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jazzpur
31
jazzpur 2015.08.19 23:13 

im wondering if you guys have a name for this phenomenon im discovering, and perhaps a way to fix it 

when i backtest a 1M scalping strategy im creating, it proves quiet profitable, even with a spread set....it bascially has a $4 stop and an $18 take profit with 0.1lots.

but do notice that on the backtest....the buys and sells happen within the realm of the candles 

 

 

 

now when i run this EA realtime, the results are quite poor.... pretty consistent losses...even with actual spreads under $2  

so when i look at the realtime results i notice its mostly due to the purchases outside of the candles leading to consistant losses

see here:

 

 

 

do you guys have a name for this phenomenon, and is there any way to offset it? or prevent it

 

if the $2 spread is set in the strat tester, why does this not happen during the backtest?? 

Alain Verleyen
Moderator
30295
Alain Verleyen 2015.08.20 00:06  
jazzpur:
...

but do notice that on the backtest....the buys and sells happen within the realm of the candles

What does that mean ?

if the $2 spread is set in the strat tester, why does this not happen during the backtest?? 

A setting of 2 for the spread in the Strategy Tester is 2 points, with 0.10 lot on EURUSD and 5 digits/standard lot broker, that means 0.2$ and not 2$.

The spread on the demo account seems variable, with peak to 2/3 pips (20/30 points) while you ran a backtest with a fixed spread of 2 points.

jazzpur
31
jazzpur 2015.08.20 03:35  
Alain Verleyen:
What does that mean ?

A setting of 2 for the spread in the Strategy Tester is 2 points, with 0.10 lot on EURUSD and 5 digits/standard lot broker, that means 0.2$ and not 2$.

The spread on the demo account seems variable, with peak to 2/3 pips (20/30 points) while you ran a backtest with a fixed spread of 2 points.

ah i see, im off by a factor of ten

guess my 1m strat isn't even close to feasible 

what broker would even offer a spread as low as 0.20 pips? i dont understand why its an option in the backtest on mt4

Alain Verleyen
Moderator
30295
Alain Verleyen 2015.08.20 12:12  
jazzpur:

ah i see, im off by a factor of ten

guess my 1m strat isn't even close to feasible 

what broker would even offer a spread as low as 0.20 pips? i dont understand why its an option in the backtest on mt4

Very low spread is possible with ECN/STP broker, but you will have to pay a commission and it will be a variable spread, not a fixed.
Subgenius
582
Subgenius 2015.08.23 13:28  
jazzpur:

im wondering if you guys have a name for this phenomenon im discovering, and perhaps a way to fix it 

when i backtest a 1M scalping strategy im creating, it proves quiet profitable, even with a spread set....it bascially has a $4 stop and an $18 take profit with 0.1lots.

but do notice that on the backtest....the buys and sells happen within the realm of the candles


slippage, spread and all other fees incurred by a server are not considered within the strategy tester environment.

u should perhaps check with your broker or perhaps show off your code

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