Back testing - when done at the weekend, is the spread wider?
Ok, I found the answers. Looks like my thread is therefore pointless, lol.
https://www.mql5.com/en/forum/113641
https://www.mql5.com/en/forum/113730
I'm more than happy for mods to delete this thread.
First post - apologies for any newb mistakes!
If I run an MT4 back test during the week (i.e when the market is open), I know the current spread is used for the whole run, so there will often be minor differences in the results.
If I run the exact same back test during the weekend however (i.e. when the market is closed), it always comes out quite a lot less profitable.
Am I right in assuming the reason for that is due to some kind of default, wide spread? Or are there other contributing factors that I'm not aware of?
. If you want to know how to do I explained where the link is bringing you
https://www.mql5.com/go?link=http://www.donnaforex.com/forum/index.php?topic=3642.0
Post 4 of that topic is explained with manual attached how to get your historical data
.
How to get backtestdata in a separate MetaTrader for testing only ?
For this I made a separate manual .....
This way you can also do testing at the weekends....
always same data, same spread
Hope it is all clearly explained.......
by the way the .odt and the .pdf file are the same manuals maybe .pdf is better to use
If there is something to improve on the manuals I wrote
please let me know. (modified manual 31 may 2011)
Thanks very much gents.
I've also been looking at the spread generator script but as an alternative to any of these options, is it possible to just backup the .sel file from the week and at the weekend just overwrite it?
Weekend mega spread suggestion.
Some people save off line symbols.sel files or keep offline MT4 platforms stored on computer to use on weekends, which would have normal spread symbols.sel file in it.
Couldn't somebody just share their "pre weekend" symbols.sel file for others to download? We could then overwrite the erroneous spread symbols.sel file in our history folder .
So all we would need is a thread here, or weekly updated symbols.sel file link which we could access or upload to. We could then download it and then replace our own symbols.sel file with it.
Though I did find a zip file on this thread https://www.mql5.com/en/forum/124778 that may be even a better solution.
No longer necessary as you can now specify the spread in the tester
Weekend mega spread suggestion.
Some people save off line symbols.sel files or keep offline MT4 platforms stored on computer to use on weekends, which would have normal spread symbols.sel file in it.
Couldn't somebody just share their "pre weekend" symbols.sel file for others to download? We could then overwrite the erroneous spread symbols.sel file in our history folder .
So all we would need is a thread here, or weekly updated symbols.sel file link which we could access or upload to. We could then download it and then replace our own symbols.sel file with it.
Though I did find a zip file on this thread https://www.mql5.com/en/forum/124778 that may be even a better solution.
Why are you bringing up an old post and then posting irrelevant suggestions to it ? just set the Spread in the Strategy Tester . . .
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First post - apologies for any newb mistakes!
If I run an MT4 back test during the week (i.e when the market is open), I know the current spread is used for the whole run, so there will often be minor differences in the results.
If I run the exact same back test during the weekend however (i.e. when the market is closed), it always comes out quite a lot less profitable.
Am I right in assuming the reason for that is due to some kind of default, wide spread? Or are there other contributing factors that I'm not aware of?
I did try to have a look through the forum for similar topics but there doesn't seem to be a forum search function. Have I just missed it, or are there really no built-in search options?
Thanks,
Trev (UK)