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Backtesting and optimisation: 1min/tick data - 25% modelling quality???

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Myles Crouch-Anderson
1153
Myles Crouch-Anderson 2015.10.12 00:04 

Hi.


I am backtesting/ optimising using mt4 strat tester.. I am backtesting on the m1 and tickdata scale.


My modelling quality is never greater than 25%? why is this?

I thought 1min and tick data is the finest/most accurate data so why is it so low at 25%?


Can someone explain/link me an article that explains what 25% modelling quality means and what the implications/consequences of it being so low at 25% means?

what problems can such low quality cause? does it cause inaccurate results?? are the backtest results worthless?


Also can anyone suggest any alternatives to solve the problems you mention?


does MT5 strat tester solve these problems and does the MT5 strat test have better modelling quality? like 90%+?


thanks

Ex Ovo Omnia
3122
Ex Ovo Omnia 2015.10.12 12:45  
Myles Crouch-Anderson:

Hi.


I am backtesting/ optimising using mt4 strat tester.. I am backtesting on the m1 and tickdata scale.


My modelling quality is never greater than 25%? why is this?

I thought 1min and tick data is the finest/most accurate data so why is it so low at 25%?


Can someone explain/link me an article that explains what 25% modelling quality means and what the implications/consequences of it being so low at 25% means?

what problems can such low quality cause? does it cause inaccurate results?? are the backtest results worthless?


Also can anyone suggest any alternatives to solve the problems you mention?


does MT5 strat tester solve these problems and does the MT5 strat test have better modelling quality? like 90%+?


thanks

The 25% is a number that is always used when testing the M1 timeframe. It does not measure any quality of the input data. 

Myles Crouch-Anderson
1153
Myles Crouch-Anderson 2015.10.12 13:00  
Ovo Cz:

The 25% is a number that is always used when testing the M1 timeframe. It does not measure any quality of the input data. 

Ok, what does it measure then?
Ex Ovo Omnia
3122
Ex Ovo Omnia 2015.10.12 13:40  
Myles Crouch-Anderson:
Ok, what does it measure then?
I doubt it measures anything. 90% for all but M1, which reads 25%.
mdave
25
mdave 2015.11.03 14:31  
Have you tried forward testing to see if strat actually works. Not sure how accurate it is though in MT4/5.
Tan Phan Ngoc
1332
Tan Phan Ngoc 2015.11.03 15:18  
Even quality is 100%. It is also not true in real.
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