Backtesting/Optimization - page 50
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because i use scalpers, i only really ever use m1 m5 or m15 and i never go back past 2005. it's useless. and i test month to month as well. takes longer but that's how you get an real good idea of how much profit you'll making close to. i really pay attn to the profit factor and the max draw down and how many times on acverage it will win before it does loose.
hopes this helps new people.
optimization
Dear Linuxser,
I'm trying to optemize an EA.
But after optimization, my MT inform me about just one rezult. And journal has such indication - ''There were 1 passes done during optimization''.
Please, advise how to do optimization correctly.
Waiting for your reply,
Bisecom.
Just load it and the EA will take .set parameters.
Dear Linuxser,
I'm trying to optemize an EA.
But after optimization, my MT inform me about just one rezult. And journal has such indication - ''There were 1 passes done during optimization''.
Please, advise how to do optimization correctly.
Waiting for your reply,
Bisecom.After no few tests you take the best parameters, the ones that give to you best results and you set that parameters on the EA.
Please, let me know if your question is answered because the question could have more than one answer.
Dear Linuxser,
Thanks for your reply.
I would like to describe more.
Then I optimaze EA "a" at my MT, the optimization can go around 5 hours and I will get a lot of variants and could choose the best one.
But then I try to optimize another one EA "b", MT indicate me in journal ''There were 1 passes done during optimization'' and propose me only 1 variant of setting.
By the way I can not optimize 10p3v which I got from Newdigital.
How could I optimize such EA?
Waiting for your reply,
Regards,
Bisecom.
After no few tests you take the best parameters, the ones that give to you best results and you set that parameters on the EA. Please, let me know if your question is answered because the question could have more than one answer.
Dear Linuxser,
Thanks for your reply.
I would like to describe more.
Then I optimaze EA "a" at my MT, the optimization can go around 5 hours and I will get a lot of variants and could choose the best one.
But then I try to optimize another one EA "b", MT indicate me in journal ''There were 1 passes done during optimization'' and propose me only 1 variant of setting.
By the way I can not optimize 10p3v which I got from Newdigital.
How could I optimize such EA?
Waiting for your reply,
Regards,
Bisecom.Yeah, same thing happens to me. Close and restart you MT after the optimize some EA and try again with another. It's not a good answer but works fine.
Backtesting an EA
Hi
I have been trading manually for years, and have finally decided it would be interesting to look at an "EA version" of some of the systems I trade.
I would love to have someone backtest an EA for me, I am willing to pay for this. I have tried to do this for a few months and have failed miserably.
The EA(s) I have are (I believe) solid and coded according to my rules, but I am having difficulty getting the backtesting done.
My data is good (I have 90% modelling quality), I have tried several data sources to ensure that this is the case.
So, if anyone out there is interested in this, please let me know (PM is best).
Backtesting Confusion????
New fresh platform downloaded. Install EA. Do backtest month by month and get these results:
1/1/2009 - 2/5/2009 90% Modeling Quality.
12/1/2008 - 1/1/2009 67% Modeling Quality.
11/1/2008 - 12/1/2008 25% Modeling Quality.
Data in History of TF goes back to October 2008 with new platform.
What the heck is the reason why Modeling Quality varied so badly?? How can anyone depend on the results of the backtester??
Dave
<<<
Dear Linuxser and Dagolard,
In addition here by I send you pictures to understand better the problem.
Hope to get your reply,
Regards,
bisecom.
Yeah, same thing happens to me. Close and restart you MT after the optimize some EA and try again with another. It's not a good answer but works fine.