Back testing is positive but on live account is negative. WHY? - page 3
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Your trading strategy should be robust enough so that it provides at least some positive result without any optimization.
Like you said. This part is important.
My strategy already provides positive result when I trade manually. First robot provided positive result without any optimization but when I optimizated it did't provides positive result. I don't understand. Are the unoptimized values better than the optimized one? It must be much more profitable with optimization, I think. Am I wrong?
You say that you use a trailing stop. I'm not sure how accurate this would be if not testing every tick.
Trailing S/L operates at a new bar. When trailing S/L worked at every tick, robot did not being profitable.
Trailing S/L operates at a new bar. When trailing S/L worked at every tick, robot did not being profitable.
Isn't it better if it executes at each tick with the right step rather than at every new bar ?
I mean ... a candle could form very quickly, a central bank news would be enough to hurt you ; the more discriminative it is seems to me the best.
Then I guess it's subjective to anyone self...
Isn't it better if it executes at each tick with the right step rather than at every new bar ?
I tried. Robot did much more stops. So it didn't execute at each tick very well.
I tried. Robot did much more stops. So it didn't execute at each tick very well.
Okay as I said it's always very relative to the robot & the user.
Like you said. This part is important.
My strategy already provides positive result when I trade manually. First robot provided positive result without any optimization but when I optimizated it did't provides positive result. I don't understand. Are the unoptimized values better than the optimized one? It must be much more profitable with optimization, I think. Am I wrong?
Systematic trading is a very vast topic, not possible to explain it all in some posts.
In forex trading(or any other kind of electronic trading) it's a myth that if a system is providing profitable result in manual trading then it must be profitable in automated trading too. Truth is that 90% of the manual trading system fails drastically when turned into an automated algorithm.
The lowest resolution for new bar with trailingstop would resemble every 1 Minute bar as a tick or open price , most likely your algo is tuned to this mechanism and so you would have to actually adjust the code that it also acts on every new M1 bar to resemble the testing environment because all ticks in between on a live feed are (extra) M1 ticks to your algo that did not were present in testing environment.
If you have run the tests at a higher frame say for example H1 then you have 1 tick per hour at the opening of every H1 bar so you would have to adjust the code to H1 bars.
It's easy to try you can do something like this.
I tried. Robot did much more stops. So it didn't execute at each tick very well.
Systematic trading is a very vast topic, not possible to explain it all in some posts.
In forex trading(or any other kind of electronic trading) it's a myth that if a system is providing profitable result in manual trading then it must be profitable in automated trading too. Truth is that 90% of the manual trading system fails drastically when turned into an automated algorithm.
I run it on a demo several month. If result is not positive, I change the strategy. I liked your perspective.
I run it on a demo several month. If result is not positive, I change the strategy. I liked your perspective.
Globally 2 months are enough to make yourself an opinion. But once again, it depends on the frequency of trades etc ... it's very relative to the ea.
Globally 2 months are enough to make yourself an opinion. But once again, it depends on the frequency of trades etc ... it's very relative to the ea.
I looked my statistics on mql4 signal page. I realize that my robot does not work at all pairs very well. For now, USDCAD, AUDNZD and AUDCAD pairs are profitable. I guess my robot may works at some pairs.