Backtesting/Optimization - page 32

[Wackena]

iguey:
In backtest, which is the difference between option "tick by tick" or "check points" ? The results seem very different. Which of the options is near reality ?

Read this:

Strategy Tester: Modes of Modeling during Testing - MQL4 Articles

[Beno]

Automated Optimization

This is a nice article and well worth the read. Automated Optimization of a Trading Robot in Real Trading - MQL4 Articles

[omelette]

Beno:
This is a nice article and well worth the read. Automated Optimization of a Trading Robot in Real Trading - MQL4 Articles

Thanks for the link - interesting!

Shame there are no conclusions drawn as to whether or not it improves trading results though...

[lava]

EA for BH

Hi,

Can anyone make an EA for this indicator? I need it for testing purposes. So I will need some additional parameters to be able to play with to optimize the EA.

[giraia_br]

after billions of updates in MT4 still necessary to make aall those steps?

delete all data, import the corret data, run script for other times frames?

and i never could use the imported data with the MT4 offiline, i tried it a lot of times but if it is offline the stratgy tester says that there is no data.

the steps are the same? where there the corretc tutorial.

thanks and sorry for my bad english.

[matrixebiz]

How do you read the Optimization results

Hello, after I select a value to be optimized, how do I know what value is the best one to use after optimization?

Thanks

[matrixebiz]

Can someone please explain optimization results for me

Hello, Can someone please explain Strategy Tester optimization results for me.

What is the best value? You want to look at the most profit but least drawdown, correct? What else to look at? What to the other results tell me?

Thank you

[Sergey Golubev]

matrixebiz:
Hello, Can someone please explain Strategy Tester optimization results for me.

What is the best value? You want to look at the most profit but least drawdown, correct? What else to look at? What to the other results tell me?

Thank you

Total trades is important as well. But in your case may be not as it's almost the same.

[matrixebiz]

newdigital:
Total trades is important as well. But in your case may be not as it's almost the same.

Ok, let me take a stab at this;

Total trades = Self explanatory

Profit Factor = ?

Expected Payoff = is this expected trade $ amount per each Win?

Drawdown$ = ?

Drawdown% = DD %, better to have below 15% ?

EDIT: also, why do you have to work in offline mode? if I just want to backtest a few months with M1, the history is already there that I downloaded from the history center. did a small backtest and was at 90% modeling quality anyway.

Thanks

[yaniv_av]

Tester question

Hi,

When I'm using the "Tester", it close all the open positions when it arrived to the end of the data, so my equty graph is droping sharply at the end.

Can I change that? I want that the open positions at the end will not be included in the graph...

Thanks.