Applying Trading Robots: theory vs. practice?

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schnappi
248
schnappi  
Hello Community!

My question is: what's the difference between running an EA in a productive environment compared to a simulated environment such as the strategy tester?

I'm thinking of aspects like

- quality of modeled environments (data quality for instance)

- availability (hardware, power, internet connection, …)

- predictability of the profitability of an algorithm

- etc. ...

Since I'm quite new to automated trading in general, I'm just interested in your experiences!

Also I wanted to say, that I'm really surprised to find such a vivid and productive community here.

The MQL4-book is also a really great resource for beginners like me!


Thanks.
Jacob
55
Jacob  
schnappi:
Hello Community!

My question is: what's the difference between running an EA in a productive environment compared to a simulated environment such as the strategy tester?

I'm thinking of aspects like

- quality of modeled environments (data quality for instance)

- availability (hardware, power, internet connection, …)

- predictability of the profitability of an algorithm

- etc. ...

Since I'm quite new to automated trading in general, I'm just interested in your experiences!

Also I wanted to say, that I'm really surprised to find such a vivid and productive community here.

The MQL4-book is also a really great resource for beginners like me!


Thanks.

Productive vs. Simulated


The number one problem I've discovered is that when running a EA in a strategy tester- you will find issues of "Curve Fitting." What that means, is that the test shows good results for the past because the EA worked for the trend- but doesn't actually work period.


When making or using a good EA. Make sure it uses sound money management, takes sound risks, and above all else- uses sound discipline.


-Jacob

okwh
1644
okwh  

most time, or till now, there is no any uniform mothods to evaluate all such things.

you can defined yourself

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