Home

RustyKanuck / Publications

Forum

7

Walk Forward Analysis

Hi everyone, here is an include file for walk forward analysis in mt5, it also has the mq5 file which has an example how to call it into you're EA. It's the bare framework of a walk forward analysis type program so it's not like any fancy software you've seen out there before, I'm hoping we can all

0

Troubles Building A Walk Forward Analysis Library

Hey everyone, I've been working on this for quite sometime so I figured I would reach out and see if anyone has done this before and if they have any pointers. Basically all I'm trying to do is build an add on for mt5 ea's so that I can do an unanchored walk forward analysis (or

5

OnTesterPass() - Not Firing - Potential bug??

After exhaustive testing and even some chatgpt help it would seem that there is a bug with the OnTesterPass(), I'm hoping someone can shed some light or we can get this issue fixed (I'm far far from a great programmer). I'm trying to do an optimization and store some data but it would seem that the

0

Using Python for robustness testing

Hi everyone, I'm currently learning some python and I've decided I'm going to try and create some of my own walk forward and monte carlo testing programs using some of the existing python libraries already available. I was just wondering if anyone has done this before and if they have any advice? As

14

Out of sample vs. demo performance

I had something interesting happen, i optimized an EA up until the start of september and I figured I would re optimize it. just for fun i ran a single backtest up to the present date (a month and a half out of sample) and the results were great, i was starting to wonder if I even had to reoptimize

3

Trading with Fixed lots instead

Kind of an unusual thing to want to do i know, I am going to try an experiment and I was just wondering if there is any common "conventions" out there when it comes to trading with fixed lots compared to you're account balance ? I recall years ago hearing something along the lines of "for every

18

Dealing with high MFE

I'm having some large discrepancies between strategy tester and live trading (shocker). I recall looking through the backtest and forward test results after optimizations and my MFE was always very good, i left little on the table I was content. However after running my latest test it would seem I'm

0

Built in complex walk forward optimization

Does anyone know if Meta trader ever plans on building in a complex walk forward optimization environment? I've seen it being talked about for years on the forum in random posts... I wish we had one like the guys using trade station or strategy quant have, those are some pretty cool softwares

6

Critique my optimization process!

Hi everyone, I'm once again in the optimization rabbit hole and I figured you know what, why not post my own process on the forum and let everyone tear it apart lol, who know's maybe i can learn something from it! -Don't hold back i promise i can take it lol! (also i realize i can't describe all the

2

Trade Selection: Position Not Found

Hey everyone, been running into some problems and i'm a good 4 hours into spinning my wheels and i'm about to go down the rabbit hole in the forums/books so i figured it might be worth a shot to ask. I've been testing my EA on the strategy tester and for some reason when there's definitely a trade