads
3
4
5
Stops
60
90
50
Trailing
45
50
45
RQF_TEST
90
90
90








EURUSD H1:


The result is the same for other symbols, insignificant balance fall.

With RQF_TEST
= 99
EURUSD H1:


I asked to give me the history on one of the branches of the forum.
I have made a test using the data sent to me:

EURUSD H1:



Could you please suggest how to check the Expert Advisor in the Strategy Tester using demo accounts only?
The archive contains reports after each history run.

The
MetaQuotes Software Corp.employees should not delete this branch. I just want to study all possible details of developing and testing Expert Advisor systems in this branch.
 
Well, now they're going to tell you: "open a real account and ...".
In fact, it's quite possible: you can open a microfrex cent and try it, no pity :). For 10 Cents you will be able to open 10 positions with a fixed lot 0.1. So, you will have time to see how the EA works.
 
Bookkeeper писал (а):
Well, now they're going to tell you: "open a real account and ...".
In fact, it's quite possible: you can open a microfrex cent and try it, no pity :). For 10 Cents you will be able to open 10 positions with a fixed lot 0.1. So, you will have time to check the Expert Advisor's efficiency.

And you will get the right one. Another thing if the EA is not very active for a long time...
 

Interesting result! A question - how many parameters can be optimised in the Expert?

 
solandr писал (а):

Interesting result! A question - how many parameters can be optimised in the Expert?


There are only 8 parameters that can be optimised, the rest are purely torpedo moments filters and all that.
 
And in general it's very pretty to be true. I immediately start looking for a mistake in such cases:) Does the forward test look nice as well? I have sent you EURUSD ticks for 10 months. Please try to carry out optimization for 5 first months and then test with parameters from optimization for the remaining 5 months. The market is very volatile in order to achieve a stable result. But if you succeed, my hats off to you.
 
What about testing the EA outside the sample on which it was optimised?
 
solandr писал (а):
What about testing the EA outside the sample on which it was optimised?

optimised the parameters on the last 3 months, but the test has been done since 2005
 
I am not going to discuss anything about the expert itself here. The purpose of this thread is quite different.
Please advise how to use other variants of tests in MT4. Maybe there are some restrictions or something else to add to the code.
 
HIDDEN писал (а):
I am not going to discuss anything about the expert itself here. The purpose of this thread is quite different.
Please advise how to use other variants of tests in MT4, maybe some restrictions or something else to add to the code.

No one has ever asked anything about the Expert Advisor itself. If everything is as you describe - I have a catalogue of awesome ocean yachts, I can share).
 
Figar0 писал (а):
And in general it's very beautiful to be like the truth. I immediately start looking for a mistake in such cases:) Does the forward test look pretty as well? I have sent you EURUSD ticks for 10 months. Please try to carry out optimization for 5 first months and then test with parameters from optimization for the remaining 5 months. The market is very volatile in order to achieve a stable result. But if you have managed to do it - hats off.
Later I will download the tick history for those pairs used in the Expert Advisor. The test is not quite correct for one pair because another three pairs are used in calculations of the Expert Advisor. And there may be divergences in catheters. The catheters should belong to a certain broker.

When I have the tick history for all symbols, then I will make a full tick test.
Reason: