Backtesting Results vs Reality. - page 2

 
Icham Aidibe:

Like that one ? 


"Not a single loss", is a good sign of unfeasibility : spread, execution delay, stop/freezelevels. I check it by converting the code into mql4 when I used mql5 at first, or mql5 when I used mql4 at first - it should work on the two :) 

It's mine, here's the mql5 curve : 


https://www.mql5.com/en/blogs/post/715169

If you're very doubtful, you can convert it in another language ... you're ready to go live when results are unanimous.

Weekend distractions :)

More like this (no back-test)


 
I also do not have much faith in back-testing as a means to determine how an EA will perform in real life. You would think that if you had good tick data and tested an EA for the past year, it would give you a fairly good indication as to how the EA will perform live or on a demo account. I have found that not to be the case. I have an EA (MT4) that I have documented 94% profitability over the past 7 months in my YouTube video blog but when I back-test it for the same period it performs no where close to what it actually achieved. I can only assume that all of the nuances and variables associated with live trading cannot be simulated accurately or that I am not executing the back-test properly?
 
Mladen Rakic:

Weekend distractions :)

More like this (no back-test)


Damn !!! That one's great ! It's a hedging one, did I read right ?!

John Lucia:
I also do not have much faith in back-testing as a means to determine how an EA will perform in real life. You would think that if you had good tick data and tested an EA for the past year, it would give you a fairly good indication as to how the EA will perform live or on a demo account. I have found that not to be the case. I have an EA (MT4) that I have documented 94% profitability over the past 7 months in my YouTube video blog but when I back-test it for the same period it performs no where close to what it actually achieved. I can only assume that all of the nuances and variables associated with live trading cannot be simulated accurately or that I am not executing the back-test properly?

7 months is short to go live serenely then maybe is there difference in your test conditions, i dunno ???

 
No hedging - it was actually a part of a partial closes/targets test I was doing (forward trading on a demo account) and that is why so many orders - I was pushing it to the limits to see how it survives a lot of orders
 
Mladen Rakic:
No hedging - it was actually a part of a partial closes/targets test I was doing (forward trading on a demo account) and that is why so many orders - I was pushing it to the limits to see how it survives a lot of orders

Unregarding the time it took, let's say based on the 3000 deals, it's great. 302 as a profit factor is huge ! did you try it on many years ? demo accounts generally close after 1 month, not sure is enough to implement it in your main code 

 
You can see the time of the first order. And the snap was taken today
 
Mladen Rakic:
You can see the time of the first order. And the snap was taken today

I never use partial closure in my strategies. Can you believe it ? I'll think about what I can do with, try to imagine a way to get the best from.

I have an draft with a hedge I can't publish nor use because I find it too instable, it may be useful there, to free the margin for example.

In hedging system, when you tried to recover a deal many times, there's an equity drawdown, with a risk of stopout, but if you release with the appropriate proportions some lots, the hedging game can continue for a long time for example .. 

Reason: