MT4 Strategy Tester
Hi Experts, pardon the pun!
I have developed an EA that trades bank manipulation that is showing promising results during backrests.
It uses dynamic lot sizes and does not use martingale or hold positions over weekends. It also trades longs only.
Any further ideas to increase the effectiveness of my testing?
Backtest results from Jan 2010 to October 2017 are below:
| Strategy Tester Report | |||||||||
| Engulfing EA | |||||||||
| ICMarkets-Demo02 (Build 1090) | |||||||||
| Symbol | EURUSD (Euro vs US Dollar) | ||||||||
| Period | 30 Minutes (M30) 2010.01.04 00:00 - 2017.10.06 23:30 (2010.01.01 - 2017.10.09) | ||||||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||||||
| Parameters | RiskPercent=1; StopLoss=12; TakeProfit=91; UseSells1=false; UseSells2=false; CountBack=16; ATRStopLoss=13; ATRProfitTarget=8; ATRProfitFactor=7; ATRRangeMultiple=3; ATRBreakEvenMultiple=5.5; UseMoveToBreakeven=true; WhenToMoveToBE=31; PipsToLockIn=0; WaitTime=60; CurrencyDigits=5; MaximumOpenTrades=3; MagicNumber=1713; | ||||||||
| Bars in test | 97168 | Ticks modelled | 129619938 | Modelling quality | 90.00% | ||||
| Mismatched charts errors | 18 | ||||||||
| Initial deposit | 5000 | Spread | Current (0) | ||||||
| Total net profit | 106767.03 | Gross profit | 211030.1 | Gross loss | -104263.07 | ||||
| Profit factor | 2.02 | Expected payoff | 188.63 | ||||||
| Absolute drawdown | 302.08 | Maximal drawdown | 9372.32 (8.72%) | Relative drawdown | 29.35% (5150.97) | ||||
| Total trades | 566 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 566 (19.79%) | ||||
| Profit trades (% of total) | 112 (19.79%) | Loss trades (% of total) | 454 (80.21%) | ||||||
| Largest | profit trade | 7388.81 | loss trade | -1123.95 | |||||
| Average | profit trade | 1884.2 | loss trade | -229.65 | |||||
| Maximum | consecutive wins (profit in money) | 4 (3723.82) | consecutive losses (loss in money) | 30 (-4070.93) | |||||
| Maximal | consecutive profit (count of wins) | 16238.00 (3) | consecutive loss (count of losses) | -7174.18 (8) | |||||
| Average | consecutive wins | 2 | consecutive losses | 6 | |||||
Hi,
did you used any Tick data software for testing?
Regards
Hi Tarik,
I downloaded the data from the MT4 History Center. In visual mode, the most recent trades were spot on, but I'm concerned about the older data.
Cheers, Tim
Hi Tarik,
I downloaded the data from the MT4 History Center. In visual mode, the most recent trades were spot on, but I'm concerned about the older data.
Cheers, Tim
OK, it's very important to use Tick data, I spent 6 months developing EA's and I was very happy with the results but when I test them on Tick data I was very sad, for MT4 I used this : https://<> or you can use the MT5 bilt in tester.
Please never trust MT4 tester without Tick Data.
Regards
Someone know if exist any web service for EA Optimization using TDS2 ?
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Hi Experts, pardon the pun!
I have developed an EA that trades bank manipulation that is showing promising results during backrests.
It uses dynamic lot sizes and does not use martingale or hold positions over weekends. It also trades longs only.
Any further ideas to increase the effectiveness of my testing?
Backtest results from Jan 2010 to October 2017 are below: