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xwwwx
19
xwwwx 2014.02.08 22:31 
I recently started developing EAs, and I encountered an issue. No matter what I try, I can't get anything working for a stable long period of time (2008-2009 are clear examples of that as shown on this image http://i.imgur.com/aBfheCB.gif).

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?

Ubzen
Moderator
5394
Ubzen 2014.02.08 22:36  
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.

Fernando Carreiro
1438
Fernando Carreiro 2014.02.08 22:40  

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.

xwwwx
19
xwwwx 2014.02.08 22:46  
ubzen:
  • If by stop working you mean not profitable then it probably have something to-do with recent global financial crisis.
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%.
Ubzen
Moderator
5394
Ubzen 2014.02.09 00:29  
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%.

You're not the only one.

https://www.mql5.com/en/forum/126819
https://www.mql5.com/en/forum/131614

xwwwx
19
xwwwx 2014.02.09 01:54  

Thanks, that was a good reading.
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