Forward Testing in MT4

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nelhajj
25
nelhajj  

I was thinking if there was a way to code forward tests in MT4 into OnTester() function. It's a pain having to do it manually while optimizing.

Does anyone have any idea if this could be done? 

Keith Watford
Moderator
12455
Keith Watford  

Really?

How do you expect a forward test from something that back tests????

nelhajj
25
nelhajj  
GumRai:

Really?

How do you expect a forward test from something that back tests????

really.. by forward testing I mean "out-of-sample" testing, or as it is called in mt5, "forward testing"... which means it divides the backtested period by 1/2, 1/3 or 1/4...
whroeder1
17992
whroeder1  
What's your problem? Set the start and end date and optimize. Use the optimized parameters and the start date outside the original range.
nelhajj
25
nelhajj  
WHRoeder:
What's your problem? Set the start and end date and optimize. Use the optimized parameters and the start date outside the original range.
I was just asking if there was a way to automate this, instead of having to retest every optimization result. It will be easier to discard parameters that aren't profitable on a different range immediately.
Marius Lombaard
71
Marius Lombaard  
nelhajj:
I was just asking if there was a way to automate this, instead of having to retest every optimization result. It will be easier to discard parameters that aren't profitable on a different range immediately.

I'm looking for the same thing. once you've optimized, you want to forward test on out of sample data. i've got so many results from optimization suggesting no specific "hotspot" of optimized parameters to use in my forward testing that i'm thinking of using AutoIt to do some of the heavy lifting - but that requires some additional coding on my part. Can't manually forward test 300+ optimized results on out of sample data. will take forever, and I still have my day job.

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