New problem with Strategy Tester regarding results.

[[Deleted]]

Hi there !

Maybe someone can have a clue about this ...

Running the same EA several times giving huge results diferences everytime we run it changing from Balance Max and Custom Max.

As you see below, when Custom Max is selected, we make param=pSTAT_PROFIT so the Balance Max is igual to Result. The only ideia here using Custom Max is to apply some filters making param=-1.

At the end, running with Balance Max gives me a result 2x more profitable than Custom Max changing absolutelly nothing !

Any ideia ? 

double OnTester()
  {
   double param=0;

   double pSTAT_PROFIT=TesterStatistics(STAT_PROFIT);

   double pSTAT_PROFIT_FACTOR=TesterStatistics(STAT_PROFIT_FACTOR);
   double pSTAT_RECOVERY_FACTOR=TesterStatistics(STAT_RECOVERY_FACTOR);
   double pSTAT_EQUITYDD_PERCENT=TesterStatistics(STAT_EQUITYDD_PERCENT);
   double pSTAT_TRADES=TesterStatistics(STAT_TRADES);

   if(pSTAT_TRADES>=10) param=pSTAT_PROFIT;

   if(pSTAT_PROFIT<=0) param=-1;
   if(pSTAT_PROFIT_FACTOR<=2) param=-1;
   if(pSTAT_RECOVERY_FACTOR<=2) param=-1;

   if(pSTAT_EQUITYDD_PERCENT<=0) param=-1;
   if(pSTAT_EQUITYDD_PERCENT>=10) param=-1;

   return(param);
  }

[Alain Verleyen]

Why are you expecting the same results ?

YouTrade:

Hi there !

Maybe someone can have a clue about this ...

Running the same EA several times giving huge results diferences everytime we run it changing from Balance Max and Custom Max.

As you see below, when Custom Max is selected, we make param=pSTAT_PROFIT so the Balance Max is igual to Result. The only ideia here using Custom Max is to apply some filters making param=-1.

At the end, running with Balance Max gives me a result 2x more profitable than Custom Max changing absolutelly nothing !

Any ideia ? 

Of course, something is changed, you changed the optimization algorithm !

[[Deleted]]

angevoyageur:

Why are you expecting the same results ?

Of course, something is changed, you changed the optimization algorithm !

Ok ... but there is something here I do not agree !

Even changing the algorithm, if Balance Max gives me for example parameters 1,2,3 and these parameters are the best, why I cannot have Custom Max giving me 1,2,3 as well, since for both scenarios, these are the best parameters.

If Balance Max gives me a set of parameters and US$ 6.000,00 profit, why should I trust Custom Max giving me US$ 3.000,00 with a complete set o new parameters? And it is even worst ... why these parameters do not appear when I run Custom Max ;) If 1,2,3 are okay and "pass" throught my Custom Max "filtered" parameters, why they are not there ?

If this will be the criteria, I should run Balance Max and manually see if the STAT_PROFIT_FACTOR, STAT_RECOVERY_FACTOR and STAT_EQUITYDD_PERCENT are in the range I desire !

Don´t you agree ? 

[Alain Verleyen]

YouTrade:

Ok ... but there is something here I do not agree !

Even changing the algorithm, if Balance Max gives me for example parameters 1,2,3 and these parameters are the best, why I cannot have Custom Max giving me 1,2,3 as well, since for both scenarios, these are the best parameters.

If Balance Max gives me a set of parameters and US$ 6.000,00 profit, why should I trust Custom Max giving me US$ 3.000,00 with a complete set o new parameters? And it is even worst ... why these parameters do not appear when I run Custom Max ;) If 1,2,3 are okay and "pass" throught my Custom Max "filtered" parameters, why they are not there ?

If this will be the criteria, I should run Balance Max and manually see if the STAT_PROFIT_FACTOR, STAT_RECOVERY_FACTOR and STAT_EQUITYDD_PERCENT are in the range I desire !

Don´t you agree ? 

No I don't agree. You introduced some filters on profit factor, recovery factor, etc...

https://www.mql5.com/en/articles/55

[[Deleted]]

angevoyageur:

No I don't agree. You introduced some filters on profit factor, recovery factor, etc...

https://www.mql5.com/en/articles/55

Huge article. I will read it carefully and let you know.

Thank you !