Backtest vs. Forward Test Results

[Forex Trader]

I've been forward testing an EA from August 08 until now. The results from this six month timeframe are recorded in MetaTrader's Account History.

When I run the strategy tester for the same six month period, I receive a different result. That is to say the backtest results do not match the forward test for the same timeframe. I understand that the Strategy Tester is only a simulation with 90% modelling quality, but shouldn't the results from the last six months match on forward and backtest?

[Forex Trader]

Should be. Is it close? Maybe your EA is using a repainting indicator or using future data in its calculations? Are the results better or worse when backtesting?

[Moses Lee]

For me the Backtest results and forward test results are different too. For the same time period the backtest results are worse than forward test results. Anyone able to help me understand why? Thanks.

[herrcrowley]

if you use fast genetic optimization will always happen the same, the results will change. for that reason I preffer to take minimal variables and use slow complete algorithm.

[Dua Yong Rew]

My backrtest and forward are similar

I posted a thread on this before. Search for it

[Sergey Golubev]

All (not yet) about Strategy Tester, Optimization and Cloud

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Testing trading strategies on real ticks - the article

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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).

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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!

Forum on trading, automated trading systems and testing trading strategies

MT4 & MT5 backtest

Sergey Golubev, 2017.02.17 20:53

If you are backtesting EA on MT5 using 'every tick based on real ticks' so it will be almost same with trading on MT5 platform with some particular broker (because it is based on actual historical data).

Example, read this thread: Why is it better MT5 than MT4?? Does it have fewer limitations ??? - this is the quote from the first post of the thread:

• In MT5 you can backtesting robots with the closest possible conditions to the real market natively  (real tick data, real variable spreads, lag, slippage, etc). In MT4 you can't natively. You only can if you pay for a third-party software. If so, you also have to download history data from a few sources (there are many few, almost everyone uses the same source), transform it to MT4 format and open the platform through this third-party software in order to patch MT4 behavior. You take many hours to complete this process, and you have to repeat it every time you want to incorporate new data. 
  We have all seen hundreds of robots that obtained spectacular results in backtesting, but when operating in real account the results were very bad. This is mainly because they were made with conditions that had nothing to do with real market conditions.

For more information about it - read this summary.

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As i know - some coders/traders are converting their MT4 EAs to MT5 just to backtest them and/or to find the settings with optimization to get the backtesting results that are closest to reality.