Optimization forward testing results are wrong
Some article found:
Testing trading strategies on real ticks and the explanation is on this post.
Testing trading strategies on real ticks
- www.mql5.com
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.
Thank you.
But when I run the optimization on OHCL and test it again on OHCL, should the result not be the same?
Hannes Waser #:
Thank you.
But when I run the optimization on OHCL and test it again on OHCL, should the result not be the same?
It should be the same of all the rest is the same.
There no known bug on MT5 on this matter. Only if you provide all the relevant information and code to reproduce it, someone could check if it's a bug or an issue on your side.
I am having the same problem here over and over with different EAs that I developed by myself
I have a very strange issue with the forward optimization in MT5.
When I look at the table showing the results of different parameters I see that the drawdown is about 6%.
However, when I run the selection by right-clicking "Run single Test", the DD is
and
I use optimization on 1m OHCL.
Can anyone explain me this?
Having this hige gap, I would have discarded many of the "best forward" tests before looking at the results via the right click "Run single test".
Is this a bug in MT5?