What's Wrong with ATC EA Testing?
So many people talk about the problem. OH~~
enivid:
The tester models its tick data on your downloaded bar data. However, that bar data can be different depending on the source and the completeness of the data set. So your test results can very well differ from my test results or the contest test results on the same EA. The article at https://www.mql5.com/en/articles/75 seems to explain MT5's modeling method. If your test results vary wildly depending on the tester with its respective data and modeling method used, then you are likely suffering from a classic case of parameter overfitting (see: http://en.wikipedia.org/wiki/Overfitting), that is, adjusting your parameters to work perfectly on a specific data set (or testing model), but any tiny variation throws it off. Future data never looks exactly the same as past data! The recent article titled "Common Errors of Novice Traders" (found here: https://championship.mql5.com/2010/en/news/23) has some well seasoned advice. Keep chugging along and good luck!
The same EA tested on Sept. 18 and on Sept. 20 on the same period was reported with different profit. It was +2126.58 USD on Sept. 18 and -6604.73 USD on Sept. 20.
If I try to test it with the same parameters and on the same period on my PC I get +2126.58 USD result.
How did the ATC tester get those results? And how can I possibly correct them with 1 day left for submissions?
The Algorithm of Ticks’ Generation within the Strategy Tester of the MetaTrader 5 Terminal
- 2010.06.02
- MetaQuotes Software Corp.
- www.mql5.com
MetaTrader 5 allows us to simulate automatic trading, within an embedded strategy tester, by using Expert Advisors and the MQL5 language. This type of simulation is called testing of Expert Advisors, and can be implemented using multithreaded optimization, as well as simultaneously on a number of instruments. In order to provide a thorough testing, a generation of ticks based on the available minute history, needs to be performed. This article provides a detailed description of the algorithm, by which the ticks are generated for the historical testing in the MetaTrader 5 client terminal.
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The same EA tested on Sept. 18 and on Sept. 20 on the same period was reported with different profit. It was +2126.58 USD on Sept. 18 and -6604.73 USD on Sept. 20.
If I try to test it with the same parameters and on the same period on my PC I get +2126.58 USD result.
How did the ATC tester get those results? And how can I possibly correct them with 1 day left for submissions?