VPS Changes Backtest results - and live functioning

 

Hi All,

Hope you can help.

I have an EA I'm really happy with, and have been testing for months, but since renting a VPS my EA has been performing differently to when it was just on my brokerage platform not connected to a VPS - on backtests and consequentially on live trades.

Just wondering if anyone else has had similar problems, and if there was a solution?

The only thing that has changed in my EA functioning, is that it (unintentionally) operates trades outside of a time limit I have specified.  I'm happy with the code logic, and as it has performed previously on backtests correctly, I'm sure that it's not the problem.

 

If you are about MQL5 VPS so this kind of VPS is the "copy of your Metatrader" in cloud.
So, it is about two Metatrader instances, and it is about the following:
your EA is performing differently on two Metatrader instances.
And it is related to your EA sorry.
Besides, if you EA is martingale, scalping, pyramiding, and so on so EA shouild perform differently in trading and backtesting (because of the nature of martingale, scalping, pyramiding, and so on).

If you are about external VPS (because we can not backtest EA with inside MQL5 VPS) so it is same case: your EA.

Virtual hosting for MetaTrader 5
Virtual hosting for MetaTrader 5
  • www.mql5.com
Virtual hosting for MetaTrader 4/5 is the best VPS solution for Forex. It is cheap, it requires no configuration and it features minimum delays to the server. For only 15 USD per month, you obtain a virtual platform that works around the clock, saves your profit and pays off. Create a remote copy of the application directly from the...
 
Sergey Golubev:

If you are about MQL5 VPS so this kind of VPS is the "copy of your Metatrader" in cloud.
So, it is about two Metatrader instances, and it is about the following:
your EA is performing differently on two Metatrader instances.
And it is related to your EA sorry.
Besides, if you EA is martingale, scalping, pyramiding, and so on so EA shouild perform differently in trading and backtesting (because of the nature of martingale, scalping, pyramiding, and so on).

If you are about external VPS (because we can not backtest EA with inside MQL5 VPS) so it is same case: your EA.

Hi Sergey, thanks for the reply!

It is a MQL5 VPS indeed, but my EA is not scalping, martingale or pyramiding.

I never had this issue with MQL4 servers, is there anyway I can get an MQL4 server that you know of?

 
RainyDay:

Hi Sergey, thanks for the reply!

It is a MQL5 VPS indeed, but my EA is not scalping, martingale or pyramiding.

I never had this issue with MQL4 servers, is there anyway I can get an MQL4 server that you know of?

MQL5 VPS does not have RDC (Remote Desktop Connection), and we can monitor it looking on VPS journal only (and on our trading account).
We can not backtest anything from inside this MQL5 VPS (physically impossible).


So, you backtested your EA on your home PC 1) without attaching MQL5 VPS to your trading account, and 2) with attaching MQL5 VPS to your trading account, right?
But MQL5 VPS is doing nothing on/for your home PC. You are still using your home PC in those both cases.

Thus, one your backtest on your home PC was different from the other your backtest on your same home PC with same broker/account, right?
It is norma in case of MT4 for many EAs sorry.

---------------

I have more than 10 year backtesting/optimizing experience with MT4, and I am using backtesting on MT4 just to understand how EA works.
But to understand - it was profitable or not - I am trading (on demo but trading) from several weeks to few years (you can find some old threads with my trading results here on this forum).

---------------

I was reading some posts where the users are wondering: "my backtesting results on MT4 is not same with my trading for same period" ... and it is strange for me, because why it should be same? ... in MT4 .. is he trading on W1 or D1 chart with 1 trade per week? not ... so - it should be different ..because too many particularities affected on backtesting results for MT4: how many bars/ticks used, how EA was coded (on high/low of the bar, on open bar, in mixed way, etc), quality of the data of the broker, when the backtesting was started (exact hours/minutes) and when it was stopped, and more and more.

In case of MT4: we should know/understand the manual trading strategy which was coded inside EA just to trust MT4 backtesting results concerning the following conclusion: EA was profitable for that period of time in past or not.

---------------

Some traders are "converting" their EAs to MT5 just to optimize the settings with "every tick based on real ticks" mode. Because real data of the broker is used with this mode (in case MT5 only), and it is same as trading. And this feature does not exist in MT4 sorry.

Forum on trading, automated trading systems and testing trading strategies

PriceChannel Parabolic system

Sergey Golubev, 2017.02.15 06:02


You can read this article (TESTING TRADING STRATEGIES ON REAL TICKS).

-------------------

Just an example -

MT4 and very old builds of MT5: I optimized the EAs from this thread just to find good settings for the pair, I was backtesting them, and I traded on demo for some time just to be sure that EAs are profitable.

With new builds of MT5: I will optimize the EAs from this thread to find the settings, and I will backtesting them with 'every tick based on real ticks' - and it will be same as trading by those EA on real account for many months or years!



Virtual hosting for MetaTrader 5
Virtual hosting for MetaTrader 5
  • www.mql5.com
Virtual hosting for MetaTrader 4/5 is the best VPS solution for Forex. It is cheap, it requires no configuration and it features minimum delays to the server. For only 15 USD per month, you obtain a virtual platform that works around the clock, saves your profit and pays off. Create a remote copy of the application directly from the...
 
Sergey Golubev:
MQL5 VPS does not have RDC (Remote Desktop Connection), and we can monitor it looking on VPS journal only (and on our trading account).
We can not backtest anything from inside this MQL5 VPS (physically impossible).


So, you backtested your EA on your home PC 1) without attaching MQL5 VPS to your trading account, and 2) with attaching MQL5 VPS to your trading account, right?
But MQL5 VPS is doing nothing on/for your home PC. You are still using your home PC in those both cases.

Thus, one your backtest on your home PC was different from the other your backtest on your same home PC with same broker/account, right?
It is norma in case of MT4 for many EAs sorry.

---------------

I have more than 10 year backtesting/optimizing experience with MT4, and I am using backtesting on MT4 just to understand how EA works.
But to understand - it was profitable or not - I am trading (on demo but trading) from several weeks to few years (you can find some old threads with my trading results here on this forum).

---------------

I was reading some posts where the users are wondering: "my backtesting results on MT4 is not same with my trading for same period" ... and it is strange for me, because why it should be same? ... in MT4 .. is he trading on W1 or D1 chart with 1 trade per week? not ... so - it should be different ..because too many particularities affected on backtesting results for MT4: how many bars/ticks used, how EA was coded (on high/low of the bar, on open bar, in mixed way, etc), quality of the data of the broker, when the backtesting was started (exact hours/minutes) and when it was stopped, and more and more.

In case of MT4: we should know/understand the manual trading strategy which was coded inside EA just to trust MT4 backtesting results concerning the following conclusion: EA was profitable for that period of time in past or not.

---------------

Some traders are "converting" their EAs to MT5 just to optimize the settings with "every tick based on real ticks" mode. Because real data of the broker is used with this mode (in case MT5 only), and it is same as trading. And this feature does not exist in MT4 sorry.


Thanks for the reply again Sergey!


I'll keep this all in mind going forward!

Reason: