Backtesting/Optimization - page 48

 

Tester is very slow

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EA back test

Hi all,

Is it possible if back test more than 1 EA on 1 account ? If so, how to do that ?

Thanks

 
leefx:
Hi all,

Is it possible if back test more than 1 EA on 1 account ? If so, how to do that ?

Thanks

more than 1 currency pair on 1 account at the same time ?

 

Better Backtesting and Trading Platform

Hello my friends, :

Today I am developing algo using Tradestation & MT4 (MQL)

Since I am looking to upgrade my development environment I am looking for a good platform for this issue.

Things that I must have in the platform :

1.The ability to work with Real time Data.

2.The ability to use my Owen Data feed (since I am not working on a lot of different markets).

3.high performance regarding Back testing and using Tick Data.

4.The ability to program algo that is trading from the OrderBook.

5.A platform that can store a lot of Tick Data in flexible way (not so important as the others).

6.a good interface that can allow me as a developer to get info from the chats in visual mode.

the platform that i came into are :

OpenQuant

MultiChats

TradersStudio

Right Edge

Trading BLOX

anyone...? :-)

Thank a lot.

 

EA's and Data

Hi Everyone,

I'm sure this has been discussed, but I haven't seen it so thought I would try and ask and maybe get a quick response or a send off to the right thread

I'm very new to Forex and Metatrader (ie about 1.5 months). I know how to program, so have made my own EA's, and scoured this wonderful site for many ideas, indicators, EA's, etc etc.

I have made a few EA's that work spectacular. Amazing, millionaire within a year. However, that was off the data my MT had been receiving, to which there were many mismatches.

So I download the Alpari data, my system fails miserably, I'm now in the poor house using that data. But, I watch it tick by tick, and it triggers on a ticks miles above the candle it finished on. So I conclude bad data.

I then just use MT to download the data from the demo site I assume it grabs, and my system is useless, but no ghost ticks out in the black.

Now I have recreated some EA's that work with this data. I have read on many threads that the data on live accounts can once again be miles different. I've been forward testing successfully, but I have to wonder if the data is good. Because if I backtest on that data on 2 different machines running the same EA on 2 different demo accounts, they have slightly different results. One had many more mismatches than the other, which I then have to wonder if all the data we are testing off of is always really "good", because if the data is coming down the pipe, and we are dropping some of it, then our systems in Live mode would have the same problem.

So my question is, how do you all test? Can you do "Live Tests" with a broker that is not using real money? And even in Live Tests, if you were to BackTest with that same data, does it give you the exact same results?

Thank you for your time, I know it's a little long

~Ody

 

Low data quality in M1-Backtests

Hi!

I've downloaded any available data in the history center for all the majors. When I backtest on M5, M15, H1, ... anything but M1 I get 90% data quality.

When backtesting on M1 I get poor 25% which is useless.

Any help would be appreciated.

EDIT: To the admin: does it really make sense to throw any new thread related to this into this huge 48-pages-thread?

 

It was asked and replied 100 times on this thread so I just moved your post to here.

As I know the maximum for M1 timeframe is 25%.

It is the article about it https://www.mql5.com/en/articles/1513

 
newdigital:
It was asked and replied 100 times on this thread so I just moved your post to here.

OK, understood.

Thanks for that link!

 

Help MT4 history data

I've downloaded data from alpari to my mt4 and ever since that my platform lags. Is there any way to fix this problem?

 
Togu:
I've downloaded data from alpari to my mt4 and ever since that my platform lags. Is there any way to fix this problem?

Reduce the max bars in chart. In this example you could change 65000 to 6500.

Files: