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timothysmith78
33
timothysmith78  

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)
SymbolEURUSD (Euro vs US Dollar)
Period30 Minutes (M30) 2010.01.04 00:00 - 2017.10.06 23:30 (2010.01.01 - 2017.10.09)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRiskPercent=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 test97168Ticks modelled129619938Modelling quality90.00%
Mismatched charts errors18
Initial deposit5000SpreadCurrent (0)
Total net profit106767.03Gross profit211030.1Gross loss-104263.07
Profit factor2.02Expected payoff188.63
Absolute drawdown302.08Maximal drawdown9372.32 (8.72%)Relative drawdown29.35% (5150.97)
Total trades566Short 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%)
Largestprofit trade7388.81loss trade-1123.95
Averageprofit trade1884.2loss trade-229.65
Maximumconsecutive wins (profit in money)4 (3723.82)consecutive losses (loss in money)30 (-4070.93)
Maximalconsecutive profit (count of wins)16238.00 (3)consecutive loss (count of losses)-7174.18 (8)
Averageconsecutive wins2consecutive losses6


EUR/USD BackTest Results


Cheers, Tim

Tarik Aljanabi
179
Tarik Aljanabi  
timothysmith78:

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)
SymbolEURUSD (Euro vs US Dollar)
Period30 Minutes (M30) 2010.01.04 00:00 - 2017.10.06 23:30 (2010.01.01 - 2017.10.09)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRiskPercent=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 test97168Ticks modelled129619938Modelling quality90.00%
Mismatched charts errors18
Initial deposit5000SpreadCurrent (0)
Total net profit106767.03Gross profit211030.1Gross loss-104263.07
Profit factor2.02Expected payoff188.63
Absolute drawdown302.08Maximal drawdown9372.32 (8.72%)Relative drawdown29.35% (5150.97)
Total trades566Short 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%)
Largestprofit trade7388.81loss trade-1123.95
Averageprofit trade1884.2loss trade-229.65
Maximumconsecutive wins (profit in money)4 (3723.82)consecutive losses (loss in money)30 (-4070.93)
Maximalconsecutive profit (count of wins)16238.00 (3)consecutive loss (count of losses)-7174.18 (8)
Averageconsecutive wins2consecutive losses6



Cheers, Tim


Hi,

did you used any Tick data software for testing?

Regards

timothysmith78
33
timothysmith78  

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

Carl Schreiber
7466
Carl Schreiber  
In order to be able to compare the first trade with any other trade during the back test I would use a fix lot size.
Tarik Aljanabi
179
Tarik Aljanabi  
timothysmith78:

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


Pier Gaetano Novara
1046
Pier Gaetano Novara  

Someone know if exist any web service for EA Optimization using TDS2 ?

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