What's the deal with years 2008-2011 in backtesting?
xwwwx: So what's the deal with 2008-2011 while backtesting? Did something change in the market or what could be causing that anything I try stops working at that specific date every time?
- If by stop working you mean not profitable then it probably have something to-do with recent global financial crisis.
- If by stop working you mean the tester stops then perhaps its has something to-do with missing data.
Yes, markets changed!
However, I don't think that this is a MQL related query, but more of a financial/economics issue and it might be better suited for another kind of forum and not here which has to do with coding in MQL4.
ubzen:
That's what I think but do you have any details? I mean, from a technical analysis point of view, what could have changed that makes every single EA I test stop being profitable on that date? In my EA, it stops making profit because the win ratio drops from 9X% to 8X%.
- If by stop working you mean not profitable then it probably have something to-do with recent global financial crisis.
xwwwx:
That's what I think but do you have any details? I mean, from a technical analysis point of view, what could have changed that makes every single EA I test stop being profitable on that date? In my EA, it stops making profit because the win ratio drops from 9X% to 8X%.
That's what I think but do you have any details? I mean, from a technical analysis point of view, what could have changed that makes every single EA I test stop being profitable on that date? In my EA, it stops making profit because the win ratio drops from 9X% to 8X%.
You're not the only one.
https://www.mql5.com/en/forum/126819
https://www.mql5.com/en/forum/131614
ubzen:
You're not the only one.
https://www.mql5.com/en/forum/126819
https://www.mql5.com/en/forum/131614
Thanks, that was a good reading.
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I did some research and found that I needed a better tick data so I downloaded dukascopy data which gives me a 99% modelling quality, but the same problem still persists on every EA I create.
I've also tested some paid EAs, which had the same problem. Even found some source codes for paid EAs and saw that they were hardcoded to stop working after 2008, I guess that may be related to this issue.
So what's the deal with 2008-2011 while backtesting? Did something change in the market or what could be causing that anything I try stops working at that specific date every time?