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nirvaman
166
nirvaman 2015.11.30 06:07 
I present you guys.... the holy grail......tataaaaa

no...just kidding. this is a crappy EA that converts 900 USD into 300.000 USD in about 5 years in testing. EURUSD H4

its a Martingale EA. 

Obviously  I know that this is imposible.  And test results dosen´t mean anything.   forward testing with a live account is needed.  But as an intelectual exercise I want to understand the reason it produces those results on backtesting. I want to understand what is the mistake done by the code or by metatrader history data  that produce this kind of results. This EA works on EURUSD H4 everythick. Can you guys please educate me where is the catch. This code was writen by me but those are not the results I was expecting. As a matter of fact, I was just doing a intelectua excecise when I writed the code.  
The history data was dawnloaded from http://www.histdata.com/download-free-forex-data/. I downloaded the 1M information for EURUSD (5 years of data) since 2010 and then used the periodconverter script to generate all the timeframes (M1,M5,M30,H4)
Someone can help me to find the error and how is it generated?.

 (I suspect is a problem with the history data) 

Strategy Tester Report
thankfull
ETXCapital-Live2 Server (Build 910)

SímboloEURUSD (Euro vs US Dollar)
Período4 horas (H4) 2010.10.06 00:00 - 2015.11.27 20:00 (2010.10.06 - 2015.11.28)
ModeloCada tick (el método más preciso basado en todos los períodos menores disponibles)
Parámetrosprecio_entrada_largo=0; precio_entrada_corto=0; volatilidad=1; riesgo=3; max_perdidas_consecutivas=1; val=101; alturaMacd=0.0004; promedio_ganancia_macd=0; activatendencia=1; tipo_metodo="Metodo_convencional"; tipo_sistema="Directo"; distancia=110; s1=9; s2=3; s3=3; m1=1642; m2=50; metodo=0;
Barras en la prueba7365Ticks modelados28234174Calidad del modeladon/a
Errores de gráficos mal agrupados666247
Depósito inicial600.00Diferencial16
Beneficio neto total317964.93Beneficio bruto341797.33Pérdida bruta-23832.40
Factor de beneficio14.34Rentabilidad esperada27.62
Disminución absoluta0.00Disminución maximal5080.20 (2.30%)Disminución relativa11.07% (1382.57)
Total de operaciones11512Posiciones cortas (ganado %)11478 (99.77%)Posiciones largas (ganado %)34 (55.88%)
Operaciones de beneficios (% del total)11471 (99.64%)Operaciones de pérdidas (% del total)41 (0.36%)
MayorOperaciones de beneficios2038.56Operaciones de pérdidas-2936.00
MediaOperaciones de beneficios29.80Operaciones de pérdidas-581.28
Máximoganancias consecutivas (beneficios en dinero)2090 (46549.95)pérdidas consecutivas (pérdidas en dinero)5 (-1687.55)
Máximobeneficios consecutivos (número de ganancias)52640.00 (672)pérdidas consecutivas (número de pérdidas)-2936.00 (1)
Mediaganancias consecutivas441pérdidas consecutivas2

 

 


HistData.com | Download Free Forex Data
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Download Step 1: Please, select the Application/Platform and TimeFrame! In this section you'll be able to select for which platform you'll need the data. This platform allows the usage of M1 (1 Minute Bar) Data only. These files are well suited for backtesting trading strategies under MetaTrader 4 and MetaTrader 5 platform. Please, select: This...
Files:
thankfull.mq4 32 kb
Stuart Browne
5701
Stuart Browne 2015.11.30 07:14  
Without looking through all of your code, it can sometimes be possible for an EA to accidentally "look into the future" while backtesting which gives it outstanding results.
Alain Verleyen
Moderator
30180
Alain Verleyen 2015.11.30 10:40  
nirvaman:
...
  • There is a bug somewhere, the following error appears a lot of times :

2015.11.30 10:09:06    2011.07.18 10:08  thankfull EURUSD,H4: invalid ticket for OrderClose function
2015.11.30 10:09:06    2011.07.18 10:08  thankfull EURUSD,H4: OrderClose error 4051

  • There is a lot of data errors :
Errores de gráficos mal agrupados666247
  • There is almost only sell orders, from 2010 to now, EURUSD goes from near 1.50 to 1.05, so an EA which sells is more prone to win trades.
  • Here is what I got with good data (0 mismatched error).
SymbolEURUSD (Euro vs US Dollar)
Period4 Hours (H4) 2010.10.06 00:00 - 2015.11.24 20:00 (2010.10.06 - 2015.11.25)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersprecio_entrada_largo=0; precio_entrada_corto=0; volatilidad=1; riesgo=3; max_perdidas_consecutivas=1; val=101; alturaMacd=0.0004; promedio_ganancia_macd=0; activatendencia=1; tipo_metodo="Metodo_convencional"; tipo_sistema="Directo"; distancia=110; s1=9; s2=3; s3=3; m1=1642; m2=50; metodo=0;

Bars in test8976Ticks modelled77570130Modelling quality90.00%
Mismatched charts errors0




Initial deposit10000.00

Spread16
Total net profit-2594.34Gross profit20200.90Gross loss-22795.24
Profit factor0.89Expected payoff-0.84

Absolute drawdown3367.60Maximal drawdown3368.10 (33.68%)Relative drawdown33.68% (3368.10)

Total trades3100Short positions (won %)3033 (98.29%)Long positions (won %)67 (64.18%)

Profit trades (% of total)3024 (97.55%)Loss trades (% of total)76 (2.45%)
Largestprofit trade930.00loss trade-884.88
Averageprofit trade6.68loss trade-299.94
Maximumconsecutive wins (profit in money)295 (1445.24)consecutive losses (loss in money)5 (-1070.96)
Maximalconsecutive profit (count of wins)1445.24 (295)consecutive loss (count of losses)-1105.82 (2)
Averageconsecutive wins52consecutive losses1
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