MT4 Strategy Tester : good practices, know-how and howtos. - page 2

 

First recurring question : why I don't get the same results when I run the same backtest (same EA, same settings, same data feed (dates)...) several times.


Because "something" is not the same. 

The most obvious is the spread. If set to "Current", there is a great chance it will not be the same on tests performed at some interval.

This results in spread taken from current market prices (so EURUSD in this case). You can see the spread value use on the Report tab, after the test is finished :

So, obviously, to avoid this problem you can just set a value yourself. A fixed value which you can easily check and control that will be the same for all your tests.


If the market is closed, this will result in a fixed spread, though it will most probably be a very spread high, as the spread is usually widening just before market closure.

 An example, this is 55 points on EURUSD, no server connection (market closed).




more to come on other "hidden" variables (trading environment) used by the Strategy Tester...




If you want to be sure you have the same trading environment, to best thing to do is to be disconnected from any server (broker).

You can see this message in the Journal log.

 

If you have a commission based account (recommended) and you want to get more realistic test results pay attention to the Tester's selected test currency. Always choose the same currency for testing as your account is. If you by mistake choose a different currency for testing the Strategy Tester will apply your account's commission rate *without* converting it to the selected test currency.

Example of what not to do: Your account is in EUR and your commission rate is EUR 4.30 per round turn (see picture). If you select USD for the test the Strategy Tester will use a commission rate of USD 4.30 per round turn which is considerably less than in reality and will thus produce a flawed test result.

Your commission rate will differ. If you pay commission and you don't know your exact rate ask your broker (in the screenshot I use a tool to display it).

match test and account currency

Reason: