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weird strategy tester results

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prupru
115
prupru 2014.01.13 10:29 

I hope I am not overloading the forum with my noob topics, but though I cannot overcome the issue on my own

on the image below are the results of my EA strategy testing

order #3 (blue line on the graph) is a buy order opened at price 16.800 and closed at price 20.124 with lot size 32.46, which should be about 107$ profit, but the results section show 24.64$ loss. I am probably missing something obvious, but I don't see it. Please help!

Simon Gniadkowski
Moderator
18001
Simon Gniadkowski 2014.01.13 11:18  
prupru:

I hope I am not overloading the forum with my noob topics, but though I cannot overcome the issue on my own

on the image below are the results of my EA strategy testing

order #3 (blue line on the graph) is a buy order opened at price 16.800 and closed at price 20.124 with lot size 32.46, which should be about 107$ profit, but the results section show 24.64$ loss. I am probably missing something obvious, but I don't see it. Please help!

What were the spread and swaps for this trade ?
prupru
115
prupru 2014.01.13 11:32  
RaptorUK:
What were the spread and swaps for this trade ?


spread is set to 2 and I am currently searching for where the swap is set

the test was performed on historical data that was imported from csv file, so, maybe MT4 is applying some wild swap for the trades?

prupru
115
prupru 2014.01.13 11:37  

the swap should be in that pop-up window, but it isn't

Simon Gniadkowski
Moderator
18001
Simon Gniadkowski 2014.01.13 11:50  
prupru:

the swap should be in that pop-up window, but it isn't

Yes It should be . . . repeat exactly the same test again, but add print statements for the Spread, Commission and Swaps when the Order closes.
prupru
115
prupru 2014.01.13 15:00  
RaptorUK:
Yes It should be . . . repeat exactly the same test again, but add print statements for the Spread, Commission and Swaps when the Order closes.


I don't get output for that particular order, it jumps over several numbers, but for some orders that have output comission is about 145%

When I run the test on original data that came with the terminal installation (that is subsequent to the historical data I used on the screen images) everything is fine.

I guess the problem is due to csv data mounting (I mounted all timeframes from 1 minute to 1 month), but the candles of the mounted historical data look pretty good.

edit:

when I run the test not using every tick but with open prices only (my EA works exactly on bar opening, so it is fine with my EA) I get those wild comissions again, here is the screen:

Simon Gniadkowski
Moderator
18001
Simon Gniadkowski 2014.01.13 15:09  
prupru:


I don't get output for that particular order, it jumps over several numbers, but for some orders that have output comission is about 145%

When I run the test on original data that came with the terminal installation (that is subsequent to the historical data I used on the screen images) everything is fine.

I guess the problem is due to csv data mounting (I mounted all timeframes from 1 minute to 1 month), but the candles of the mounted historical data look pretty good.

Ahhhh, garbage historical data == garbage Strategy Tester results . . . it is desirable to create all your timeframes from the M1 data then you will not get any unmatched data errors because all the timeframes come from the same source.
prupru
115
prupru 2014.01.13 15:16  
RaptorUK:
Ahhhh, garbage historical data == garbage Strategy Tester results . . . it is desirable to create all your timeframes from the M1 data then you will not get any unmatched data errors because all the timeframes come from the same source.

>create all your timeframes from the M1 data


do you mean creating them with instruments built in MT4 if there are any?

or do you mean I should make M1 from tick data and then make other timeframes from M1, but not from tick data?

because I created all timeframes from tick data directly

whroeder1
14512
whroeder1 2014.01.13 15:16  
Right click on results and show commission and swap.
prupru
115
prupru 2014.01.13 15:20  
WHRoeder:
Right click on results and show commission and swap.

There aren't any if I am clicking in the right place.



Simon Gniadkowski
Moderator
18001
Simon Gniadkowski 2014.01.13 15:31  
prupru:

>create all your timeframes from the M1 data


do you mean creating them with instruments built in MT4 if there are any?

or do you mean I should make M1 from tick data and then make other timeframes from M1, but not from tick data?

because I created all timeframes from tick data directly

And you then connected to your Broker who promptly overwrote some of your newly created data ?
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