Backtesting/Optimization - page 34

 

debug message MT4 EA in Strategy Test

Guys, I wanted to display debug messages (variable values) in my first EA while doing backtesting using strategy test. How can I achieve it?

Thanks

 
syedks:
Guys, I wanted to display debug messages (variable values) in my first EA while doing backtesting using strategy test. How can I achieve it? Thanks

By using Metatraders comprehensive debugging features - Print or Comment...

 

Backtesting multi-time frames

Hi

I am backtesting a 4hr/1hr strategy manually. is there a way to test the 2 timeframes using the visual tester ?

 

Strategy tester bugs?

I have some code that wont run right. Are there serious bugs with Strategy tester?

for instance, early on in my code, I call the function OrdersTotal( )

I know for a fact that there are NO orders at all.. Yet, many times, it will return 3. It then messes up my entire app..

Also,

I put tons of Print() lines in my code to debug.. But many times, it will not show several Print()..

Making me think that it never hit that code..

Before I beat my head against the wall any more.. Is Strategy tester is pile ?

Is it reasonably stable?

 

Ea Backtest

Hello,

Need help from the coders of TSD.

I have attached pic of the backtest report with 39% Quality, just want to know if this backtest report can be trusted ?

System is using NO Indicators, No Martingale, only price action, on a 1 hour TF. Only takes 5 to 10 trades a month.

Thanks in Advance

Files:
eu.gif  20 kb
 

How to conduct the backtest with zigzig

Dear friends:

I want to know conduct a backtest a system with a zigzig indicator, since the zigzig parameter repaint. Does MT4 has this capability to conduct the backtest just as the history evolve.

Regards

 

General Question about Strategy Tester MT4

first of all is ST MT4 even accurate for backtesting when you use the every tick option? 2nd ? why would 2 computers at my house give completely different outcomes of the EA i ran?

 

Quick question here. I just formatted this PC and redownload all the data and platforms after FXLQ shut down, my previous platform canot be use anymore, and am planning to migrate all my EAs to my account in IBFX. So now am doing some backtest to ensure all the EAs are functional in IBFX. But, 1 thing though, I just figure out IBFX has a HUGE difference between FXLQ. Can anybody tell me what is the idea behind these differences? Also note that I couldn't generate 90% Modelling Quality anymore on the IBFX account. It gaves the Chart mismatch message to me. I'm now confused and worried whether still continue run those EAs. Newdigital, if this post is not proper in place, feel free to move it around. I just need some answer from seniors.

Regards

David

Files:
guppy_test.zip  118 kb
new.gif  6 kb
old.gif  6 kb
 

Optimal Backtesting Period

Hi,

I've been backtesting a few EAs for some time now and I'm wondering if there is a way to determine the optimal period to use for backtesting

For example, I'm testing an EA on the 4h timeframe. From 08.2007 to 01.2008 (~ 6months), it gives me a profit of about 20k. Another test from 07.2006 to 07.2007 gives me a profit of 10k only in 1 year.

If I look at the 4h chart for those two periods, we can see that in the second case, the market was a bit more noisy and flat than during the period when we can get the 20k.

So the performances are looking fine, but is there a way to determine which period (1, 2, 3, 6 month / 1 year, 2 years, ...) to use for backtests?

I was thinking of something like this:

We first check on the daily or weekly timeframe to see the trend. If there is an uptrend starting in August 2007, and before that time the market was ranging, then I'll backtest the EA starting in August 2008 only and not before.

Of course, it will find the optimal parameters for that period and for the case of an uptrend, but in a way, that's exactly what we want!!

Has anybody already thought about something like that? It would be nice to share your experience with us

 

Need extra coding here.

ztdep:
Dear friends:

I want to know conduct a backtest a system with a zigzig indicator, since the zigzig parameter repaint. Does MT4 has this capability to conduct the backtest just as the history evolve.

Regards

The correct method will be to code an additional piece that plot the repaints as they happen. You will then know if the indicator is acurate or not. Sometimes an indicator will receive a signal without ploting a zigzag.

Reason: