Backtesting/Optimization - page 86
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Tested it on some more eas and the same thing happens over and over. It stops with no reason at all.
Here is an equity curve for an EA that stopped the same way : it simply finished at May 2010 (that seems to be critical date for me) without any error message or any other clue as of what could happen. Data is downloaded from the server and the time frame tested data exist up to today but the eas stop the test. As it is visible it did not lack funds at that moment, there were no opened orders (it is not a martingale) so no apparent reason to stop
As you say : wait and hope that someone will fix it (since I was using the latest build 438 we are maybe looking at some longer time before they fix it
I also thought about a bug in MT4 with backtesting but I wondered, that nobody else detected this problem before. But now I see that also other people (you :-) ) do have problems. We'll wait for a bugfix.
Tested some other EAs and some other time frames and with me it is always the same - it stops somewhere between April and May 2010 regardless of the EA or time frame. At first I thought that when we are downloading the data from the tool->history center it gets downloaded from metaquotes it contains some errors but that does not explain the different dates for stopping. So far it seems as a backtest problem and a bug
Tested some other EAs and some other time frames and with me it is always the same - it stops somewhere between April and May 2010 regardless of the EA or time frame. At first I thought that when we are downloading the data from the tool->history center it gets downloaded from metaquotes it contains some errors but that does not explain the different dates for stopping. So far it seems as a backtest problem and a bug
I don't believe in missing or wrong historical data, because if you shift your backtesting Intervall lets say from 1.9.2010 up to now it trades fine. (with my EA but I think for yours too), and it happens with different currencies.
It all looks like a memory leak
If you test a shorter period (even including the date at which it failed) it works. For example in my tests it stops somewhere at April, May 2010 if I test EURUSD on all data (no starting date). But if I set the starting date to 01.01.2010 it works just fine for those dates to. So it is not the data but a clear problem of the back-tester
I don't believe in missing or wrong historical data, because if you shift your backtesting Intervall lets say from 1.9.2010 up to now it trades fine. (with my EA but I think for yours too), and it happens with different currencies.
How to optimize EA for maximum drawdown from initial capital?
Hello,
Anyone knows how can I optimize my EA for that?
I want to optimize for maximal absolute drawdown from initial capital.
I don't see such option to choose in MT4 Strategy Tester / Optimizer.
Thanks,
Dom
Hello,
Anyone knows how can I optimize my EA for that?
I want to optimize for maximal absolute drawdown from initial capital.
I don't see such option to choose in MT4 Strategy Tester / Optimizer.
Thanks,
DomInteresting idea, most people optimize for minimum drawdown, you wish to optimize for maximum drawdown ?! Why ?
MT4 Backtesting - How to use your own FXT files (NOT MT4 generated data)
OK, so you may have some tick data in FXT files that you’d like to use for backtesting, but each time you start the test, the files are overwritten.
Here’s a quick workaround. Place the FXT files in your tester/history folder, and rename them all with “x” in the front.
Then add this simple code to your EA before start() function..
(Go here for the free piece of code: MT4 Backtesting – How to use your own FXT files (NOT MT4 generated data) )
What is does is after the MT4 generates the new FXT file, it copies your file over the MT4 generated file, and then it will proceed with the testing using your data.
Cheers.
Testing Results
It is actually about testing any set of trading parameters, not only for EAs, I think.
So, I have an EA and a set of settings for currencies of my choice. Now I checked it for robustness by changing all variables up and down. The results loosely remind the Bell curve.
When I am changing variables +/- 5% I am getting OK results. When I am changing variables +/- 10% I am getting worse, but still mostly positive results. When I am changing variables +/- 20% the system mostly loosing.
An example would be if I have a 'default' MA 100, I was changing it 5% - 95 and 105, 10% - 90 and 110, and 20% - 80 and 120.
Are my results good or bad? What do they say about the robustness of my system? What's your numbers?
Optimization backtesting issue
Hello
I am trying to find some answers into some issue i am having while doing optimizations on an EA i have.
The main problem is i feel like i am doing optimization of the optimization. Meaning: For example with a simple crossover EA when i choose the optimization data to test up to 500 pips stop loss it gives me the results and i find something that really suits me well, then if i do another test with optimization stop loss at 800 pips it of course gives me different results but the good result from the last test where i inputed 500 as my stop loss dosent appear in the new test where i used 800 pip stop loss as my input, is this clear? so i have to change the stop loss step by step, 100, 200, 300 in the optimization settings to check each one, i would have thought if i put just 1000 stop loss it would have given me for every step the best of the best...
Anybody know about this issue? could it be due to my specific EA perhaps?
Thanks
Set RANGE of TP for Optimization Tests
Hello
I am trying to find some answers into some issue i am having while doing optimizations on an EA i have.
The main problem is i feel like i am doing optimization of the optimization. Meaning: For example with a simple crossover EA when i choose the optimization data to test up to 500 pips stop loss it gives me the results and i find something that really suits me well, then if i do another test with optimization stop loss at 800 pips it of course gives me different results but the good result from the last test where i inputed 500 as my stop loss dosent appear in the new test where i used 800 pip stop loss as my input, is this clear? so i have to change the stop loss step by step, 100, 200, 300 in the optimization settings to check each one, i would have thought if i put just 1000 stop loss it would have given me for every step the best of the best...
Anybody know about this issue? could it be due to my specific EA perhaps?
ThanksHi Ynachum,
You can set a RANGE of TP for your optimization tests that will include your TP 500 and TP 800 in the same test.
Just set the start and finish TP range...and add the Step in between.
The example attached shows the TP set to start testing at 100 TP and ending at 800 TP.
The Step is set for 100...so it will start testing with 100 TP, then 200 TP, then 300 TP, etc...
One key to optimization testing is to only test a few parameters at at time to keep the tests short and fast.
Too many parameters takes all day to test.
Hope this helps you.
Good luck.
Robert