Getting very similar results in short and long periods when backtesting.

New comment
 

Hi All,

I have two similar questions regarding backtesting. I have an EA and I am backtesting it.

1) Why do I get almost same number of trades when I backtest, say, on M15 vs. H1? 

2) Why do I get almost same number of trades when I backtest, say, on 12-month data vs. 36-month data?

I mean, I would expect more trades to be produced when backtesting on M15 rather than on H1 over a same period of time, since there are more M15 bars than h1 bars over same period of time.

Also, I would expect more trades to be produced when backtesting during 36-month data as opposed to 12-month data.

My question is: why does EA provide similar results in terms of the number of trades over these two different settings?

Thanks,

Vener 

 
Vener Garayev:

Hi All,

I have two similar questions regarding backtesting. I have an EA and I am backtesting it.

1) Why do I get almost same number of trades when I backtest, say, on M15 vs. H1? 

2) Why do I get almost same number of trades when I backtest, say, on 12-month data vs. 36-month data?

I mean, I would expect more trades to be produced when backtesting on M15 rather than on H1 over a same period of time, since there are more M15 bars than h1 bars over same period of time.

Also, I would expect more trades to be produced when backtesting during 36-month data as opposed to 12-month data.

My question is: why does EA provide similar results in terms of the number of trades over these two different settings?

Thanks,

Vener 

Hi Vener

That totally depends on the logic of your EA and without seeing the code logic, it's really going to be impossible for anyone to give you a definitive answer sorry

 
Stuart Browne:

Hi Vener

That totally depends on the logic of your EA and without seeing the code logic, it's really going to be impossible for anyone to give you a definitive answer sorry

Hi Stuart.

Thanks for the quick response. The logic behind EA is as follows:

The EA opens a buy position when CCI crosses up MACD main line & CCI crosses up the RSI at the same time (similarly, cross-down for sell positions). Also, the the PERIODS and SHIFTS of CCI, RSI, and MACD are used as input parameters along with TP and SL. In a way, I am backtesting the cross-up and cross-down of the indicators, whose periods and shifts are also inputs.

Any suggestions with this info?

Thanks,

Vener 

 
Vener Garayev:

Hi Stuart.

Thanks for the quick response. The logic behind EA is as follows:

The EA opens a buy position when CCI crosses up MACD main line & CCI crosses up the RSI at the same time (similarly, cross-down for sell positions). Also, the the PERIODS and SHIFTS of CCI, RSI, and MACD are used as input parameters along with TP and SL. In a way, I am backtesting the cross-up and cross-down of the indicators, whose periods and shifts are also inputs.

Any suggestions with this info?

Thanks,

Vener 

Sorry mate, maybe I wasn't clear. Without seeing your actual code, nobody is going to be able to tell exactly what it is doing or why it is doing it.
New comment
Reason: