Share your backtests :) - page 2

 
LordoftheMoney:

Backtest it in 2012, and you will see it cannot make profit.

Code is to be applied for backtesting only.

* picture and code now edited


I'm thinking, whether some guys might alreadly be modifying your Tree_tester_1_1.mq4, by adding rules to fit 2012 in the equity curve, and sell your EA afterwards. Based, on its "fantastic" backward testing profit, many people will buy it.

 
abstract_mind:


I'm thinking, whether some guys might alreadly be modifying your Tree_tester_1_1.mq4, by adding rules to fit 2012 in the equity curve, and sell your EA afterwards. Based, on its "fantastic" backward testing profit, many people will buy it

Why go through all that coding when Mt4 already gives you the ability to peak at future-data within the tester. <Graph_Below>. Obviously if someone wants to fraud people, they could just make it a little more realistic.

As a noob, I'm guilty of showing-off equity curves too, however it means very little. Going forward, I wouldn't pat someone on the back because they have great tester reports. Currently, I believe that how a system is developed have allot to-do with if it will have a good probability of success on future data. And here are the following things I look for.

1) Did you ever use the strategy_optimizer upon the strategy. <--Bad Idea. If yes, did the strategy have a PF>=1.5 before using the optimizer? <--If No, then good chance it's curve-fitted.

2) Does the system only perform well upon a Particular Currency_Pair. If yes, good chance it's curve fitted.

3) Does the system Parameters change depending on the Currency_Pair. If yes, good chance it's curve fitted.

4) Can the system survive a lengthly out of sample test. If No, good chance it's curve fitted.

5) Can the system survive a Random-Test. <--This is the Game_Changer. By random, it means wherever you Bought or Sold, would the system pull through if those Signals were reversed or in random fashion?

^ Yes, I know some of the above sounds crazy. And No- I don't have a system which does all of that to the letter. And I also know not everyone would agree. Some people probably managed to have good Live_Systems breaking some or all of my rules above. But I'm just telling you how I got there.

Anyways here's your Curve:

 

very nice.

 

Thanks everyone for your back tests & comments! I believe that any coder reading this post will benefit from what all of you have shared.

Thanks again!:)

 
deVries:


Try out some time in demo with other programs also to see if it is only managing own trades and to look at journal to messages for some bugs

not show up with strategy tester


Hi deVries!

Yeah, I should try running it in demo test for three months and see how it holds up. Also, I'd be error & bug hunting. I would probably try running it by itself because I would want to see equity curve effected only by that strategy. If strategy is profitable for three months and equity curve looks similar to back test, then I would run it with other eas like you recommend. It all just depends, if it is worth investing time into coding it to proficiency. [I just remembered that demo tests are only a month, so I would just make another account with the profit/loss that the ea has made when the previous month ends until three months is completed] Thanks again!

 
WhooDoo22:

Hi deVries!

Yeah, I should try running it in demo test for three months and see how it holds up. Also, I'd be error & bug hunting. I would probably try running it by itself because I would want to see equity curve effected only by that strategy. If strategy is profitable for three months and equity curve looks similar to back test, then I would run it with other eas like you recommend. It all just depends, if it is worth investing time into coding it to proficiency. [I just remembered that demo tests are only a month, so I would just make another account with the profit/loss that the ea has made when the previous month ends until three months is completed] Thanks again!


There are companies you can use demoaccount as long as you use

so longer as a month

 
deVries:


There are companies you can use demoaccount as long as you use

so longer as a month


Oh really? I didn't know that. Can you state what companies provide this feature please?

Thank you!

 
WhooDoo22:

Oh really? I didn't know that. Can you state what companies provide this feature please?

Thank you!


I have several months open a demo account FinFX. and have no real account with them

 
Most brokers these days should offer unlimited demo. This should help.
 
ubzen:
Most brokers these days should offer unlimited demo. This should help.

Hi ubzen,

Thanks much!

Reason: