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Back testing - when done at the weekend, is the spread wider?

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Trevhib
184
Trevhib  

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)

Trevhib
184
Trevhib  

As regards the search function - I see it, plus the thread asking people to search before posting.... Is there a face-plant smiley anywhere? Lol. Apologies.

If I find the answer to my question in an existing thread, I will post back here and ask for mods to delete it.

Trevhib
184
Trevhib  

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.

Simon Gniadkowski
Moderator
18021
Simon Gniadkowski  
Trevhib:

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?

Spreads generally open up just before the weekend and stay that way over the weekend. Get yourself a 2nd Terminal and keep it offline, that way you can test and debug code without having to worry about a changing spread or a huge spread.
Tjipke de Vries
6374
Tjipke de Vries  

. 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)

Phoenix - backtestaccount 90% Quality.pdf (1868 kB - downloaded XXX times.)
« Last Edit: June 13, 2011, 21:56:19 by deVries »
Trevhib
184
Trevhib  

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?

john
213
john  

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.

whroeder1
15719
whroeder1  
RaptorUK: Get yourself a 2nd Terminal and keep it offline, that way you can test and debug code without having to worry about a changing spread or a huge spread.
No longer necessary as you can now specify the spread in the tester
Simon Gniadkowski
Moderator
18021
Simon Gniadkowski  
WHRoeder:
No longer necessary as you can now specify the spread in the tester

Yes, my post that you have quoted was written in 2012 . . .
Simon Gniadkowski
Moderator
18021
Simon Gniadkowski  
moneycode:

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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