Data history problems.
Yes . . . I have some guesses, you are in the best position to find out, you can see your code and any logs . . .
- Spread differences between live and ST
- Data differences between Live and ST
- Incompatibilities between code and the ST that do not effect Live trading
An observation, why have a SL that is 20,000 pips away ?
Especially the first. Tester uses the current spread for the entire test. Live had variable spreads?
Are you testing the return value from orderSend and printing any errors.
Did you install in \program files* on Vista/Win7 so history could NOT be written?
Data differences between live and ST is what I suspect. Spread differences are very likely too and I didn't think of that one.
I have often wondered about incompatibilities between my code and the ST but haven't seen a post about it. I examined my logs and there is nothing - I am very verbose with logs when testing.
SL is set at that level because my provider requires one when submitting a limit order. I manage SL within the EA that is conditional. Hasn't let me down so far but time will be the test.
Also I have the annoyance of not being able to cancel the order for a certain period - is bad when the market changes unexpectedly.
That is an good point WHRoeder, my VPS service provider (MamothVPS) pre-installed MT4 to the directory you mentioned.
I will change that.
Looks like the problem is with historical data generation. My EA uses multiple time frames and if the data isn't available in history it doesn't trade.
On the 20th of this month my live EA on a VPS did these transactions:
| Ticket | Open Time | Type | Size | Item | Price | S / L | T / P | Close Time | Price | Commission | Taxes | Swap | Profit |
| 17680881 | 2011.09.20 20:14 | sell | 0.20 | audusd | 1.03022 | 3.02992 | 1.02792 | 2011.09.20 20:48 | 1.02792 | 0.00 | 0.00 | 0.00 | 44.75 |
| 17679770 | 2011.09.20 17:19 | sell | 0.20 | audusd | 1.03024 | 3.02994 | 1.02794 | 2011.09.20 18:08 | 1.02794 | 0.00 | 0.00 | 0.00 | 44.75 |
| 17679689 | 2011.09.20 17:13 | sell | 0.20 | audusd | 1.03033 | 3.03003 | 1.02803 | 2011.09.20 18:08 | 1.02803 | 0.00 | 0.00 | 0.00 | 44.75 |
| 17679529 | 2011.09.20 17:09 | sell | 0.20 | audusd | 1.03064 | 3.03034 | 1.02834 | 2011.09.20 18:05 | 1.02834 | 0.00 | 0.00 | 0.00 | 44.73 |
| 17679502 | 2011.09.20 17:09 | sell | 0.20 | audusd | 1.03059 | 3.03029 | 1.02829 | 2011.09.20 18:05 | 1.02829 | 0.00 | 0.00 | 0.00 | 44.73 |
| 17679275 | 2011.09.20 16:58 | sell | 0.20 | audusd | 1.02907 | 3.02877 | 1.02677 | 2011.09.20 21:03 | 1.02677 | 0.00 | 0.00 | 0.00 | 44.80 |
| 17679219 | 2011.09.20 16:59 | sell | 0.20 | audusd | 1.02945 | 3.02915 | 1.02715 | 2011.09.20 21:03 | 1.02715 | 0.00 | 0.00 | 0.00 | 44.78 |
| 17675415 | 2011.09.20 14:58 | sell | 0.20 | audusd | 1.02839 | 3.02809 | 1.02609 | 2011.09.20 15:40 | 1.02609 | 0.00 | 0.00 | 0.00 | 44.83 |
| 17674935 | 2011.09.20 14:55 | sell | 0.20 | audusd | 1.02838 | 3.02808 | 1.02608 | 2011.09.20 15:40 | 1.02608 | 0.00 | 0.00 | 0.00 | 44.83 |
| 17674548 | 2011.09.20 14:43 | sell limit | 0.20 | audusd | 1.02839 | 3.02809 | 1.02609 | 2011.09.20 14:54 | 1.02776 | expiration [2011.09.20 14:54] | |||
| 17670546 | 2011.09.20 14:15 | sell limit | 0.20 | audusd | 1.02857 | 3.02827 | 1.02627 | 2011.09.20 14:26 | 1.02806 | expiration [2011.09.20 14:26] | |||
| 17670308 | 2011.09.20 14:11 | sell | 0.20 | audusd | 1.02869 | 3.02839 | 1.02639 | 2011.09.20 14:36 | 1.02639 | 0.00 | 0.00 | 0.00 | 44.82 |
| 17670214 | 2011.09.20 14:07 | sell | 0.20 | audusd | 1.02856 | 3.02826 | 1.02626 | 2011.09.20 14:36 | 1.02626 | 0.00 | 0.00 | 0.00 | 44.82 |
| 17669736 | 2011.09.20 13:53 | sell limit | 0.20 | audusd | 1.02856 | 3.02826 | 1.02626 | 2011.09.20 14:04 | 1.02819 | expiration [2011.09.20 14:04] | |||
| 17669012 | 2011.09.20 13:16 | sell limit | 0.20 | audusd | 1.02879 | 3.02849 | 1.02649 | 2011.09.20 13:27 | 1.02744 | expiration [2011.09.20 13:27] | |||
| 17668997 | 2011.09.20 13:14 | sell limit | 0.20 | audusd | 1.02875 | 3.02845 | 1.02645 | 2011.09.20 13:25 | 1.02753 | expiration [2011.09.20 13:25] | |||
| 17668923 | 2011.09.20 13:11 | sell | 0.20 | audusd | 1.02840 | 3.02810 | 1.02610 | 2011.09.20 15:40 | 1.02610 | 0.00 | 0.00 | 0.00 | 44.83 |
I decided to back test this just to check how accurate the back testing really is. The back test did not return any trades at all. The test period I tested was from the 19th to the 21st. Anyone have reasons why?
Mr Birell:
Judging from this kind of result, and based from my own experiences (as an OTC one, nothing to do with programming and EAs or what not), I can DARE say beyond 50% pit rate, my ex-boss would have hired you in.
The basic set-ups is there - trading at right hours, not sure do your consider range stops (beside limits), or 80-20 timing rule, but it looks like you have your own time logic, suffice.
meanwhile, I only have my lucky stopwatch, been there with me always, just find it hard to sit down, code a robot. Still doing things the old pit trading way.
Don't go backwards anymore, back-testing, etc, those stuffs you should considered OVER & DONE WITH. Move forward fast with BIGGER LOTS, then you'll learn equally fast too, its the psychology the enemy to overcome, not the strategy, codes, etc. any amount of testing, what they say, "formulations of trade", etc, can't even help.
I am very impressed, motivated for my own EA, after seeing this. And I salute you BIG TIME, BIG MONEY, BIG LIFE AHEAD!!! Don't let the 'renegade' aka retail traders down....
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On the 20th of this month my live EA on a VPS did these transactions:
I decided to back test this just to check how accurate the back testing really is. The back test did not return any trades at all. The test period I tested was from the 19th to the 21st. Anyone have reasons why?