Backtesting/Optimization - page 37

 

25% on M1, 89% on rest

I runned data from Alpari, coverted it and thats what i get 25 % modelling quality on M1 but rest of tests are nice about 89% modelling quality.

Why do i get 25 % on m1 ?

I didnt notice solution on previous pages so iam sorry if there is one.

----------------

NVM just found out answer in other thread

25% is max for m1

 

Strategy Test Puzzle

Probably this is another stupid question again given my limited experience in MT 4, but, according to what I've tested for hundreds of EAs found in this forum, it seems I never got any single EA which provides a loss result for any combination of settings in optimization, nevertheless, when applied any one of them in back testing for a different time duration than time period be used for optimizing, then, most of them lose. how can this be explained?

 
everic:
Probably this is another stupid question again given my limited experience in MT 4, but, according to what I've tested for hundreds of EAs found in this forum, it seems I never got any single EA which provides a loss result for any combination of settings in optimization, nevertheless, when applied any one of them in back testing for a different time duration than time period be used for optimizing, then, most of them lose. how can this be explained?

Many tested EAs in past and real time for public and elite section are sit in the profit side long time, even years.

Sometimes the settings, sometimes the timeframe, sometime the experience of the tester, sometimes the tested period. Too many variables.

 

EA backtests but does nothing on demo

Hi,

I've made an ea that seems to work fine in backtest....opens orders closes order modifies orders. But as soon as I try it on a demo to forward test it does nothing....doesn't even open a position. Any ideas as to why this might be?

Thanks

Bob

 

May be it is related to live trading?

Check this one:

And during attachin EA to the chart:

So, there is 2 places to check autotrading.

Files:
 

And when you attached EA to the chart you can see about how it was going: may be EA is asking for indicator and can not find ...

Files:
allow_live3.jpg  27 kb
 

Thanks newdigital for trying to help. I've made sure everything as is you show in your pics. The situation is that these EA's worked fine before the new build came out. I did recompile the ones I was working with, but still no joy. I made a completely new EA, this is the code:

int start()

{

Comment(" TICK");

OrderSend(Symbol(),OP_SELL,1,Ask,3,0,0,"Comment",5,0,Green);

return(0);

}

Real basic, just to test. Nothing happens but the "TICK" comment shows up, no order is placed. There are no errors, nothing. Any ideas.

Thanks

Bob

 

Problems with Strategy tester

I discovered that I got different results when backtesting on 2 different computers so I started to recreate and sync the history files for both computers. That did not help, it seems that the strategy tester uses (and reuses) a special file with the suffix .FXT. The help files mention "Recalculate" as an option but I cannot find where this setting is specified.

No button, No dropdown field, Nothing.

The help files also mentions some kind of ini-file where this and other settings can be changed. Cant find that one either. Found many ini-typ files but none with a content similar to what is shown below.

The help files says under "Settings of the Strategy Tester Launch"

Example:

; start strategy tester

TestExpert=Moving Average

TestExpertParameters=ma0.set

TestSymbol=EURUSD

TestPeriod=H1

TestModel=2

TestRecalculate=false

TestOptimization=false

TestDateEnable=true

TestFromDate=1970.01.01

TestToDate=2006.06.06

TestReport=MovingAverageReport

TestReplaceReport=false

TestShutdownTerminal=true

How do I force "Recalculate" ?

 

Hi,

I'm not surprised. I got 2 different results between two backtests conducted at the same PC but at different times (ex. yesterday and today). No, the parameters between two backtests were completely identical.

The solution is simple, isolate your backtest sessions. You don't have to be 'online' during backtests. Install two MT4s, one for live data, another for backtesting static data.;)

 
timebandit:
Thanks newdigital for trying to help. I've made sure everything as is you show in your pics. The situation is that these EA's worked fine before the new build came out. I did recompile the ones I was working with, but still no joy. I made a completely new EA, this is the code:

int start()

{

Comment(" TICK");

OrderSend(Symbol(),OP_SELL,1,Ask,3,0,0,"Comment",5,0,Green);

return(0);

}

Real basic, just to test. Nothing happens but the "TICK" comment shows up, no order is placed. There are no errors, nothing. Any ideas.

Thanks

Bob

try to

OrderSend(Symbol(),OP_SELL,1,Bid,3,0,0,"Comment",5,0,Green);