Backtesting/Optimization - page 25

 

Try this http://ratedata.gaincapital.com/. The only problem is that the download bandwidth is limited, so it takes a long time to download files. Then you need to make it suitable for MT. I think I've seen a post how to that on some forum, but I forgot where...

 

EA with 90% modeling quality?

can someone show where i can find an EA which has 90% modeling quality?

Thanks

 
jong52yuara:
can someone show where i can find an EA which has 90% modeling quality? Thanks

Hi jong52yuara.

In fact, no EA have 90% modeling quality.

The % of modeling quality is related to your backtest data. (all ticks).

So you better try to find "How i can't get 90% modeling quality" from pairs.

Regards,

 
jong52yuara:
can someone show where i can find an EA which has 90% modeling quality? Thanks

NO HAD INDICATORS WORK AT MODELING 90%.

because you come in risky,when come in forex ...

 

EA failed with "Every Tick" / minimum StopLoss value

Hello,

1. In MT4 tester, why most EA failed using model "Every Tick" even if they perform using the model "Control Points" ?

2. What is the minimum Stoploss value we can use in function Ordersend() ?

3. I think this minimum Stoploss value could be smaller (without getting Error 130: Invalid stops), testing a EA offline.

Did you experiment the same ?

Thanks.

 

Is there a difference using PERIOD_15 instead of its integer value 15 ?

Hello,

A. I refer to this post http://forum.mql4.com/4965

and the irusho1 reply telling:

...

3. hardcode your timeframe in tester (i.e. use iTime, iHigh, etc. use explicit PERIOD_?? instead of 0 or Period() function)

and run your EA on 1 minute frame only)

...

B. Why is this point important to get a test closer to real life ?

C. Is there a difference using PERIOD_15 instead of its integer value 15 ?

Does this forum allow to contact another member ?

If so, how to do it ?

Thanks

 

Backtesting an EA (using a fixed timeframe value) provide different results !!!

Hello,

1. I put a fixed value PERIOD_M15 for the timeframe parameter for all indicators.

So we must get the same result for any timeframe selected in the tester setting.

Because, the Buy/Sell conditions are based only on those 3 indicators using a fixed timeframe value.

But I got different results! Why ??

diClose0=iClose(NULL,PERIOD_M15,0);

fMM=iMA(NULL,PERIOD_M15,5,0,3,2,0);

sMM=iMA(NULL,PERIOD_M15,7,0,3,2,0);

2. How to test multiple EA simultaneously on a real demo account (or on many demo account) ?

Is it possible to do it without installing many Metatrader Terminal on the PC ?

My goal is to test few EA on a real demo account.

Then I would easily compare their performance.

Thanks.

Files:
mx.mq4  2 kb
 

EA backtest or Forward testing?

Hello everyone,

Just need opinions from the programmers in this forum. I have heard enough about how backtesting can be misleading and not a true reflection of the system.

However, is Forward testing a true test of the potential of any EA??

 

comparison test for backtesters of MT4, Amibroker and Tradestation

Hi,

After all the questions about credibility of MT4 Tester I have made a simple comparison test for backtesters of MT4, Amibroker and Tradestation.

For the best comparison conditions I have backtested all the programs with:

- the same data ( originated form Alpari 1M data) and time period,

- the same level of spread(MT4) and corresponding commission ( Amibroker and Tradestation),

- the same simple sample EA( back-test formula):

1 lot(contract) trading,

if close of current bar < close of previous bar then enter a Short position at the first price of next bar,

if close of current bar > close of previous bar then enter a Long position at the first price of next bar .

Results:

As you can see ( in the attachment) all 3 applications are giving signals at the same time and levels ( there is some difference in net profit between MT4 back-Tester an two others because of swap points in MT4).

Conclusion for me is:MT4 Tester is OK ( giving the same results as the other programs).

Another question is the quality of testing data. Although the way described by Hendrick how to achieve a 90% modelling quality ( https://www.mql5.com/en/forum/general )seems to be the best, I am not convinced to Alpari 1M data quality. When we prepare 90% modelling quality from Alpari 1M data and compare back-tests results of EA’s of Hendrick, Zonker or Sashken ( participants of http://championship.mql4.com/2006/participants ) we will see 30-60% differences between those EA’s results and real results published on this site. Too much for Daily EA’s.

Maybe you know some trustful 1M test data ?

Regards

Files:
test.zip  25 kb
 

Backtesting

Is there any rule of thumb for the length of backtesting (6 months, 1 year, 2 years)? And is length of backtesting dependent on the number of trades per day, week, etc.? Thanks for your help, Les

leshammondpsf@yahoo.com

Reason: