Backtesting

icortesc
30
icortesc  
Exist a external backtesting free program?
Sergey Golubev
Moderator
122855
Sergey Golubev  
Why do you need external backtesting?

MT4 and MT5 are having very good backtesting/optimizing feature, for example:

Forum on trading, automated trading systems and testing trading strategies

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

Alain Verleyen, 2013.08.20 19:47

A must ! Before using it or asking any question : please read the Online Help  (Also accessible by F1 on your MT5 platform)


Strategy Tester

For Traders



For Programmers


Optimization



Cloud

Announce of the launch : MQL5 Cloud Network launched.

As Users

Some useful topic about usage of the Cloud :


As Providers (agents)




Work in progress, stay tuned !


Sergey Golubev
Moderator
122855
Sergey Golubev  
icortesc:
Exist a external backtesting free program?

I am having some experience with backtesting and optimizing ... I am doing it for many years for MT4 and for few years for MT5 and I want to say that optimizing/backtesting features are very good ones for MT4, and the best ones for MT5. Some coders are modifying their EAs to MT5 just to find good setting with cloud (optimization). No need any external software for that. Check those summaries - you will find some EAs created/uploaded for this forum, optimization for the best settings, backtesting and trading on demo - and you will understand all the process related to it step by step for example:

icortesc
30
icortesc  
Sergey Golubev:
Why do you need external backtesting?

MT4 and MT5 are having very good backtesting/optimizing feature, for example:


thanks
icortesc
30
icortesc  
Sergey Golubev:
Why do you need external backtesting?

MT4 and MT5 are having very good backtesting/optimizing feature, for example:



optimization in my case is very slow in mt4, I think looking for a program that optimizes my expert advisor better and more fast
icortesc
30
icortesc  
icortesc:

optimization in my case is very slow in mt4, I think looking for a program that optimizes my expert advisor better and more fast
i am a agronomist, not a programer
Sergey Golubev
Moderator
122855
Sergey Golubev  

I am not a programmer too (I am microbiologist). But you can look at optimization of complex EA which I did here:

The setting as for EAs: optimization and backtesting 

3 or 4 hours to optimize and select good setting (many variations of good setting). This is Metatrader 5 Strategy tester with cloud:

made optimization of this EA using Cloud. First of all I made fast generic optimization (using Cloud). It xosts me less than 0.1 credit but I stopped on 191 pass. Because it already took  3 hours 16 minutes for 191 passes with totall passes 19200. It is from my log file:

2013.01.15 18:03:02 Statistics optimization passed in 3 hours 16 minutes 13 seconds
2013.01.15 18:03:02 Tester genetic optimization finished on pass 191 (of 19200)
Credits 0.01

After that - I backtested with selected setting (EA to download with the settings - check the links on the post):


Sergey Golubev
Moderator
122855
Sergey Golubev  

It was PriceChannel Parabolic system with 2 EAs uploaded to the thread (optimized for good settings for several timeframes and for two pairs).

---------

AscTrend system

1. First version of AsctrendND EA.


2. Next version of AsctrendND EA (verion 1.02) with TrendStrength filter added. 

Sergey Golubev
Moderator
122855
Sergey Golubev  
What I wanted to say that optimization to select good settings (and backtesting) is very easy to do (and it is quck process especially with cloud). No need to be any programmer to do it.