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Same EA with different optimization results

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Duarte Silva
127
Duarte Silva  

Hi,

I have done a simple EA to test the best EMA methods to buy/sell on Forex. Its for studying indicators...

So I have 3 conditions to buy/sell based on:

- Closed Price crosses EMA;

- Short EMA Crosses Long EMA;

- Closed Price crosses EMA if on trend;

 The problem is that I have made 3 If's to make optimization "select" the best methods and periods but i have made one change:

- On the 1st test:

extern bool PriceCrossEMA = false, EMACrossEMA = false, PriceCrossEMAwTrend = false;
//...
      if(PriceCrossEMA)
           // ...
      if(EMACrossEMA)
           // ...
      if(PriceCrossEMAwTrend)
           // ...

 - On 2nd test I have changed Ifs

extern int EMA_Method = 1;
/...
      if(EMA_Method == 1)
          //...
      if(EMA_Method == 2)
          //...
      if(EMA_Method == 3)
          //...

 On Optimization I have selected the same start, step and end values. Results are different!!! Test Period 2006 - 2010 on EURUSD.

On the log it shows:

2016.05.21 00:04:34.571 EA_EMAs_Study_20-05-2016: optimization finished in 0:00:01, 723 cache records were used, 723 cache records rejected

2016.05.21 00:04:33.124 EA_EMAs_Study_20-05-2016: optimization started

2016.05.21 00:04:33.124 TestGenerator: actual tick file "C:\Users\MetaTrader - Install\tester\history\EURUSD1440_2.fxt" found

2016.05.21 00:04:33.119 Tester: template 'C:\Users\MetaTrader - Install\templates\tester.tpl' applied

2016.05.21 00:03:50.912 Expert EA_EMAs_Study_20-05-2016 EURUSD,Daily: loaded successfully

2016.05.21 00:03:50.888 Expert EA_EMAs_Study_20-05-2016 EURUSD,Daily: removed

2016.05.20 23:52:57.607 There were 485 passes done during optimization, 171 results have been discarded as insignificant

2016.05.20 23:52:57.599 EA_EMAs_Study_20-05-2016: optimization finished in 0:00:01, 1247 cache records were used, 1243 cache records rejected

2016.05.20 23:52:55.926 EA_EMAs_Study_20-05-2016: optimization started

2016.05.20 23:52:55.925 TestGenerator: actual tick file "C:\Users\MetaTrader - Install\tester\history\EURUSD1440_2.fxt" found

2016.05.20 23:52:55.925 Tester: cache file "C:\Users\MetaTrader - Install\tester\caches\EA_EMAs_Study_20-05-2016.EURUSD1440.2" found and can be used for further optimization


Am I doing this correctly? Whats the reason for different results? The source goes in attachment for testing. 

 

Thanks. 

Duarte Silva
127
Duarte Silva  

Anyone can help this question?

 

To today I have the same problem making tests to the EA and I have different results for the same code!

Best regards, 

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