Backtesting/Optimization - page 73

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Optimization

Hi,

I've never used optimization as I didn't/don't understand it ... I always run my EAs on backtesting and based on that I was customizing them.

Yesterday I tried Optimization on eurusd and I setup some ranges for input parameters and after hours and hours of executing I got few combinations which 'works'. I hope that I understood properly (?)

After that I setup manually that 'winning' combination and run backtesting on same pair and I got totally different result ... I tried another one - it end up on balance 0.

What I am doing wrong? What is correct, optimization or backtesting results? Same MT4, same data, same period, same same same everything?

 

any automated back-testing software out there

Hi Folks

If I have a bunch of EA's and would like to find out which one of those EA's really works for a currency pair, if there any s/w out there that can take each EA serially from a list box and test them automatically.

Please let me know

Thx

Sam

 

BackTest without being a Programmer

I have to admit, I have a lot of trading ideas, but no programming skills. I hate paying a programmer to take 3 days to write an EA for me, only to find out the idea doesn't. Check out QuantumCharts, if you are in the same boat. They allow you to drag and drop what you see on a chart to test, and create a system to backtest the idea in minutes.

Move over MT4 and TradeStation......

Woot!

 

FXCM MT4 Offline files

Hi Guys,

Can anyone help me regarding backtesting on FXCM MT4 platform ?

I do not have any problem testing an EA on "EURUSD", "M1" but i have another offline file eg "EURUSDm", "M1" ( a mini-account setting) that the strategy tester could not open the file. I believe this might due to FXCM MT4 do not have/or support mini accounts.

The offline file "EURUSDm", "M1" is a renko file.

Anybody can enlighten how do I use an EA on this renko file or a way to let MT4 to accept mini-lot offline files.

many thanks.

 

i need help...

hi all

i have a simple EA and a make a back test and optimization

configurations

result in back

result in optimization (test for change lots 0.1 to o.2)

Question

in back one result for profit

in optimize 2 result different (no have back result)

Why?

in optimizations no have result for back...

 

i don't trust the mt4 strategy tester and the demo forwardtest, but i believe backtests are good to see if ur ea have potential to optimize it. with a successful backtest i always try to test this ea with the optimized settings on a demo account for serveral months.

but for real stats u need to run ur ea on real money account

 

2010.04.26 18:51:58 Memory handler: cannot allocate 164202016 bytes of memory

Hi guys,

I have been working on an EA of mine for the past month or so. It works great in the strategy tester, so I decided to try it out on the live demo. However, after a few trades I get this message: "2010.04.26 18:51:58 Memory handler: cannot allocate 164202016 bytes of memory."

Also, when I open metatrader 4 the terminal.exe program uses way too much RAM (about 300 megs as indicated in the task manager); and when I insert my EA into a chart the RAM begins to grow with every tick. Could this be because of the "Bars in history/chart" setting within Options?

My EA iterates through multiple indicators and also uses Events.mq4 to keep track of orders. Here is the code for Events.mq4 which I feel may be the cause of the problem.

(change the x's to t's)

https://www.mql5.com/en/articles/1399

And here is the link that describes it: https://www.mql5.com/en/articles/1399

 

Discrepancy between Strategy Tester and Live Demo!

Hi,

I have recently created an EA that works great in the strategy tester but is behaving very oddly in the live demo.

The program is coded to close all open orders if the Account Equity is greater than the Account Balance. In the strategy tester, this means that when it closes my open orders I always end up with a profit. However, in the live demo it is closing open orders at a loss! How can the exchange net a loss if the Account Equity is greater than the Account Balance? A swift response would be greatly appreciated!

 

Export all currencies history

Hi,

Has anybody a script to export the historical data for all time frames and all currrencies (or a selection of time frames and currencies)?

Daniel

 

EA with no stoploss

Hi,

I'm coding an EA and I'd like to not use any trailing stop, stoploss and profit target.

To which value do I have to set those parameters? I've set them to 9000, but as I'm buying 0.1 lots, each time the order is reaching 900 or -900 it is closing the trade.

I've tested it on another computer and it is not doing the same.

And often when I'm doing some backtest optimisation, often the result can change from time to time, even if I'm using the same parameters. I mean a big change: the shape of the trades is totally different even when making everytime the same step.

Also yesterday I was doing some optimisation and the curve was always repeating the same shape. Today, I'm doing it again, and it is a nice curve converging to better results. But nothing has changed in my code.

I'm becoming crazy! How do we proceed to do accurate tests?

Is there some cache to free or something to reset? I can never backtest having the same consistent results.

Am I doing something wrong?

Daniel

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