Difference in optimization and single backtest?

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Hi,

I'm wondering why MT4 trades more frequent in a optimized backtest then it does in a single (static) backtest (same settings), is this EA relevant or a common bug?

Anyone ran into the same problem?

 
Have you fixed the spread for both tests ?
 
RaptorUK:
Have you fixed the spread for both tests ?

Yep, difference isnt just a few trades btw, 20 vs 120 total trades
 
Maybe because the Optimizer is testing different settings.
 
wickedwin:

Yep, difference isnt just a few trades btw, 20 vs 120 total trades

What did you use to fix the spread ?

I am assuming that you mean the best run of the optimized runs gave 120 trades, then you used the same parameters that gave that best run to do a single run with ? and that gave 20 trades ?

 
RaptorUK:

What did you use to fix the spread ?

I am assuming that you mean the best run of the optimized runs gave 120 trades, then you used the same parameters that gave that best run to do a single run with ? and that gave 20 trades ?


Disconnected to keep the spread static, and yes that is what happens.
 
ubzen:
Maybe because the Optimizer is testing different settings.


No triple checked, also isnt broker/pair/date related.

 

And whats the modeling quality on your single test?

And whats the model setting on your optimization test?

 
wickedwin:

Disconnected to keep the spread static, and yes that is what happens.
Very weird . . . does your EA rely on any drawn objects ?
 
ubzen:

And whats the modeling quality on your single test?

And whats the model setting on your optimization test?


Open price only (both tests) so modeling quality is N/A
 
RaptorUK:
Very weird . . . does your EA rely on any drawn objects ?

Indeed and no

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