Back test result different to real trade history - page 2

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WindmillMQL:

Of course.

If your EA is to buy at 1.0803 and the price only goes up to 1.0802 then no buy order will be sent.

If there is no buy order, then your EA could behave differently for future price movement as well. From that moment on the back test results will be different from the live test results.

>> If there is no buy order, then your EA could behave differently for future price movement as well.

Yes, my EA doesn't work(doesn't open positions) as well as the back test, could you explain this topic with some more detail?

Sorry for that I'm a truly beginner. 

Best regards,

Sky

 
Sky L:

Thank you, Eleni. 

Yes, my issue is in the same broker between MT5 test center and real trading.

Do you mean, if the EA is every sensitive to the price (1-2 pips), the open of the trade should be different?

Thanks and best wishes,

Sky

If the EA is very sensitive, 1-2 points can make a difference, but not too much.

 
Eleni Anna Branou:

If the EA is very sensitive, 1-2 points can make a difference, but not too much.

Thank you, Eleni.

I heard it is very sensitive. 

But the result is very difference. Almost every open time is different and back test result could open some positions in some day, but the real history didn't open them. 

Strategy Testing - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
Strategy Testing - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
  • www.metatrader5.com
The Strategy Tester allows you to test and optimize trading strategies (Expert Advisors) before using them for live trading. During testing, an Expert Advisor with initial parameters is once run on history data. During optimization, a trading strategy is run several times with different sets of parameters which allows selecting the most...
 
Sky L:

Thank you, Eleni.

I heard it is very sensitive. 

But the result is very difference. Almost every open time is different and back test result could open some positions in some day, but the real history didn't open them. 

Then someting else is wrong, contact the author about this.

 
Eleni Anna Branou:

Then someting else is wrong, contact the author about this.

Thank you, Eleni. 

Is there any code could show back test result better than real ac?

Best regards,

Sky

 
Sky L:

Thank you, Eleni. 

Is there any code could show back test result better than real ac?

Best regards,

Sky

I don't know, a correct coded EA should give the same results in live trading as in MT5 tester (very close at least).

 
Eleni Anna Branou:

I don't know, a correct coded EA should give the same results in live trading as in MT5 tester (very close at least).

Thank you very much, Eleni.

 

Hello Sky,

I ran across this post, thanks for valuable input. I happen to run across same of these issues. Did you manage to get results you wished for since the post ? 

I wanted to also ask you, how do you use real historical data from broker into MT4 tester ? what settings do you choose and where do you save .hst files ? Thanks and cheers :)

 
Tom Givens:

Hello Sky,

I ran across this post, thanks for valuable input. I happen to run across same of these issues. Did you manage to get results you wished for since the post ? 

I wanted to also ask you, how do you use real historical data from broker into MT4 tester ? what settings do you choose and where do you save .hst files ? Thanks and cheers :)

Hi, Tom. 

I'm still preparing. I will share my result later (several months later). 

 
Good to know Sky. Any links or guidance you can share on possible options on how to use broker data into backtester based on your experience would b great. :)  
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