Backtesting/Optimization - page 64

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greg108:
my question is why back test is working for everybody else and not for me. This is so unfair! I add EA to the chart, open .set. And EA does make trades, but doesn't back test, because backtest uses defaults and not presets. Could someone help the situation or hard code latest variables into EA as defaults. I believe it can help others to back test as well. It will help me to see which variables in .set correspond to EA coded variables. This EA has ton of variables and it makes things confusing. I figured most of them, but few , still can't back test.

Open StratergyTester -> Click Exper Properties-> Go to Input section -> Click "Load" Button -> select select "5-16-2009 eu.set" file and click ok. this will load all parameter which are set in .set file.

then run strategy tester.

Hope this will help.

Files:
5-16-2009_eu.set  6 kb
 
GeorgeL:
The EA should not use a bunch of memory. It's a simple EA. Try re-installing your MT4.

The EA backtest fine for everyone else. I recommend re-installing your MT4 as well.

The Optimization was made in 11-18-2008 so it should not wave up and down during all of 2009. I recommend switching the EA to IBFX.

Another thing.... This EA does not trade often. Don't be turned off by it though!!! It has great profitability. What would you guys rather a bunch of trades risking capital or a smaller portion of trades risking capital and making more pips on a win than on a loss?

Does it mean we have to optimise it every 6 months?

And since the EA has low activity level, do we need to turn it on 24hr?

 

Still Why?

Thanks Ram for the tip on how to make back test work.

It did work, but showed negative results on period from 12.01.2008 to present, nothing close to George's.

I made separate fresh installation of IBFX and run test there, similar and negative results.

My computer time is set to Eastern USA (GMT-4), otherwise EA and .set are the same as George's

Found errors in the journal, to name few:

2009.05.25 23:10 N7S_AO_772012_v1.0.3 EURUSD,M5: OrderSend error 4107

2009.05.28 03:12:19 2009.05.25 23:10 N7S_AO_772012_v1.0.3 EURUSD,M5: invalid takeprofit for OrderSend function

2009.05.28 03:12:19 2009.05.20 14:55 N7S_AO_772012_v1.0.3 EURUSD,M5: OrderSend error 130

2009.05.28 03:12:19 2009.05.20 14:55 N7S_AO_772012_v1.0.3 EURUSD,M5: bu 0

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EA just pulled a good short trade on demo

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So what could be preventing George's back test results being replicated on my account?

????????????????????????????????

 

I can tell by your Backtest you don't have enough data.

look at my 5-13-2009 - present backtest.

Looks very similar to yours.

The backtest below does not represent data I use to Optimize this EA. The backtest below represents my Home PC data from about 5-13-2009 until present. I use a seperate Computer to do Optimization which takes tick data 24/7

Files:
testergraph_5.gif  8 kb
 

Wanted to let you guys know.

My EA just opened a LONG @ 1.3951 SL: 1.3814

Interestingly enough, I don't think this EA will trade if you have buy/sell limits or stops. As soon as I deleted one of my buy limits it Opened a trade.

 

If I may know how did you optimize the EA? Wat is the steps to do it? I am testing forward with 5-16-2009.set and I will post the results hire when the first open position apears.

 

I posted a .set for Optimizing in the previous post but Will do so again.

I hope that in the order I described you can understand the optimization process

Files:
buy_1.set  6 kb
sell_2.set  6 kb
buy_3.set  6 kb
sell_4.set  6 kb
atr_and_time_filter_true_5.set  6 kb
 

Where to get tick data like yours?

George, You mentioned in early posts that this system respond to open prices and 1min not relevant. Now you are saying it should have tick data.

Where to get tick data like yours? Do you collect it with MT4 or do you import it from somewhere or import then collect?

Please clarify,

Thanks

 

I get reliable data however this EA works on Open prices on 5m.

Update: LONG EUR USD @ 1.3951 is up 175 PIPS I will manually close due to it being a friday. I will close minutes before IBFX closes

 

I have buy on euroD at 1.3943 - which is close to yours.

Many thanks George

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Do you just run a demo for months so it collects all tick data?

Please elaborate on data collection

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