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Tester: Testing and Optimization of Expert Advisors

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MetaQuotes Software Corp.
Moderator
187166
MetaQuotes Software Corp.  

New article Testing and Optimization of Expert Advisors has been published:

The article provides a detailed description of the process of testing and optimizing Expert Advisors in the MetaTrader 4 Strategy Tester. The importance of such information and the need for this publication cannot be underestimated. A lot of users who only get started with the MetaTrader 4 trading platform have a very vague idea of what and how needs to be done when working with Expert Advisors. The proposed article gives simple and clear answers to all of these questions and provides a slightly more professional approach to handling these issues using a specific example.

Author: Michael

Jordi Bassaganas
3554
Jordi Bassaganas  
Very well explained. Thank you.
kill1919
3
kill1919  
Thank you,it is easy to understand.i am China.
aktarus82
136
aktarus82  

Hello,

Thanks for this very interesting article.

you say a common reason for "2. Why do the same tests run at the same Dealing Center produce different results?" are the floating spreads. I guess this will have an impact on the simulation and optimisation only if the spread parameter is set to "current", isn't it?

I observed, that even setting the spread setting to a fixed value, e.g. 6, the optimisation results differs from one run to the other. The optimisation is set in the past and all historical data has been fully downloaded in the history center. That is, I am really wondering what could be different when repeating the same optimisation. What could be the reason of that?

Best regards.

Vener Garayev
1266
Vener Garayev  

I have a question. I am trying to optimize one of my EAs. However, I face a weird issue. More specifically, I get completely different backtesting results each time I run it without any change. So, my questions is: why would backtesting provide different results each time I run it without any change in opitmization parameters, parity, chart or anything else. Any ideas? Thanks.. 

Saeed Ahmed
15
Saeed Ahmed  
Hi I like mt4 platform. My suggestion is that Metaqoutes should make strategy tester seperate from the trading platform and add more features like offline chart backtesting. The report of strategy tester should display the profit and loss in pips also. Thanks nice Article.
Pankaj D Costa
2738
Pankaj D Costa  

I was looking for this and finally got. Thanks for nice explanation with details.

Thanks & Rgds, Pankaj 

Harry Jannetta
83
Harry Jannetta  

Hi Mike

 I am running a demo version of Metatrader via FXCM on a VPS.  I am new to MetaTrader and learning the language slowely.  Can I walk myself through this example in  Demo mode via a VPS. I am running on Mac with a CorD emulator?

kalle1925
5
kalle1925  

Could anyone explain for me why when I test an EA, every time I test, MT4 just gives me errors for buy/sell orders and nothing happens. This means that no profit no loss happens and the report of equity shows a horizental line!!

Fernando Carreiro
2893
Fernando Carreiro  
kalle1925: Could anyone explain for me why when I test an EA, every time I test, MT4 just gives me errors for buy/sell orders and nothing happens. This means that no profit no loss happens and the report of equity shows a horizental line!!

Since you did not list the errors, or show the log entries or provided code, we can only guess the nature of the problem.

However, if it gives errors then obviously something is wrong with either the EAs being tested or the history data been corrupted, or maybe ...

We can only guess with the lack of details you provided!

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