Forward Testing in MT4

New comment
 

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? 

 

Really?

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

 
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...
 
What's your problem? Set the start and end date and optimize. Use the optimized parameters and the start date outside the original range.
 
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.
 
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.

 
Marius Lombaard #:

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.

I do it at StrategyQuant pro, but its very expensive program. I get it for free from roboforex some years ago, but dont know where I can get it now

New comment