Problems with Backtesting

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Hello,

i got some problems with backtesting and historical data.

I used for my EA a backtesting-periode of "5 min" on "EURUSD" and a timeframe from "2009.01.01 - 2011.02.18" and tested it on 3 metatrader-Accounts (4XP, InterbankFX and IncoNeon) with different results.

4XP( Profitfact. - 1.07)::

InterbankFX( Profitfact. - 0.78):


IncoNeon(Profitfact. - 1.21):


Where do i get good historical data or which data provider did you prefer to get responsible results ???

 

First of all, I need to declare that I am not an expert, but am a coder and have spent time doing backtests myself

I would expect some differences, but not that great (then again, others might expect these great differences!)

My first thought is that you have patchy historical data - check for missing history for all 3 brokers.
This is a common topic here - perhaps do a search here for something like 'accurate complete history data download'

My second thought is that the back tests might have used different models (tick, control, open)

 

Hi!

Check this out: http://eareview.net/tick-data

It´s an awesome tutorial how to make backtesting with a 99 % responsible result. It is also explained where you get the backtesting data. If you are new to that topic, it will take some time till it works (I needed several days ;-) ) Read the instruction carefully and repeat it, if you are not successfull yet.

 
brewmanz:

First of all, I need to declare that I am not an expert, but am a coder and have spent time doing backtests myself

I would expect some differences, but not that great (then again, others might expect these great differences!)

My first thought is that you have patchy historical data - check for missing history for all 3 brokers.
This is a common topic here - perhaps do a search here for something like 'accurate complete history data download'

My second thought is that the back tests might have used different models (tick, control, open)



Hi brewmanz,

Yes i checked the historical data, they seemd to be correct.

My test parameter (tick, control, open...) are the same in every test....greetz!

 
APeng:

Hi!

Check this out: http://eareview.net/tick-data

It´s an awesome tutorial how to make backtesting with a 99 % responsible result. It is also explained where you get the backtesting data. If you are new to that topic, it will take some time till it works (I needed several days ;-) ) Read the instruction carefully and repeat it, if you are not successfull yet.



Hi APeng,

thanks for the link i will try it this way...greetz!

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