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Multiple dates backtest

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Patrick00069
82
Patrick00069 2010.10.04 15:51 

Hello everyone,

Is there any way to optimize on several dates? (in an automated way, not by always changing the optimizing dates.)

For example:

optimize for 4 months starting 4 months ago,

then optimize for 4 months starting 5 months ago

then optimize for 4 months starting 6 months ago and so on....

Thanks a lot for your help on this topic!


Best regards,

Patrick

Alexey Da
Moderator
6604
Alexey Da 2010.10.04 16:02  

The strategy tester doesn't have this option by default.
But if you wanted you could implement something like that directly in your EA code.
Patrick00069
82
Patrick00069 2010.10.04 22:06  
alexvd:

The strategy tester doesn't have this option by default.
But if you wanted you could implement something like that directly in your EA code.

Hello,

Ok that would be nice, could you help me finding such code?

Once it works, I would be glad to share this cuz Its very usefull to everyone I guess.

THanks, see you.

gen.on.ea
54
gen.on.ea 2010.10.05 10:40  
Patrick00069:

Hello,

Ok that would be nice, could you help me finding such code?

Once it works, I would be glad to share this cuz Its very usefull to everyone I guess.

THanks, see you.


you can try with long optimaze ex start date from 2010.01.01 - 2010.10.01.

set input of month start 1 -  5

set EA to trade only for 4 months

ex. start from month 01 end on month 05 or > 4 months ( testing period )

monthly EA testing limit= ( month start + 4 ) -1

if there any order opened it should not pass monthly EA testing limit.

so you can get best parameter setting for 4 months testing period for month 1 - 5 in a single optimaze.


i think it will easily to understand without coding



Patrick00069
82
Patrick00069 2010.10.05 12:19  

Ok I see what you mean,

That's indeed a nice way to backtest.

But what if I also want forward testing...? ;-)

here's a pic of what Im trying to get to...  I think with your technique it would not enable to forward test, as you have to set the forward testing period in advance (like 1/4)

Thanks for your answer!

Best,

Patrick

Files:
untitled.JPG 18 kb
gen.on.ea
54
gen.on.ea 2010.10.05 19:00  

just paint 2 blue color for 2 month next ;) LOL

i'm not sure i never try back for ward test :D


so are you not sure with strategy tester result although in every ticks mode then you need to repeat the test ?



you right you can't use strategy tester, i mean you can't use forward test because of there are 2 step required except you use older historical data not live/ forward.

so we need to remove back test feature. LOL


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