Backtesting/Optimization - page 21
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
IT should be every tick and you would need full 1m history. So quality of testing should be 90%. Testing is not perfect but still good enough. Anything below 90% - it would be too far from real life...
Technical question about modeling quality in build 202 - M1 timeframe
I have an EA that performs rather well on M1 timeframes in backtests of that timeframe with 25% modeling quality all using MT4 build 202 with historical data downloaded through the history center.
But I am puzzled by the fact that when I put it to forward testing and it seems to be doing almost exactly as the backtest. I thought that historical data modeling quality could play a major role. But apparently, for the M1 timeframe, the modeling quality is not a big deal because it is the lowest timeframe possible (except if we consider tick data).
However, I am still a bit skeptical about this simply because all my online friends -also MT4 savvy programmers- are urging me to enhance the modeling quality to 90% for the M1 frame. I'm not sure I need to do that. Do you think there is any need to have such high modeling quality for this smallest timeframe?
Of course, I also read this topic:"MQL4: One-Minute Data Modelling Quality Rating" , which explains that 25% modeling qualit for M1 is the furthest I could -or need to- get.
Thanks for your clarification in advance.
IMO... i dont think there is any need to have such high modeling quality for this smallest timeframe...
others may disagree though
IMO... i dont think there is any need to have such high modeling quality for this smallest timeframe... others may disagree though
You can't get 90% modelling quality using M1. 25% is max. It's in the documentation I think.
Do not use data through history center for your testing. Download the Alpari data. My understanding is that its generated all the time and fed to a file which you can download. So presuming 100% uptime, it is as good as you'll get. The source of the history center data is unknown.
M1 data backtest "control points/every tick"
hello traders
i`m a question about backtesting with M1 , can anyone confirm that is correct i can backtest in timeframe 1M with model "every tick" OR "control points" because it`s the same result of backtesting???
many traders said model -"control points" is wrong backtest but is this also right for control points with timeframe 1M ??
thanks for information
forex2006
hello traders
i`m a question about backtesting with M1 , can anyone confirm that is correct i can backtest in timeframe 1M with model "every tick" OR "control points" because it`s the same result of backtesting???
many traders said model -"control points" is wrong backtest but is this also right for control points with timeframe 1M ??
thanks for information
forex2006The most precise method is "every tick". Meaning it's always safer to choose "every tick". However the maximum you can get on 1M timeframe is 25% quality.
Cheers,
Diam0nd
I LOVE
Question of Alpari databank data on Interbankfx
Dear Traders,
I have a question on backtesting on data imported from Alpari databank data to Interbankfx platform and FXDD platform.
I run 3 platforms and find that there's some minor difference of data stream on Alpari, Interbankfx and FXDD platforms.
I want to backtest my EA for a longer period of time, and only managed to find the Alpari databank data which starts from mid 2004.
Will there be any problem if I import Alpari data on Interbankfx and FXDD platform? Will the original Interbankfx and FXDD data be contaminated? I mean will the optimized EA settings that work on Alpari also work on Interbankfx and FXDD? I worry that there maybe huge difference between the live Interbankfx, FXDD data and the Alpari data that I backtest my EA...
Apart from Alpari, is there a historical databank for Interbankfx, FXDD or other brokers?
Also there's this server time difference problem I mentioned on other posts...I now started to worry about the validity of the backtesting results, even with everyticket mode...
IBFX data look similar to Alpari. Is it not? You can always take short period data and compare in backtesting.
Alpari has lower spreads than ibfx, 3 on gbpusd against 4+(ibfx)
Strategy Tester bug?
I testing EA with trading hour..
Settings with another hour... identical result.
Coded by Mikroskop?
and second example
Goblin 1.2 backtest and forward test...
There is no bug to me, even with your low modelling quality.
Your Goblin test fails because you are way too over-leveraged. In the backtest, you are having open 1.6 and 3.2 Standard Lots on a $10k account - you need to increase the "Initial Deposit".
To do so, open up the Strategy Tester then click on the Expert Properties Tab on the right-handside. There should be 3 tabs here: Testing, Inputs & Optimization.
By default you should be in the "Testing" tab, in which you can change the ammount of the "Initial Deposit" from 10,000 to whatever.