EA Tester's result - page 2

 
properbearkhunt:


Yes, I do understand that broker A will have different results to broker B, as their prices, spreads will always be different. But, as I tried to explain, results are not consistent for each broker. I was merely trying to highlight that some brokers data for back testing is not suitable to deliver accurate testing results. As a point of order... where did I say "If you test with different data you will get different results". Please don't be so quick to jump on me in your usual over zealous fashion. You possess no awareness of how you present yourself to others. Yes, you are an expert, but that is not an excuse. Google Johari's window.

You said . . . "I don't trust the back testing. Run the same test 10 times and you won't get the same results 10." which is incorrect . . . using data from different Brokers is not "the same test", if you are using a single Broker, the same EA parameters, the same spread, the same date range then you will get the same results . . . unless your EA is placing trades at random.

You said . . . "I go further and do the same with another broker to find discrepancies." so you are using different historical data and maybe different symbol parameters, so again it's not the same test.

You said . . . "But, as I tried to explain, results are not consistent for each broker." results are consistent for every Broker if you run the same test with the same data each time.

I'm not "jumping on you" . . . but don't expect me to let you state incorrect information without replying . . . do a proper test and see for yourself.

 
RaptorUK:

You said . . . "I don't trust the back testing. Run the same test 10 times and you won't get the same results 10." which is incorrect . . . using data from different Brokers is not "the same test", if you are using a single Broker, the same EA parameters, the same spread, the same date range then you will get the same results . . . unless your EA is placing trades at random.

You said . . . "I go further and do the same with another broker to find discrepancies." so you are using different historical data and maybe different symbol parameters, so again it's not the same test.

You said . . . "But, as I tried to explain, results are not consistent for each broker." results are consistent for every Broker if you run the same test with the same data each time.

I'm not "jumping on you" . . . but don't expect me to let you state incorrect information without replying . . . do a proper test and see for yourself.


Please read my FIRST comment of the thread again. I don't mention "two different brokers" in that comment. You started getting misconstrued and obnoxious from there. And I will stand by the fact one can run a back test with the SAME parameters, using the SAME brokers data and get DIFFERENT results if you try the SAME test 10 times. I tried a DIFFERENT broker to run a test 10 times using the SAME parameters. Yes I know I will not get thew same results as the first broker, but again I do NOT get the SAME result 10 times. You try it with a brokers data and not imported data from a reliable source.
 
properbearkhunt:
I don't trust the back testing. Run the same test 10 times and you won't get the same results 10. Too much emphasis can be placed on back testing. Even running on demo you can get different results to running on real. I have found you are better off using a small sum of money, £10, and open a real account with micro lots and run an EA this way. In the long haul it has not cost me money and I have learnt more quickly the modifications needed on the EA. Maybe the EA's I have are more suited to be tested this way. I have wasted too many hours back testing, of that I am sure.
properbearkhunt:
Yes, I do understand that broker A will have different results to broker B, as their prices, spreads will always be different. But, as I tried to explain, results are not consistent for each broker. I was merely trying to highlight that some brokers data for back testing is not suitable to deliver accurate testing results. As a point of order... where did I say "If you test with different data you will get different results". Please don't be so quick to jump on me in your usual over zealous fashion. You possess no awareness of how you present yourself to others. Yes, you are an expert, but that is not an excuse. Google Johari's window.

You're just passing on false information here. You cannot run the same back-test with the same (data, parameters, algorithm, everything same) and get different results ... thats just a lie. Your data is changing because you're still connected to the broker. Or your algorithm is changing. Or something is changing. Instead of taking the time to understand what and why things are changing, you decide to damm the entire back-testing process.

If someone keeps all* data and variables the same and is running a static algo, they'll get the same results every-time. I for one dis-agree with you, Too-Little emphasis is placed upon back-tests. People should learn to back-test properly and understand the limitations and assumptions made during a back-test. You can evaluate thousands of different systems within the time it'll take someone to evaluate one thing live. This order of magnitude counts... comes at lower risk... costs and precious_time.

 
properbearkhunt:

I don't trust the back testing. Run the same test 10 times and you won't get the same results 10.
But, as I tried to explain, results are not consistent for each broker.

It was YOU that keeps saying false things. "Don't be so quick to jump on" people that are trying to help you. If you fix the spread (and brokers history,) you will get the same EXACT result for the test. (I assume your code isn't using MathSRand.)

The problem is YOU. You ask for help and then argue with us. "You possess no awareness of how you present yourself to others." You present yourself as a troll.

 
properbearkhunt:

And I will stand by the fact one can run a back test with the SAME parameters, using the SAME brokers data and get DIFFERENT results if you try the SAME test 10 times.

Yes you can, for example, the spread can change from tick to tick . . . but if the spread is different then it is a different test . . . if everything is the same then I can run 100 runs and get exactly the same result, if you cannot then it is you in error, don't blame the tools for your inability to test consistently.


Perhaps you would like to show some evidence of what you are claiming ? I guess not . . .

 
ubzen:


If someone keeps all* data and variables the same and is running a static algo, they'll get the same results every-time. I for one dis-agree with you, Too-Little emphasis is placed upon back-tests. People should learn to back-test properly and understand the limitations and assumptions made during a back-test. You can evaluate thousands of different systems within the time it'll take someone to evaluate the same thing live. This order of magnitude counts... comes at lower risk... costs and precious_time.

You said it better than I did . . . bravo
 
WHRoeder:

It was YOU that keeps saying false things. "Don't be so quick to jump on" people that are trying to help you. If you fix the spread (and brokers history,) you will get the same EXACT result for the test. (I assume your code isn't using MathSRand.)

The problem is YOU. You ask for help and then argue with us. "You possess no awareness of how you present yourself to others." You present yourself as a troll.


Where did I ask for help. I put a statement NOT a question.
 
RaptorUK:

Yes you can, for example, the spread can change from tick to tick . . . but if the spread is different then it is a different test . . . if everything is the same then I can run 100 runs and get exactly the same result, if you cannot then it is you in error, don't blame the tools for your inability to test consistently.


Perhaps you would like to show some evidence of what you are claiming ? I guess not . . .


How can I? Everything I have, data, experts etc is on my lap top which is BANNED from this site. Sorry.
 
properbearkhunt:

How can I? Everything I have, data, experts etc is on my lap top which is BANNED from this site. Sorry.
Are you kidding ? how can you ? run your tests, compile your evidence, put it on a pen drive, email it to yourself, etc. get it on the machine you are using to access the forum, upload your evidence . . . it's really not hard. If you have a valid point back it up with evidence.
 

RaptorUK:
Are you kidding ? how can you ? run your tests, compile your evidence, put it on a pen drive, email it to yourself, etc. get it on the machine you are using to access the forum, upload your evidence . . . it's really not hard. If you have a valid point back it up with evidence.




Sorry for delay, I had to wait for my carers to heat my dinner, wash my crack and turn me over.
Reason: