War market regime - page 2

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Ghenadie Tumco #:
Not all brokers offer a long history based on real tick data. Check the quality of the history used in your backtest. Is it 100%?
yes 100%
sam-86:

My EA on backtest is running very well, until it comes to the US-IRAN war April 2026 it keeps hovering around the same performance, yes, it is not losing, but also not showing the same performance as before the war

Have anyone face the same issue?

I faced the same issue as a longtime swing trader. As I recall, the 2020 pandemic was fairly neutral as well and there were a couple more time periods of that. Fortunately, I more recently developed a scalping (not HFT) algo which alternates between neutral and profitable in shorter lengths of time. My conclusion drawn therefrom is that neutral periods are better than losing periods so hey, why complain... and either/or is a natural "feature" of any net profitable algo.
sam-86:

My EA on backtest is running very well, until it comes to the US-IRAN war April 2026 it keeps hovering around the same performance, yes, it is not losing, but also not showing the same performance as before the war

Have anyone face the same issue?

How does a backtest of only 2026 look like? 

Have you downloaded high quality tickdata? Not just your brokers feed.


Since you are not telling us anything about your strategy, it can more or less be anything in your code too.

Thomas Olof Gardling #:

How does a backtest of only 2026 look like? 

Have you downloaded high quality tickdata? Not just your brokers feed.


Since you are not telling us anything about your strategy, it can more or less be anything in your code too.

You can take almost any strategy and generate billions in the tester using real tick data. However, those ticks don't actually exist—the historical data isn't high-quality—so anyone can produce such backtest results. The broker is known, and the point where the history data begins is also known.


I'm afraid I'm not relate, my EA is just fine.
Sometimes fundamentals are changing the technical, the smaller TF you have, the more frequent it's happening.
And technical is actually a way to spot patterns created by fundamentals. And this time the fundamentals seems changed deeper than your usual patterns.
Ghenadie Tumco #:

You can take almost any strategy and generate billions in the tester using real tick data. However, those ticks don't actually exist—the historical data isn't high-quality—so anyone can produce such backtest results. The broker is known, and the point where the history data begins is also known.


This is why I download my own tick data, not the brokers.

I use backtesting to see how my EAs behave during the tested time, not how many billions I can fictionally make. 

Since I make my own EAs I know how they should behave. If by some reason they don't, I need to check either the code or the data feed.


This why I asked the thread starter sam-86 if he had downloaded his own tick data or just the brokers own.

If by any chance the markets changed in april 2026 and sam-86 EA doesn't work with that change , then his EA code isn't that dynamic to begin with.

No EA is going to work over time with firm values, because markets change over time.

Thomas Olof Gardling #:

This is why I download my own tick data, not the brokers.

I use backtesting to see how my EAs behave during the tested time, not how many billions I can fictionally make. 

Since I make my own EAs I know how they should behave. If by some reason they don't, I need to check either the code or the data feed.


This why I asked the thread starter sam-86 if he had downloaded his own tick data or just the brokers own.

If by any chance the markets changed in april 2026 and sam-86 EA doesn't work with that change , then his EA code isn't that dynamic to begin with.

No EA is going to work over time with firm values, because markets change over time.

He didn't verify the quality of the historical data—which is simple to check—and he doesn't actually achieve 100% accuracy in backtests, as he claims. The MetaTrader tester is exceptionally good, but it lacks a safeguard to prevent running "every real tick" backtests from a date prior to when that real tick data actually begins. As for market changes, that isn't an issue for scalping; those strategies do not have an expiration date.
Ghenadie Tumco #:
He didn't verify the quality of the historical data

Yes, that's why I asked him if he had downloaded his own tickdata or if he was using the brokers own. He hasn't answered yet as you point out.


Ghenadie Tumco #:
As for market changes, that isn't an issue for scalping; those strategies do not have an expiration date.

On the other hand scalping do have a lot size cap depending on many other factors, which will give issues.

To name a few: account type (retail or pro), broker, distance to broker server, the liquidity of the LP behind the broker.

A backtest will not show any differences on the above factors, but in the real world it will.


I'm just pointing out that we do not know what the thread starters EA does and doesn't do.

We can guess, but that will not help anybody here.

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