Forward Testing Results in Backtesting Optimization

[Winsor Hoang]

Does anyone know where the forward testing results are kept when performing backtest optimization with forward testing?

BTW, is it possible to only perform forward testing based on positive results of slow optimization backtest? Currently, in slow optimization, it is running all cases for forward testing.

[Alexey Da]

Unfortunately forward testing results aren't saving.

How many passes do you have in optimization? Have you read this topic of client terminal guide?

[Jin]

alexvd:

Unfortunately forward testing results aren't saving.

How many passes do you have in optimization? Have you read this topic of client terminal guide?

I also need the results of the Forward Optimization for external analises.

Is there a way to export to result of a BackTest after the Forwad Optimization out of the terminal? 

 

I have realized that the results of BackTest before the Forward Optimization is available in the folder Tester\Cache as xlm file. 

It would be interesting to have the result of the Foward Test (Back and Forward results together) available in the same format too.

 

[Slava]

Jin:

I also need the results of the Forward Optimization for external analises.

Is there a way to export to result of a BackTest after the Forwad Optimization out of the terminal? 

 

I have realized that the results of BackTest before the Forward Optimization is available in the folder Tester\Cache as xlm file. 

It would be interesting to have the result of the Foward Test (Back and Forward results together) available in the same format too.

 

It will be soon

[Jin]

stringo:
It will be soon

Thanks a lot.

[och]

Jin:
Thanks a lot.

Hi Stingo,

I reported a few days ago that ForwardMode and ForwardDate were missing from the list of parameters we can put in an ini file to run the optimizer using a command line. I was very glad to learn that those two parameters will be availiable in the next release (430). But from this release the optimization file is not generated anymore! I undestood that you decide not to save result in the cache file if time process is less than 1 second (cost more than recalculate), but now we can not analyse the cache file anymore. Please is it possible to save that file, even in an other directory as it is so usefull! My EA was using result from that file.

Regards,

Olivier  

[Emmanuel Armah]

Dear All,

I need assistance, can someone help me with RSI,EMA and Stochastic strategy ,i have attached the file. I saw this strategy online and want to test it effectiveness.

RSI-StochasticsEMA Strategy

Strategy requirements/setup:
Time frame: daily
Currency pair: any
Trading setup: SMA 150,
RSI (3) with horizontal lines at 80 and 20,
Full Stochastic (6, 3, 3) with horizontal lines at 70 and 30.

Trading rules:

Entry for uptrend: when the price is above 150 SMA look for RSI to plunge below 20. Then look at Stochastic - once the Stochastic lines crossover occur and it is (must be) below 30 - enter Long with a new price bar.

If at least one of the conditions is not met - stay out.
Opposite for downtrend: when the price is below 150 SMA wait for the RSI to go above 80. Then if shortly after you see a Stochastic lines crossover above 70 - enter Short.

Protective stop is placed at the moment of entry and is adjusted to the most recent swing high/low.

Profits are going to be taken next way:
Option 1 - using Stochastic - with the first Stochastic lines cross above 70 (for uptrend) / below 30 (for downtrend).

Option 2 - using a trailing stop - for an uptrend a trailing stop is activated for the first time when Stochastic reaches 70. A trailing stop is placed below the previous bar's lowest price and is moved with each new price bar.

 

This strategy allows to accurately pin-point good entries with sound money management - risks/protective stops are very tight and potential profits are high.

I want the Long and Short Entry.

Thanks and best regards,

Emmanuel.