Backtesting/Optimization - page 80

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Never mind, i found it how.

 

Optimisation and Back Testing

Back testing using MT4.0 Tester or Omega Research Prosuite is unreliable, because it is not optimisation but exaction on hystorical data! The best way how to test manual either EA is to test it online in real time - prospectivelly!

 

backtesting multiple EAs on the same currency and timeframe

Ive been working on an EA that uses MA crosses. What I want to test is 5 of the EAs with different MA settings on the exact same pair and time frame. So i have eurjpy m15 with 5 eas running on it at the same time. ATM I am doing a forward test but I would still like to backtest 5 of them running in tandem.

BTW

If you cant run multiple EAs on a single backtest is there a way to combine/recode 5 copies of my EA into one?

 

Yes, in a manner of speaking.

You can run the code for all of them concurrently. Just build five different functions called go1(), go2() or whatever you want, then, in start():

int start() {

go1();

go2();

go3();

go4();

go5();

}

Just make sure to give each go() function it's own magic number. (Each go() would contain the same code with different MA periods or whatever it is you're trying to test.)

If you DON'T want them to share money, then that's a bit tougher. I'd set the testing balance to something huge like 1,000,000 and instead of calculating lotsize off of that amount, use custom variables for amount balance and equity, etc. Figure out the current account balance for each magic number by going through trade history and adding or removing from the variable.

It's sort of a pain, but it can be done.

 

[langtitle=cs]How to test EA based on time[/langtitle]

[lang=cs]Hi everyone, am first time here posting,hope this question can be here. I have EA which place orders on the basis of how long is pric

e in the certain range. Its not possible to test on MT4 tester as there is not when exactly was price in every time.

Do anybody know where i could test it ?

Thank you much and hope you unerstand my english.[/lang]

 

where to find more data for backtesting in mt4?

Hi all.

I made some experts and want to backtest them more, but since the data from my broker is limited to something like 2 years back, i was wondering if there were a place on the web where i could grab a chunk of like 10 years or so..?

regards..

Desjuft

 

Forex screener and Backtest

Does anybody know a good forex screener-scanner that can search and filter pairs based on chosen technical indicators/analysis methods? (Backtesting feature would be a plus of course) thanks in advance

 
Desjuft:
Hi all.

I made some experts and want to backtest them more, but since the data from my broker is limited to something like 2 years back, i was wondering if there were a place on the web where i could grab a chunk of like 10 years or so..?

regards..

Desjuft

You can check this thread https://www.mql5.com/en/forum/180553 I believe akmos data is reliable...

By the way I did some research on forex screeners yesterday...This seems to be the best available...Advanced Forex Screener with Backtesting

My first impression is that this website is cool because there are huge amount of screens including thomas demark, ichimoku, macd&rsi diveregnces, fibonacci, etc. I can test my trading systems by using strategy backtesting tool which gives the ability to setup parameters like open/close signals, s/l, t/p.

 

Ea

Hello,

I will share with you with my choice of backtesting and optimizing EA.

First step is to get 10 years data for currency for example from dukascopy or fxdd install it on your MT4.

If you have ea with multiple indicators and settings you can optimize them, the key to not overoptimize it is doing the optimization from 2000-2008 and than checking how best settings from optimization is working in 2008-2011 if results in past 2 years are still very good you could say you have a good EA. This is not all, to have a perfect EA you will need to do at least 6 months forward test on live account microlots and if it still works you could say " I've done a very good job" otherwise come back to first step. The best way is using vps for forward tests to use multiple EA's.

I hope this is a very valuable information to have it works for me. I did milion tests of EA and few of them became diamonds and are working now and will be working in future.

 

Forex Backtesting

I just read an interesting article which mentioned that a feature of successful traders is that they almost all go to great pains to back-test their systems - the study of the system in testing mode gives them a sort of a 'sixth sense' about the market in real time. Also, of the three most common methods of back-testing [manual, back-testing software or website, or self-programmed testing] they usually prefer the middle option of using a software or a specialized website. Interestingly, opinions on MT4 back testing seem to widely differ, from 'very good' to 'has many limitations'.

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