problem with backtesting
Could you please explain me, why attached EA can't be backtested? Above mentioned code is copied from mql4 book (https://book.mql4.com/samples/expert)
Files:
tradingexpert.mq4
13 kb
- How can i make this code of a TrailingStop work on this EA. Thanks.
- Organizing Class's
- PositionsTotal() return 0 after a call of function trade.PositionOpen()
shirava2k12:
Could you please explain me, why attached EA can't be backtested?
Could you please explain me, why attached EA can't be backtested?
What makes you think that?
The EA does not adjust for 4/5 digit brokers and for ECN brokers.
Well, I've left backtesting turned on for a while with visual mode enabled, and i did not notice any progress - no movement among candles. I have started "plain backesting" without optimization function so that- in my opinion- it shouldn't take too long. I can't see any errors (included in code) in the journal.
In fact, my broker provides 4 digit quotation. However i dont really grasp, what shoould be changed in that code to comply with what my broker requires.
shirava2k12:
Could you please explain me, why attached EA can't be backtested? Above mentioned code is copied from mql4 book (https://book.mql4.com/samples/expert)
Could you please explain me, why attached EA can't be backtested? Above mentioned code is copied from mql4 book (https://book.mql4.com/samples/expert)
NO because this EA is normally opening and closing trades in backtest.
So there is no explanation why that EA can't be backtested
Strategy Tester Report
tradingexpert
FinFX-Demo (Build 427)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2011.12.01 00:00 - 2012.07.30 23:00 (2011.12.01 - 2012.07.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | StopLoss=2000; TakeProfit=390; Period_MA_1=11; Period_MA_2=31; Rastvor=28; Lots=0.1; Prots=0.07; | ||||
| Bars in test | 4747 | Ticks modelled | 11979022 | Modelling quality | 80.81% |
| Mismatched charts errors | 59 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -4380.41 | Gross profit | 5744.76 | Gross loss | -10125.17 |
| Profit factor | 0.57 | Expected payoff | -11.71 | ||
| Absolute drawdown | 4467.24 | Maximal drawdown | 4498.24 (44.84%) | Relative drawdown | 44.84% (4498.24) |
| Total trades | 374 | Short positions (won %) | 192 (56.77%) | Long positions (won %) | 182 (54.95%) |
| Profit trades (% of total) | 209 (55.88%) | Loss trades (% of total) | 165 (44.12%) | ||
| Largest | profit trade | 27.60 | loss trade | -134.80 | |
| Average | profit trade | 27.49 | loss trade | -61.36 | |
| Maximum | consecutive wins (profit in money) | 9 (246.42) | consecutive losses (loss in money) | 7 (-453.88) | |
| Maximal | consecutive profit (count of wins) | 246.42 (9) | consecutive loss (count of losses) | -453.88 (7) | |
| Average | consecutive wins | 2 | consecutive losses | ||
Sorry for messing you around. I have been using code coppied directly from book, not the one which is in attached file. There were several mistakes regarding to relational operators. The one in cycle from block which evaluates orders accounting impeded backtesting per se.
