Backtesting/Optimization - page 39
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Thanks. I missed that! Note that the data doesn't come from your broker, but from Metaquotes, and a warning screen comes up that states that it may differ from your broker's data. So backtesting will reflect this difference, as well.
Backtesting data
Why is there nine years of 5 min data in the history center and when I backtest with 5 min, it only goes back a couple weeks? Date range is set for the past year and max bars in history is maxed out. How can I access this data for backtesting? Am I missing something?
Why is there nine years of 5 min data in the history center and when I backtest with 5 min, it only goes back a couple weeks? Date range is set for the past year and max bars in history is maxed out. How can I access this data for backtesting? Am I missing something?
Sorry to ask but for you Backtest = Strategy stester? or just looking back?
If you are doing manual backtest and you want to see all history in your chart set your max bars in chart too not only max bars in history.
Help a newbie - read this thread
I'm new to Forex trading, and I'm confused about these results. If someone could help me out I would REALLY appreciate it.
Backtest on Demo:
I ran a backtest on an EA and the results look good, it only loses one trade at the end. However the drawdown is really high, and I don't know what drawdown means , but people say its bad without explaining
Backtest on Live account:
Because the results looked good, I made the mistake of opening a real account and lost $200 immediately. I then ran a backtest lost $200 there as well. Can someone explain why? All the settings are the exact same in both the demo and live account
My broker is forex.com, I signed up through forexte.com.
Any help would be appreciated
Thanks
I'm new to Forex trading, and I'm confused about these results. If someone could help me out I would REALLY appreciate it.
Backtest on Demo:
I ran a backtest on an EA and the results look good, it only loses one trade at the end. However the drawdown is really high, and I don't know what drawdown means , but people say its bad without explaining
Backtest on Live account:
Because the results looked good, I made the mistake of opening a real account and lost $200 immediately. I then ran a backtest lost $200 there as well. Can someone explain why? All the settings are the exact same in both the demo and live account
My broker is forex.com, I signed up through forexte.com.
Any help would be appreciated
ThanksI've moved you post to this thread. Please take some time to read, there are many answers to your questions.
Backtest if for past data, in the other hand forward test is with coming data (real time).
EAs could have different behaviors within back test and forward text. For forward test it also could have different results between demo and real accounts.
Draw Down: Drawdown (economics - Wikipedia, the free encyclopedia)
I'm new to Forex trading, and I'm confused about these results. If someone could help me out I would REALLY appreciate it.
Backtest on Live account:
Because the results looked good, I made the mistake of opening a real account and lost $200 immediately. I then ran a backtest lost $200 there as well. Can someone explain why? All the settings are the exact same in both the demo and live account
A very important thing to keep in mind is that Forex is a game of statistics. Gambling is also a game of statistics, but the casino always wins in the end. In Forex, there is a chance that we can have the odds on our side. Your trade size was too large for your account size. The 0.2 lot trade size means that each pip = $2. A 200 pip StopLoss means each trade can lose up to $400 (200pip * $2). If your broker lets you, start with 0.01 lots if you want to try something out.
Also, backtest, forward test and live $$$ trading will not get you the same results. The backtest guesses what the market did to make those prices, and it isn't very reliable (quality on upper right hand side should be 90%). The forward test is almost the same as live money trading but you have new things like dealing desks, slippage, changes during news, and in some cases different rules for how you can trade.
Turn off money management for your EAs, and run with 0.01 lots. I manually set the lotsize and leave it there for a few weeks. If your money management is too aggressive you can have -$$ with +pips.
Hi Linuxer
I've moved you post to this thread. Please take some time to read, there are many answers to your questions.
Backtest if for past data, in the other hand forward test is with coming data (real time).
EAs could have different behaviors within back test and forward text. For forward test it also could have different results between demo and real accounts.
Draw Down: Drawdown (economics - Wikipedia, the free encyclopedia)Can you help me or anyone programmer here put the logical manual entry pending stop order become EA (mq4) for backtest data from 2004 - 2008 year ?
I just so confused if i do bacward of data too much manually, and if it's have profitable ( even <= 30% per month or not) i very thank you to you all.
this is entry rule:
Daily Time Frame
Buy Stop on H + 5 previous days
Sell Stop on L - 5 previous day
StopLoss Sell order on H + 3 previous days
StopLoss Buy order on L - 3 previous days
Take Profit 100 pips ( optionally to find optimum target backtest )
Also we reset our Buy (or sell) order which is now going to be just above (or below) the highest high (or lowest low) of the current bar/today for next order daily bar. Now, when one of the orders is filled, Stoploss can move to current day always move till the position(s) not tp or sl on tomorrow.
If one position execute today, example, BUY. next days pending order only open pending Sell Stop at Low - 5 today.
Range H - L previous days must be >= 90 pips
for detail click hereAdvanced system #1 (Midnight setup) | Forex strategies revealed
sorry admin for the link above, i just want some help here..
email : sony.irwana@gmail.com
Can you help me or anyone programmer here put the logical manual entry pending stop order become EA (mq4) for backtest data from 2004 - 2008 year ?
I just so confused if i do bacward of data too much manually, and if it's have profitable ( even <= 30% per month or not) i very thank you to you all.
this is entry rule:
Daily Time Frame
Buy Stop on H + 5 previous days
Sell Stop on L - 5 previous day
StopLoss Sell order on H + 3 previous days
StopLoss Buy order on L - 3 previous days
Take Profit 100 pips ( optionally to find optimum target backtest )
Also we reset our Buy (or sell) order which is now going to be just above (or below) the highest high (or lowest low) of the current bar/today for next order daily bar. Now, when one of the orders is filled, Stoploss can move to current day always move till the position(s) not tp or sl on tomorrow.
If one position execute today, example, BUY. next days pending order only open pending Sell Stop at Low - 5 today.
Range H - L previous days must be >= 90 pips
for detail click hereAdvanced system #1 (Midnight setup) | Forex strategies revealed
sorry admin for the link above, i just want some help here..
email : sony.irwana@gmail.comI remember I've asked for something similar back in 2006 but with BB.
I did not write EAs because it's too dangerous for members posting a code coming form a non expert programmer. What if code is wrong and somebody tries it with a real account?
Maybe an EA expert programmer could put hands at work.
Stand alone backtesting application
Just curious if any uses a stand alone application for back testing?
I'm one of the guys who is using the newer versions of MT4 and the strategy tester, I don't think, is as good as it use to be.
If anyone has, has used or knows of a separate back testing application please post.
Thank You.
Look at commercial section as I remember it was 1 or 2.