Backtesting/Optimization - page 30

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el cid:
Hi All

How do u account for the spreads from backtesting?

Are the results after spreads or before spreads?

Regards

El Cid

cid its after spread of course the optimizer just runs thousands of tests one after another.

if you want to get more comfortable with the backtesting and optimizing. run the tester in visual mode. it simulates live market trading.

 
elitecamper:
Wow thats incredible willis guess you had a good system to begin with.

Thanks Elite, I actually got these results from the eurusd, which was particularly odd to me since I've had most of my succesful trading away from the eurusd. Most of the ideas that I use tend to fail on that pair for some reason, so this was a little exciting for me to see. Thanks for noticing.

 

OK! I've got wiped out yesterday Can you guys who have enough experience on backtesting tell me, what does over optimize mean. How do you determine over optimized? And what is optimal settings without over optimized? And right, I created a simple MA cross EA, and optimized it. It shows great result on the backtest with 90% modelling quality. But I got whacked on the reason carry trade unwinds I'm screwed. Am now affraid of funding in my account, affraid of getting screw again Please, please, please... Help!

Regards

David

 

david i wouldnt trade any EA using the MT4 optimizer. it doesnt do walkforward optimization.

 
elitecamper:
david i wouldnt trade any EA using the MT4 optimizer. it doesnt do walkforward optimization.

Thanks for the reply. If not optimize, what can we do with the TP/SL? I just checked my statement, most of the trade on USDJPY just few pips away from my TP and come down to hit my SL They worked fine for the past few months, am bringing me enough money to buy a new house, and now have give it all back, even my capital

Regards

David

 

u might have not optimized enough, how often were you optimizing the expert?

If I was trading an MA cross expert i would optimize every day. no matter what time frame.

If u want to learn more about optimization i recommend u read the AI Expert threads.

Also the most important thing is for you to test and retest optimizations and settings on your own. Dont follow what someone else says.

doing it is the only way to learn.

im sorry for your loss david I recently had some big loses too it sucks huh.

 

Alright. I got your point. It seems like its not 1 time optimization can take over the world. You're right, I have this EA fully optimized since 2005 right up to April, and working quite well on 1 of my account. It's making money like nobody's business. Until recently this 2 or 3 weeks, I cant remember since when because I seldom look at it since its making money. And the horrible nightmare happens when I wanted to withdraw some money to pay for the house loan, and figured out that account was broke. Will take note on the optimization you've mentioned. Thanks for your help. And yes, the big losses recently really sucks. No way a money making EA all a sudden gone to hell. Must have been trading range have swayed away therefore not touching my TP...

Regards,

David

 

What length backtest is acceptable

Hi guys,

I've got a few questions on backtesting and using the results.

How long is an acceptable backtest, 1 year, 2 years, more?

What's the best way to go about finding the best results? Doing an x year backtest with every tick data, first by balance, and then by profit factor?

Do you then just grab the top results and just use them on a demo for a while, or is there a better way to get the top performing paramaters.

The ea I'm having made for me is a trend following one, just placing orders on ma crosses.

Is it possible for it to not trade when there is low volumes, because that's where I believe it's dying. What do you recommend?

Are there any indicators that you'd recommed to help filter out trades?

Also, what are the popular currencies for trading, raning as well as trending if you know

thanks

steve

 

Hypothetical performance results have many inherent limitations. No representation is being made that account will or is likely to achieve profits or losses similar to these shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

 

Which MT4 Data is Simmilar to MB Trading?

Hi

I'm looking for a MT4 broker that has data simmilar to MB Trading...

Should I use data from Alphari-idc.ru which is apparently very clean to use with my MT4 indicators, and have free charts from MB open at the same time to trade off; ... or is there another MT4 broker that has simmilar data to MB?

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