Download MetaTrader 5

Advantage of partial backtesting tesst to optimize EA vs Full backtesting test?

To add comments, please log in or register
Duarte Silva
127
Duarte Silva  
Hi,

I starting to develop some EA's and I have read some information about testing the EA and on one article that belongs to Nicolay Kositsin (https://www.mql5.com/en/articles/1517) and I have some doubt: I want to define to backtest period from:

- 1/1/2006 to 31/12/2010: optimization;

- 1/1/2011 to 31/12/2015: testing;

to optimize the EA to EURUSD, USDJPY AND GBPUSD and my questions are:

- Seeing the article, what are the benefits of test optimization and testing using small periods and why can't we optimize using the all period of optimization and testing at once? In other words:

Why:

 partial tests

 

 and why not all at once?:total_test?? 

 - In your oppinion is the periosd the I have defined, between 2006-2010 and 2011-2015,  are good or larger enough for testing? Or its to large? Do you  have any rule to select any testing period?

 teste_EA

 

 - Are these periods ok? or it doesn't matter? 

 

Thanks for your attention and best regards.


Duarte 

Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Cont.)
Expert Advisors Based on Popular Trading Systems and Alchemy of Trading Robot Optimization (Cont.)
  • 2008.05.26
  • Nikolay Kositsin
  • www.mql5.com
In this article the author continues to analyze implementation algorithms of simplest trading systems and describes some relevant details of using optimization results. The article will be useful for beginning traders and EA writers.
To add comments, please log in or register