Another Optimization issue.

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Hello all, I'm trying like crazy to really understand the optimization process and have run into a stumbling block that is throwing me off.

When i run a basic optimization i get pretty nice results, I'm only running a 3-4 month time period just so i can see if I've worked out a few bugs. Now i didn't code these, they were given to me to back test/ optimize for a friend. I run my optimization and i get nice results, i then take the best results and run it on a back test to get the report and see how well it did. Once i run the back test it completely does the opposite from the optimization. It destroys the account and ends close to what i started with. Why would the results from the optimization vary so much on the back test? its the same time period and everything. It is a demo account I'm using, using Dukascopy data, using tick data suite, as far as i know I'm not missing anything, I've converted csv files to fxt i should be OK but this is really making me puzzled, it started happening about 2-3 days ago, before it would produce the same awesome results.


Any help would be great.

 

Did you let liveUpdate update your version of mt4 a few days ago ?

 
mbro777:

Hello all, I'm trying like crazy to really understand the optimization process and have run into a stumbling block that is throwing me off.

When i run a basic optimization i get pretty nice results, I'm only running a 3-4 month time period just so i can see if I've worked out a few bugs. Now i didn't code these, they were given to me to back test/ optimize for a friend. I run my optimization and i get nice results, i then take the best results and run it on a back test to get the report and see how well it did. Once i run the back test it completely does the opposite from the optimization. It destroys the account and ends close to what i started with. Why would the results from the optimization vary so much on the back test? its the same time period and everything. It is a demo account I'm using, using Dukascopy data, using tick data suite, as far as i know I'm not missing anything, I've converted csv files to fxt i should be OK but this is really making me puzzled, it started happening about 2-3 days ago, before it would produce the same awesome results.


Any help would be great.

I bet the spread changed between the tests. An adverse spread can wreck a strategy, especially a heavily optimized one.
 
SDC:

Did you let liveUpdate update your version of mt4 a few days ago ?


Yes, got the new updates. Thanks

Dabbler,

Should i leave the spread at 0? or 1? i'm doing the EUR/USD as my test.

 
Well the reason I asked, which may be irrelevent to your issue, a few days ago I discovered the update deleted all the chart history and the recent chart history was replaced with chart history that comes with the install, so I was wondering, when you run your backtest, are you using mt4 strategy tester and if you are, what chart history is strategy tester using ?
 
mbro777:

Yes, got the new updates. Thanks

Dabbler,

Should i leave the spread at 0? or 1? i'm doing the EUR/USD as my test.

I am not able to adjust the spread when doing a back test. It is whatever happens to be there at the time. I know that there are tricks to login to bogus accounts and run a script to change the spread but I don't do that very often. On my accounts I typically see a EURUSD spread of 1.6 pips. If you are able to set the spread then set it to what is normal for your account.
 

Maybe this is off topic but I'm in the strategy tester and on the far right is a box that say symbol properties, it says spread is 9, i don't know if this is an error or it.9? man there is so much to know about this stuff.


SDC,

i just deleted old data and ran new data, will see if this takes care of the problem, thanks for the tip.

 
forget the spread, its a 5 digit broker and it changes, jeesh i a moron.
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