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adibi83
58
adibi83 2014.05.31 08:13 

Hi there,

I have an EA and I had a back testing on a tick data from 2004 to 2014 (via tickstory) because I wanted to check the results on multi-year and in various market conditions (it's not HFT algo).

Here's the thing: on GBP-USD I get very good results: about 40-50% per year on average. On other pairs like EUR-USD, EUR-JPY, USD-JPY or GBP-CHF I get 15-20% return per year on average (and the maximal drawdown is worse than in GBP-USD).

Why is that? I mean, sure there's the volatility issue but is that it? And what does it say on my EA? is it "reliable" enough?


I appreciate you 2 cents on this.... TX

SYED NAUFAL GADDAFI
1401
SYED NAUFAL GADDAFI 2014.05.31 11:23  
The thing is, we can't be sure.
whroeder1
13593
whroeder1 2014.05.31 13:59  
adibi83: back testing - I get very good results - On other pairs - Why is that?
How sensitive is it to changes in spread? What spread did you use during each back test? What is your dealer's average spread? If you don't know the answers to all three, you don't know anything about the back test.
Ian Venner
2583
Ian Venner 2014.06.01 02:07  
adibi83:

Hi there,

I have an EA and I had a back testing on a tick data from 2004 to 2014 (via tickstory) because I wanted to check the results on multi-year and in various market conditions (it's not HFT algo).

Here's the thing: on GBP-USD I get very good results: about 40-50% per year on average. On other pairs like EUR-USD, EUR-JPY, USD-JPY or GBP-CHF I get 15-20% return per year on average (and the maximal drawdown is worse than in GBP-USD).

Why is that? I mean, sure there's the volatility issue but is that it? And what does it say on my EA? is it "reliable" enough?

I appreciate you 2 cents on this.... TX

Look at your results and look at the charts when it made bad trades. If you coded it you should already know what conditions would have to occur for your trades to lose. You should see that reflected on the charts. The other currency pairs presented those conditions more often than the EURUSD.

SYED NAUFAL GADDAFI
1401
SYED NAUFAL GADDAFI 2014.06.01 04:45  
Usually when the coder see how the market moves, he then adapt the ea to suit the current market movements. No such thing (IMO) as long lasting ea which can adapt to any market movements.
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