Price difference in backtest

 

Hi

When I backtest i notice that usually 12 pip loss is $120 and then sometimes it would lose $177 or $133.

Why is this and how can I sidestep this?

L.

 

Define "sometimes"

 

There are many variables that could affect your profit/loss and 12pips are not always $120 either...

we need more info, exact numbers, currency pairs, etc...

 
Sometimes = +- 30% of the time.

Currency EURUSD. Will get numbers later.
 

# Time Type Order Size Price S/L T/P
431 2006.08.09 20:29 sell 172 1.00 1.2863 1.2875 1.2851
435 2006.08.10 00:54 s/l 172 1.00 1.2875 1.2875 1.2851 -113.40

Then correct one
412 2006.08.09 11:57 sell 162 1.00 1.2872 1.2884 1.2860
415 2006.08.09 12:34 s/l 162 1.00 1.2884 1.2884 1.2860 -120.00


Maybe not 30% but 10% or less of the "sometimes" Phy...
I get -124.90 a couple of times.

Is this a bug in the backtester or is there something else I dont know.

L

 

No idea...
I don't have a lot of backtesting experience...

 

in the first case, it is most probably the swap that affects the price. As you could see your position was opened on 08/09 and then closed on the next day 08/10 i.e. that was after the daily rollover and therefore the swap was added here. Thats why you have same pips but less money of actual loss. So, no, I dont see a bug here...

thank you

Automated

automatedfx@gmail.com

 
I think you connected to different trade servers (servers of different brokers) when back tested the same EA.
 
I'm using a stand alone metatrader that is not connected to any servers. I installed a new version of metatrader just for backtesting and imported alpari data.
I'm not connecting to any servers because that would corrupt the data.
I don't think swap gets calculated offline does it?
Thanks for your answers.

Phy Im curious on how you backtest. I'm not very confident with strategy tester and would like an alternative.
 
See Testing Features and Limits in MetaTrader 4 :

Lot sizes including initial size and increment step, commissions and swaps should be taken from the active account settings

Before testing, it is necessary to make sure that there is at least one activated account in the list in "Navigator" window of the terminal.

Reason: