Backtesting/Optimization - page 78
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Gap in data 7 may - 8 July ( 2010)
Hello, traders.
Got interesting fact in my history data: there is a 2 month gap from 7th of may to the 8 th of July! Can somebody answer to questions:
1.What happened and where is the data?
2. Where can I get data for these two month?
.............
Accuracy of Robots Testing???
Before I start this topic would like to apologize about my English, it's not perfect and I don't want hire any editor, would like to write my self...
I would like to start this thread about most important subject in Forex Automated Systems. There is hundreds of robots on market, everybody showing incredible results with back test performance, question???
How I can be sure and confidence in back testing? Can I trust it? Is it accurate?
I have lots of experience in Forex Automated Systems. When I create my first robot and it shows me incredible result, I was shock, exited, thinking wow, I will start making hundred of thousands dollars. I connected to my real account and realize that after one month statement on my real account and performance on tester are different...I would like to make story short. It took eight month to find out and resolve the problem. If you don't have Tick Data uploaded to your MT4, you will have WRONG RESULTS...for example: there is up to 200 - one minute candle gaps each month and I am not talking about big gaps...I purchased most popular Expert Advisers selling on market with only one reason, run them on my tester and proof to their owners that result they show - WRONG...I do not want to blame them, but would like to warn any one who want to buy or create automated software that biggest issue they will have - ACCURATE BACK TESTING...
EA Testing
Hi
I have just written a simple EA to adjust the stops to half after a target level is reached. That's all it does although to test it is a bit of a pain. I am opening a trade and then waiting for the price to reach etc...Which is a tedious process. Just wondering if there is a way I can step through the historical candles. All I need is the price target level to be hit so I can see the EA has triggered the function to adjust the stops. I know MT4 has the strategy tester but I dont think it suite this purpose.
Thanks
Visual backtest result different from non-visual
Anyone else faced this problem before?
I already backtest off-line to lock the spread, but for some unknown reason, my visual backtest result comes off significantly different from the non-visual.
I also do not use Objects for entry/exit logic.
Googled about it but nothing conclusive..
Metatrader charts
Hi all, i am using 1min charts of EURUSD. But whenever i start the chart, i get only few months of data loaded. For example, i started the chart today but i am getting 1min data loaded only till feb 2011(feb 2011 till today's date). How to get more 1min data loaded? For example if i want to load the chart with 1min data from 1st jan 2007 till today, how to do it?
i have put max bars in history to 51200000 and max bars in chart to 51100000. But it is not helping. Can anyone suggest a way out..
You're nearly there, thestockbull.
Once you've made the adjustment to the "Max bars in history" (largest posssible - MT will adjust the setting to the max after that) close MT and open again. Click on the chart (make sure auto scroll isn't on) and press the home key - this should take you to the first bar on the chart. Now press the Page Up key - keep pressing once a new screenfull of bars has drawn and until all the bars are there.
Metatrader Indicators don't work properly in strategy tester
Hi Everyone,
I use multi time frame moving averages to determine support/resistance levels on my chart which is great, because I can see the higher time frame moving averages (1h,4h, daily...) on lower time frame (1m,5m, 15m).
As I started using the MT4 strategy tester in visual mode to improve my trading skills, I just realised that my favourite multi time frame moving average (and a lot else of my indicators) didn't work properly. It seems like they don't get updated, because as soon as you start backtesting, they are always at the same value therefore you can only see horizontal lines....
I Googled the problem and it seems like this is a well known problem, some of the poorly implemented indicators don't work in strategy tester just like mine.
I downloaded a dosen of MTF MovingAverage indicators, but they just don't work...
If there is anyone have a MTF Moving Average working well in visual backtesting mode please let me know, or any helpful feedback related to the topic would be much apreciated!
Thank you all in advance!
There are some mtf indicators that won't work OK in visual back test but that is not the main problem of back testing mtf in metatrader.
Metatrader does not "simulate" other time frames in back test. i.e. : if you choose 15 minute as a basic time frame in a back test, and you place a 1 hour indicator on that chart, 1 hour data will be extracted from the real data (the data that is already closed long time ago) That way, it seems as if indicators know in advance what is going to happen, simply because the data they are using is the data that already happened
______________________
Anyway, here is one mtf moving average that works in back test as well as in real time OK. In back test, you will notice that the current value of a higher time frame is not changing regardless of current price changes (set the Interpolate parameter to false to get a clearer view of that). That is explained above
regards
Mladen
Hi Everyone,
I use multi time frame moving averages to determine support/resistance levels on my chart which is great, because I can see the higher time frame moving averages (1h,4h, daily...) on lower time frame (1m,5m, 15m).
As I started using the MT4 strategy tester in visual mode to improve my trading skills, I just realised that my favourite multi time frame moving average (and a lot else of my indicators) didn't work properly. It seems like they don't get updated, because as soon as you start backtesting, they are always at the same value therefore you can only see horizontal lines....
I Googled the problem and it seems like this is a well known problem, some of the poorly implemented indicators don't work in strategy tester just like mine.
I downloaded a dosen of MTF MovingAverage indicators, but they just don't work...
If there is anyone have a MTF Moving Average working well in visual backtesting mode please let me know, or any helpful feedback related to the topic would be much apreciated!
Thank you all in advance!hi all,
i am new to this forum and would like to start with some questions regarding backtesting im MT.
i read on the net, that the backtest results of MT cannot be relied on.
can anyone really confirm this?
is there a serious bug in MT?
i can imagine, that the reason for this is in most cases only bad system programming.
how about the bar handling in MT?
lets say we look at daily bars.
does strategy tester only look at OHLC?
or does it look at every single tick internally?
this fact is important to know.
behaviour will differ in these 2 scenarios, if we have 2 or more signals on the same daily bar.
thanks.Don't believe everything you read on here.
Backtesting in MT4 is reliable if you use tick level data that has 99% modelling quality. This data has to take into account the correct spreads.
There are bugs in MT4 that you will need to patch aswell as procedures that you have to follow to ensure that MT4 doesn't overwrite your data. It's very fiddly and in the wrong hands prone to mistakes and ultimately a sub standard backtest.
Also another problem is a lot of people use M1 data from alpari and this is just not good enough. The majority of commercial EA's are tested using 90% modelling quality, not 99%. I've run tests myself and that 9% is the difference between a loosing and winning backtest.
Backtesting in MT4 is 99% acurate, but only if you know what you are doing.