Profit Generator EA - page 80

[lomme]

Your Modelling Quality is only 24%.

So your whole backtest is nearly useless.

[jacoba]

PG demo test 15 may - 9 june

this is my forward test at a demo acc, does,t look good

[DOLAR]

this expert good and demand the following, Iuse it on (taime 1H) and I noticed that lossing positions more the winning as 8 percent losses positions and 2 winning positions so, I want to ask you if somebody from programmatic which they have experience can change and opposite buy order to sell and sell to buy in charactaristic this expert .

I send the resullt with this subject.

thank you

[huhenyo]

Do$lar,

Hey, there is an input option that lets you do the reverse of what you have been doing. All you have to do it change it to true. It's towards the end of the user input options.

[marla1286]

which testing model ?

Hi to everybody joining this work and sharing everything about PG..

I have a beginner question about back testing conditions on MT4.

Which testing model (everytick, control points or open price) is more efective on back testing process..

Thanx for any comment and replies..

[paul5550]

What modelling quality percentage is required to make a test useful

[[Deleted]]

Paul,

This is a very generalized question, and there is no correct answer.

If you are backtesting a system that operates after the close of the previous bar, then a system with low modeling quality will suffice. However, systems which trade on every tick, a highe modeling quality of 90% or higher is needed to get any type of reliable results.

For example, you place buy and sell stop orders at the beginning of the day to catch the breakout of the 24 hour highs/lows with a stop and close open trades at the end of the day. There is no trailing stop. For this strategy, low modeling quality maybe sufficient as the only check is to see if the intraday stop losses are hit or not. However, for the same strategy, if you use a trailing stop that moves the stops based on every tick move, then you need a very high modeling quality to get reliable results.

Hope this helps.

[arvinfx]

sorry about my question.

how can i calculate SWAP with Back Terter Meta Trader?

Best Regard

[[Deleted]]

float longswap = MarketInfo(NULL,MODE_SWAPLONG);

float shortswap = MarketInfo(NULL,MODE_SWAPSHORT);

[arvinfx]

Maji:
float longswap = MarketInfo(NULL,MODE_SWAPLONG); float shortswap = MarketInfo(NULL,MODE_SWAPSHORT);

thanks but can you give me a sample ?