Optimisation results different to backtesting results
Yes a change in spread is the most likely cause. Do optimizing when disconnected and at a known and controlled spread.
You may control spread with this tool: <http://www.mt4i.com/spreadcontroller.aspx>
I optimize at 3-4 times the typical max spread for the pair, and set an internal spreadfilter in the EA at like 2x typical spread.
This way the spread will not worsen but instead better the EA performance.
Oh.... well that explains my issue then. Yes, I did have connection to my broker and it was also NFP night so no wonder that little blue line was taking so many hits.
And DayTrader, I'm going to get this mt4i spreadcontroller thingy. Thanks! But just so I make sure I'm on planet earth, when you say 3-4 times the typical max spread, for AUD/USD you'd be using 8 pips when you optimise? Are you serious? Geez, I really have so much work to do before I get this right. Better get to it. M
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Hi all,
I just spent 3 days optimising an EA, and at the end of that I have what seems to be some decent results. Had a number of passes that came back with profit factors of 1.5, 1.6, 1.7... up to 2.1.
So I then go and right click these results and select the option to "Set Input Parametres". I chose a pass with a profit factor of 1.59.
When I do this, it populates that strategy tester with the inputs. I then run the EA over the same time period on backtesting and at the end the report shows completely different results. Profit factor was only 1.2, and I can't seem to match up any of the other results, like drawdowns/proft. Even total trades is completely different.
Is there something I should know about the Optimisation vs Backtesting function that I'm unaware of? Have I misinterpreted how to use the Optimisation function? Or has this happened to someone else before?
Thanks,
M