Backtesting not the same as in the championship

 

Renat

I posted the question that I do not get the same results as the server for the competition.

I am not out to prove that MetaTrader does not work, I think that it is great software and very well written. I also understand that sometimes isolated bugs can occur.

I am just concerned that I cannot get sashken's EA to work. I use MIG's data feed and apart from that their should not be any differences.

You must understand that it concerns me that I cannot get the same result because I spend lots of time with the backtester and optimizer to test my strategy, but it is all a waste of time if I cannot trust the results. I am not expecting exactly the same results using different data but it must be within about 10% of each other.

This is what happens when I test the EA from 2006/10/01 to 2006/10/07 using a daily period(GPD/USD):
1 2006.10.06 00:00 buy 1 4.00 1.8790 0.0000 1.8930 0.00 10000. 00
2 2006.10.06 23:59 close at stop 1 4. 00 1. 8711 0.0000 1.8930 -3160. 00 6840. 00

Here is exactly the same run but with the time between 2006/10/01 to 2006/10/08
1 2006.10.06 00:00 buy 1 4.00 1.8790 0.0000 1.8930 0.00 10000. 00
2 2006.10.06 23:59 close at stop 1 4. 00 1. 8708 0.0000 1.8930 -3280. 00 6720. 00


Here is exactly the same run but with the time between 2006/10/01 to 2006/10/30
1 2006.10.06 00:00 buy 1 4.00 1.8790 0.0000 1.8930 0.00 10000. 00
2 2006.10.06 23:59 close at stop 1 4. 00 1. 8705 0.0000 1.8930 -3400. 00 6600. 00


When I put the time between 2006/10/01 to 2006/10/06 no trade occur.

In my opinion this is already worrying - how can a future date change the results. It also states that it is closing out at 23:59 tonight?


What is also strange is the fact the every time I click start, the program collects data and downloads about 300kb

What do you think is possible problems?

Thanks

 
 MIG's data feed ????
 
I think the key here is where you start the first trade. His trade started at 1. 8750. So he was lucky to hit his take profit target.
When I ran it on my tester. It started at 1.8762 for some reason and failed to hit the target. The result was some -2500 loss because t/p target was not hit. I lowered t/p traget to 120 and got 2 similar trades as in championship. So these 8 pips really made a difference between 1st place and bust. I am not sure this strategy will hold water in the long run.
I am not sure why tester starts from different point. You might run a visual mode and take a closer look.
 
DxdCn:
MIG's data feed ????
I use http://www.migfx.ch/ as a borker
Reason: