Backtesting/Optimization - page 40

[Odirlei Zimmermann]

JJLL:
Just curious if any uses a stand alone application for back testing?

I'm one of the guys who is using the newer versions of MT4 and the strategy tester, I don't think, is as good as it use to be.

If anyone has, has used or knows of a separate back testing application please post.

Thank You.

I know this commercial one:

Forex Tester Software - Professional Forex Training. Teach yourself forex trading.

And there this free:

Forex Tester Software - Professional Forex Training. Teach yourself forex trading.

I did not use any of them. I hope this help.

[[Deleted]]

JJLL:
I'm one of the guys who is using the newer versions of MT4 and the strategy tester, I don't think, is as good as it use to be.

Personaly, I use the strategy tester for check the logic of my codings. Never for check the profitability of an EA.

Also, the strategy tester is the quickest way to observe and understand how react indys with the market. You'll see right away if one repaints.

FerruFx

[[Deleted]]

I don't like any timeframe greater than H1, because the broker's timezone will drastically affect the data. It is important to program 24* 1 hour timeframes instead of doing 1 Daily Timeframe. Also, you would need to separately backtest before and after daylight savings time. It is a pain.

sonyirwana:
Can you help me or anyone programmer here put the logical manual entry pending stop order become EA (mq4) for backtest data from 2004 - 2008 year ?

I just so confused if i do bacward of data too much manually, and if it's have profitable ( even <= 30% per month or not) i very thank you to you all.

this is entry rule:

Daily Time Frame

Buy Stop on H + 5 previous days

Sell Stop on L - 5 previous day

StopLoss Sell order on H + 3 previous days

StopLoss Buy order on L - 3 previous days

Take Profit 100 pips ( optionally to find optimum target backtest )

Also we reset our Buy (or sell) order which is now going to be just above (or below) the highest high (or lowest low) of the current bar/today for next order daily bar. Now, when one of the orders is filled, Stoploss can move to current day always move till the position(s) not tp or sl on tomorrow.

If one position execute today, example, BUY. next days pending order only open pending Sell Stop at Low - 5 today.

Range H - L previous days must be >= 90 pips

for detail click hereAdvanced system #1 (Midnight setup) | Forex strategies revealed

sorry admin for the link above, i just want some help here..

email : [e-mail]

[Odirlei Zimmermann]

odirlei:
I know this commercial one:

Forex Tester Software - Professional Forex Training. Teach yourself forex trading.

And there this free:

Forex Tester Software - Professional Forex Training. Teach yourself forex trading.

I did not use any of them. I hope this help.

Sorry by mistake, I had posted the same link twice... here is the free one:

https://www.mql5.com/en/forum

[levis]

FxIndex_H1 EA need backtest

Hi all. I think this is profitable. Need 90 or more precise backtests. Please give feedback, thanks.

[levis]

FxIndex_H1

It works only on GBPUSD and H1 timeframe.

[typhoon_gr9]

!!!!

the lot size is fixed, could you make it changeable,it refuse to be 1 or 2 lots as a start.

[levis]

Lots

Hi Typhoon gr9. Now yuo can change lots as you prefer. I backtested this EA on IBFX platform only from 2008 02 01, because earlier data is not with 90 perc. accuracy. Rezults not bad, but its only 3 month test, so to decide about EA must be more deep backtest test. In any case I started live testing of it and will post rezults here. Best regards.

[levis]

FxIndex_H1

First trade by FxIndex_H1. Statment attached. Because of the same MAGIC NMB it was closed by other my system, but now this is corrected. In any case rezults i think were the same.

[shanyang]

why optimization only test maximal 10496 cases

an EA has 4 inputs to be optimized, each input data ranges from 1 to 200, with step 1

in principle, it should generates 200*200*200*200=1600000000 cases

but metatrader only generated and optimized 10496 combination.

what's the problem? is there anything wrong with the optimization setting?