How good is Strategy Tester? New comment [Deleted] 2009.11.27 15:45 How close is the backtesting to the reality? I backtested my EA on the strategy tester and found several entries shown in the report highly unlikely in real trading. My ea reentered the market as soon as it was closed, even in the same direction right after being closed by stop-loss. How can I increase the modelling quality? The number for this experiment was 25%. Please take a look at the report below (report is also attached) and give me your advice. -Mike # Time Type Order Size Price S / L T / P Profit Balance 1 2009.11.02 03:52 buy 1 1.00 1.47292 1.46492 1.47792 2 2009.11.02 11:00 t/p 1 1.00 1.47792 1.46492 1.47792 500.00 10500.00 3 2009.11.02 11:00 buy 2 1.00 1.47801 1.47001 1.48301 4 2009.11.02 17:19 t/p 2 1.00 1.48301 1.47001 1.48301 500.00 11000.00 5 2009.11.02 17:19 buy 3 1.00 1.48310 1.47510 1.48810 6 2009.11.02 20:36 s/l 3 1.00 1.47510 1.47510 1.48810 -800.00 10200.00 7 2009.11.02 20:36 buy 4 1.00 1.47517 1.46717 1.48017 8 2009.11.03 02:13 t/p 4 1.00 1.48017 1.46717 1.48017 498.90 10698.90 9 2009.11.03 02:13 buy 5 1.00 1.48026 1.47226 1.48526 10 2009.11.03 11:29 s/l 5 1.00 1.47226 1.47226 1.48526 -800.00 9898.90 11 2009.11.04 14:30 buy 6 1.00 1.47651 1.46851 1.48151 12 2009.11.04 16:50 t/p 6 1.00 1.48151 1.46851 1.48151 500.00 10398.90 13 2009.11.04 16:50 buy 7 1.00 1.48162 1.47362 1.48662 14 2009.11.04 21:15 t/p 7 1.00 1.48662 1.47362 1.48662 500.00 10898.90 15 2009.11.04 21:15 buy 8 1.00 1.48678 1.47878 1.49178 16 2009.11.09 05:49 t/p 8 1.00 1.49178 1.47878 1.49178 494.50 11393.40 17 2009.11.09 05:49 buy 9 1.00 1.49187 1.48387 1.49687 18 2009.11.09 09:56 t/p 9 1.00 1.49687 1.48387 1.49687 500.00 11893.40 19 2009.11.09 09:56 buy 10 1.00 1.49698 1.48898 1.50198 20 2009.11.11 10:03 t/p 10 1.00 1.50198 1.48898 1.50198 497.80 12391.20 21 2009.11.11 10:03 buy 11 1.00 1.50210 1.49410 1.50710 22 2009.11.12 11:06 s/l 11 1.00 1.49410 1.49410 1.50710 -803.30 11587.90 23 2009.11.12 11:06 buy 12 1.00 1.49417 1.48617 1.49917 24 2009.11.12 18:14 s/l 12 1.00 1.48617 1.48617 1.49917 -800.00 10787.90 25 2009.11.12 18:14 buy 13 1.00 1.48624 1.47824 1.49124 26 2009.11.13 19:08 t/p 13 1.00 1.49124 1.47824 1.49124 498.90 11286.80 27 2009.11.13 19:08 buy 14 1.00 1.49133 1.48333 1.49633 28 2009.11.16 02:00 t/p 14 1.00 1.49633 1.48333 1.49633 498.90 11785.70 29 2009.11.16 02:00 buy 15 1.00 1.49645 1.48845 1.50145 30 2009.11.16 19:23 s/l 15 1.00 1.48845 1.48845 1.50145 -800.00 10985.70 31 2009.11.16 19:23 buy 16 1.00 1.48847 1.48047 1.49347 32 2009.11.16 19:36 t/p 16 1.00 1.49347 1.48047 1.49347 500.00 11485.70 33 2009.11.16 19:36 buy 17 1.00 1.49358 1.48558 1.49858 34 2009.11.16 21:03 t/p 17 1.00 1.49858 1.48558 1.49858 500.00 11985.70 35 2009.11.16 21:03 buy 18 1.00 1.49871 1.49071 1.50371 36 2009.11.17 12:23 s/l 18 1.00 1.49071 1.49071 1.50371 -801.10 11184.60 37 2009.11.17 12:23 buy 19 1.00 1.49078 1.48278 1.49578 38 2009.11.17 17:41 s/l 19 1.00 1.48278 1.48278 1.49578 -800.00 10384.60 39 2009.11.17 17:41 buy 20 1.00 1.48285 1.47485 1.48785 40 2009.11.18 02:09 t/p 20 1.00 1.48785 1.47485 1.48785 498.90 10883.50 41 2009.11.18 02:09 buy 21 1.00 1.48795 1.47995 1.49295 42 2009.11.18 11:31 t/p 21 1.00 1.49295 1.47995 1.49295 500.00 11383.50 43 2009.11.18 11:31 buy 22 1.00 1.49307 1.48507 1.49807 44 2009.11.18 18:03 t/p 22 1.00 1.49807 1.48507 1.49807 500.00 11883.50 45 2009.11.18 18:03 buy 23 1.00 1.49820 1.49020 1.50320 46 2009.11.19 09:44 s/l 23 1.00 1.49020 1.49020 1.50320 -803.30 11080.20 47 2009.11.19 09:44 buy 24 1.00 1.49029 1.48229 1.49529 48 2009.11.20 14:08 s/l 24 1.00 1.48229 1.48229 1.49529 -801.10 10279.10 49 2009.11.20 14:08 buy 25 1.00 1.48235 1.47435 1.48735 50 2009.11.20 18:57 t/p 25 1.00 1.48735 1.47435 1.48735 500.00 10779.10 51 2009.11.20 18:57 buy 26 1.00 1.48744 1.47944 1.49244 52 2009.11.23 04:23 t/p 26 1.00 1.49244 1.47944 1.49244 498.90 11278.00 53 2009.11.23 04:23 buy 27 1.00 1.49269 1.48469 1.49769 54 2009.11.23 10:22 t/p 27 1.00 1.49769 1.48469 1.49769 500.00 11778.00 55 2009.11.23 10:22 buy 28 1.00 1.49778 1.48978 1.50278 56 2009.11.24 09:21 s/l 28 1.00 1.48978 1.48978 1.50278 -801.10 10976.90 57 2009.11.24 09:21 buy 29 1.00 1.48984 1.48184 1.49484 58 2009.11.24 12:37 t/p 29 1.00 1.49484 1.48184 1.49484 500.00 11476.90 59 2009.11.24 12:37 buy 30 1.00 1.49493 1.48693 1.49993 60 2009.11.25 08:21 t/p 30 1.00 1.49993 1.48693 1.49993 498.90 11975.80 61 2009.11.25 08:21 buy 31 1.00 1.50004 1.49204 1.50504 62 2009.11.25 13:30 t/p 31 1.00 1.50504 1.49204 1.50504 500.00 12475.80 63 2009.11.25 13:30 buy 32 1.00 1.50514 1.49714 1.51014 64 2009.11.25 21:22 t/p 32 1.00 1.51014 1.49714 1.51014 500.00 12975.80 65 2009.11.25 21:22 buy 33 1.00 1.51055 1.50255 1.51555 66 2009.11.26 16:48 s/l 33 1.00 1.50255 1.50255 1.51555 -803.30 12172.50 67 2009.11.26 16:48 buy 34 1.00 1.50260 1.49460 1.50760 68 2009.11.26 23:58 close at stop 34 1.00 1.50185 1.49460 1.50760 -75.00 12097.50 Flexible Time Charts for MT4 ASCTrend system PREDICT time period New comment
How close is the backtesting to the reality?
I backtested my EA on the strategy tester and found several entries shown in the report highly unlikely in real trading.
My ea reentered the market as soon as it was closed, even in the same direction right after being closed by stop-loss.
How can I increase the modelling quality? The number for this experiment was 25%.
Please take a look at the report below (report is also attached) and give me your advice.
-Mike