Ask: Proper Backtest using Strategy Tester

New comment
 

Hello,

Hello i would like have some question regarding proper backtesting using strategy tester.. correct me if i'm wrong regaring my perspective/procedure of doing backtesting:

1. I should use offline/different mt4 to do backtesting

2. I should acquire at least 90% of modeling data using old tick/history data.

3 most accurate is using "Every Tick" method


There's some other question i would like to ask now:

1. is it possible to do backtesting if i use multi-currency (different symbol ()) in my trading strategy ?

2. is there any provider that could give 99% modeling data.. 2 years ago i remember IBFX provide that (although a lot of people claimed the 99% modeling data from ibfx is corrupt).. any other non-commercial/commercial provider ?

3. any website that conclude how to do proper backtest


Thanks in Advance.

Victor

 
veeco wrote >>

Hello,

Hello i would like have some question regarding proper backtesting using strategy tester.. correct me if i'm wrong regaring my perspective/procedure of doing backtesting:

1. I should use offline/different mt4 to do backtesting

2. I should acquire at least 90% of modeling data using old tick/history data.

3 most accurate is using "Every Tick" method

There's some other question i would like to ask now:

1. is it possible to do backtesting if i use multi-currency (different symbol ()) in my trading strategy ?

2. is there any provider that could give 99% modeling data.. 2 years ago i remember IBFX provide that (although a lot of people claimed the 99% modeling data from ibfx is corrupt).. any other non-commercial/commercial provider ?

3. any website that conclude how to do proper backtest

Thanks in Advance.

Victor

According to my my backtesting experience:

You can use an online platform to do your backtesting

You are right on 3, it is written on the button

It is not possible to perform backtesting with a multi-currencies program : you have to choose the currency when you are setting up the parameters of the tester: that's certainly makes the link with the historical data file. Historical data are per currency pair.

Normally the platform procured all the data that have been recorded if you use every tick

I hope everything is correct.

May be someone will certify or correct.

 

If you perform backtest using historical data from:

1) Alpari

2) F2 (history center)

3) Your broker

you will find that they could give drastically different results even when using the same EA for exactly the same period for exactly the same symbol.


In my case, the results from Alpari could maybe look like my brokers if I look really hard, but results from History Center looks like it's from a different planet. Well, they did pop-up a warning when downloading from History Center.


The best bet is still the history from the broker you are using, but if you are a new user, you only get history going back a few months. In my case, IBFX gives you about 3 months if you sit there and stick your finger on Page Up. Does anyone know how you can get more history from the broker you are using?

 

what do you mean "You can use an online platform to do your backtesting" ? any site ?

so if i had a correlation strategy... this must backtest manually via excel ?

is that correct ?

New comment
Reason: