Backtesting/Optimization - page 67

 

question backtest ea eurusd

Hello,

I possede an ea (eurusd 1h) ,the profits are very good but backtest is 58 % and 11 errors made go out of tune over 18 months .what I can consider that my EA is viable (good) or the results(profits) are that powder with eyes.

Thank you in advance.

 

data feed from different mt4 brokers??

Is it possible to get mt4 data from another mt4 broker platform. how is that done?

Thank You.

 

Margin Call & Account blowup

Hello,

I'm backtesting a martingale EA. I can see from the graph that I didn't get a margin call.

How can I compute how far away I was from getting a margin call?

Thanks

 

Different backtest result..

I use FXOpen MT4, and it usually gives loss for most EA backtests.

So, I tried Alpari demo MT4 to run EA backtest, and it gives profits.

Is it normal that each MT4 platform gives different result?

It looks like FXOpen MT4 is designed for loss if you use EA.

I tested about 15-20 EAs and only 1-3 are profitable.

(I test EAs have screenshots from you guys)

TX..

 
JKookTrader:
I use FXOpen MT4, and it usually gives loss for most EA backtests.

So, I tried Alpari demo MT4 to run EA backtest, and it gives profits.

Is it normal that each MT4 platform gives different result?

It looks like FXOpen MT4 is designed for loss if you use EA.

I tested about 15-20 EAs and only 1-3 are profitable.

(I test EAs have screenshots from you guys)

TX..

Backtests are worthless no matter what broker you use. Don't waste your time. Only forward test. That will give you the best chance of determining how profitable an EA is.

 
jturns23:
Backtests are worthless no matter what broker you use. Don't waste your time. Only forward test. That will give you the best chance of determining how profitable an EA is.

Good point !!

TX.

 

Backtest programs for tick data

Hello,

MT4 Backtest engine can only handle M1 (or larger timeframe) data and tries to model the ticks.

Are there any backtesting programs available that can handle tick data? (I have tick data in a txt file)

Thank you in advance :-)

 

different results from demo accounts of different brokers

Hello JKookTrader,

JKookTrader:
I use FXOpen MT4, and it usually gives loss for most EA backtests.

So, I tried Alpari demo MT4 to run EA backtest, and it gives profits.

Is it normal that each MT4 platform gives different result?

every broker has different prices (a different data feed). So it is normal to get very different results, in case you have a scalping EA (trading in the very short term). It is normal to get almost the same results if you trade rarely (long holding periods), and if you go in and out of the market not during very volatile times.

JKookTrader:

It looks like FXOpen MT4 is designed for loss if you use EA.

Please note that SOME brokers have 2 different data feeds: the real data feed for their real accounts, and a fantasy datafeed for their demo accounts. This system aims to show you profits in the demo account, to make you open a real account.

JKookTrader:

I tested about 15-20 EAs and only 1-3 are profitable.

noone says that all EAs are profitable. If you take 20 EAs and find 2 profitable ones, then this can be a very good result.

JKookTrader:

(I test EAs have screenshots from you guys)

please translate this sentence into English.

 

Backtests are efficient !

Hello jturns,

jturns23:
Backtests are worthless no matter what broker you use. Don't waste your time. Only forward test. That will give you the best chance of determining how profitable an EA is.

I consider your answer off-topic. JKookTrader asked whether it is normal to get different results on different brokers.

Furthermore it is NOT a waste of time, to use backtests. It is a very efficient way to use backtests. Backtests help to find those 10% of EAs which seem to have some chance of producing real money. When you have found them, forward tests are needed.

Autopips

 

Your EA

renatops:
Try the EA I posted here to see how unreliable a strategy tester can be.

https://www.mql5.com/en/forum/173385

Renato

Can you post results of your EA please for me to examine as I was not able to work with the EA.

Thanks

Reason: