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backtest and trade live simultaneously....

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Jon Grah
367
Jon Grah 2014.01.21 07:35 

Is it possible to backtest a strategy in the tester and still place live trades in a demo or real account with EA or manually? It appears so, but I wanted to confirm that these two operations.

In the same way that each ea runs in a separate chart, a backtest can run in a separate chart. I'm trying to see if there are any limitations with this. I will be using tick data imported from dukascopy with birt csv2fxt script.

a side question. Is it possible for a visual backtest for the orders to remain on the chart? Or to place the trades from a previous backtest on a chart? When my backtest is complete, the EA de-initializes and removes all of the historical trades and objects from the chart. I'm thinking I can drag the tester historical trades onto the chart, similar to holding SHIFT and dragging a pair when viewing terminal trading history.

Simon Gniadkowski
Moderator
18001
Simon Gniadkowski 2014.01.21 09:02  
4evermaat:

Is it possible to backtest a strategy in the tester and still place live trades in a demo or real account with EA or manually? It appears so, but I wanted to confirm that these two operations.

In the same way that each ea runs in a separate chart, a backtest can run in a separate chart. I'm trying to see if there are any limitations with this. I will be using tick data imported from dukascopy with birt csv2fxt script.

Yes you can. . .but why would you ? if you are trading live and risking real money why would you put that Terminal at risk by running the Strategy Tester on it at the same time ? why not simply have a second Terminal ? keep Live and test separate . . .


4evermaat:

a side question. Is it possible for a visual backtest for the orders to remain on the chart? Or to place the trades from a previous backtest on a chart? When my backtest is complete, the EA de-initializes and removes all of the historical trades and objects from the chart. I'm thinking I can drag the tester historical trades onto the chart, similar to holding SHIFT and dragging a pair when viewing terminal trading history.

When the run finishes and you have the trades on the chart you can save the template, this retains all the Objects that are used to draw the trade information. For the "new" MT4 you may find something in the Marketplace to do something similar . . .
Jon Grah
367
Jon Grah 2014.01.22 15:00  
RaptorUK:
Yes you can. . .but why would you ? if you are trading live and risking real money why would you put that Terminal at risk by running the Strategy Tester on it at the same time ? why not simply have a second Terminal ? keep Live and test separate . . .
  • you can save ram and running an extra terminal.
  • backtesting is limited to one pair simultaneously per terminal
  • it is complicated to run more than 1 terminal simultaneously backtesting without Tick Data Suite, TickStory. Heck, it is complicated to run even 1 terminal simply because MQ seems to not want to facilitate tick data importing

But you are right. A live acct with real funds is typically left alone, with only essential EAs, indicators, scripts, etc running. It would be the DEMO account that could double as a tick data backtester without needing an extra terminal.

RaptorUK:
.....

When the run finishes and you have the trades on the chart you can save the template, this retains all the Objects that are used to draw the trade information. For the "new" MT4 you may find something in the Marketplace to do something similar . . .


I think it might be my EA. but the EA deinitializes when it reaches the end of a backtest period. When the deinitialization occurs, all chart objects are removed.
Simon Gniadkowski
Moderator
18001
Simon Gniadkowski 2014.01.22 16:04  

4evermaat:

I think it might be my EA. but the EA deinitializes when it reaches the end of a backtest period. When the deinitialization occurs, all chart objects are removed.
Sounds like it could be . . . ObjectsDeleteAll() should be outlawed
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