Phoenix 2007 (new thread) - page 111
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error
has anybody the same thing happening - can anybody explain ?
I am getting error #130 - which is an invalid stop error...
PLEASE DISREGARD THIS POST.... IT HAS BEEN ANSWERED IN THE DEVELOPMENT THREAD.... THANKS FOR THE BUG-FIX !!!
AZBOfin
has anybody the same thing happening - can anybody explain ?
I am getting error #130 - which is an invalid stop error...
PLEASE DISREGARD THIS POST.... IT HAS BEEN ANSWERED IN THE DEVELOPMENT THREAD.... THANKS FOR THE BUG-FIX !!!
AZBOfinAlso in
https://www.mql5.com/en/forum/175561
post 29
I do not know we have so many green people in Phoenix? No I am not vegan....
You might be surprised to know that the consumption of meat is the single largest impact on our environment. Overfarming of land, destruction of the rainforests, water pollution, are most effected by the production of meat.
I eat organic when I can, but as a very brittle diabetic I can't go vegetarian. All vegetarian sources of protein are not recommended for me due to overlapping health issues. Chicken is recommended though, so I eat a lot of it. My health based interests are traditional chinese medicine, ayurveda, telomerase, Aquarius water, work by Dr Robert Becker, and living a sustainable lifestyle.
I know several vegan diabetics and they have no problems. Doctors are not nutritionists and rarely have any idea of what a vegan diet entails. Proteins are simply amino acids and all amino acids can be consumed in a plant based diet. I would recommend talking with a vegan doctor.
I used MACD-Sample EA to backtest 3 brokers on same USDCHF. Bokers are FXDD, IBFX, NF.
1. Downloaded latest History Data from Alpari History Data Center. http://www.alpari-idc.com/en/dc/databank.html
2. used Period_Converter script to convert M1 data to remaining timeframes for each Broker.
3. Date Range: 2006.05.17 - 2006.11.24.
4. H1 timeframe & Deposit $3,000.
5. Settings for Backtest
TakeProfit=100
Lots=0.1
TrailingStop=60
MACDOpenLevel=4
MACDCloseLevel=4
MATrendPeriod=25
6. Results.
FXDD Results
Profit- $973.18, MD 4.79%, Profit Trades 28, Loss Trades 5.
FXDD Chart
IBFX Results
Profit- $601.44, MD 8.44%, Profit Trades 25, Loss Trades 6.
IBFX Chart
FN Results
Profit- $937.72, MD 4.76%, Profit Trades 28, Loss Trades 5.
FN Chart
Summary:
FXDD and FN results are virtually the same. IBFX results were off (down) by over 30%. I don't know which Broker's backtest reuslts are closer to forward or live results, but these results should make a concern on which Broker is used when using the MT4 Strategy Tester in EA development and confrimation. Side by Side Demo and LIve results are needed to clarify which Broker's backtest results.
WackenaHi Wack
Post your post here
https://www.mql5.com/en/forum/175560
Thanks
Maybe an alternative to improve backtest results. I don't know if this is valid, but it caught my attention on mql forum. http://forum.mql4.com/4965
I think the PeriodGen is a script. I put it in the script folder and attached it to M1 offline chart and not sure anything happened. I believe using the the Period_Converter script will also synchronize all timeframes OK.
I will try to hardcode timeframe in a few EAs and then backtest on M1 Strategy Tester.
irusoh1 2006.11.25 02:31
For most possible accurate results in backtester:
1. use alpari data only (MT history gives weird results with sensitive EAs)
2. synchronize all timeframes (I wrote a little script to do that) and put them into history folder
3. hardcode your timeframe in tester (i.e. use iTime, iHigh, etc. use explicit PERIOD_?? instead of 0 or Period() function)
and run your EA on 1 minute frame only)
4. Run your EA on demo for a week or two then compare results with tester for the same period.
Then maybe you will get closer to real life. That is my bitter experience with backtesting.
Attached files:
periodgen.mq4 (7.83 KB)
Maybe something, maybe not.
Wackena
Maybe an alternative to improve backtest results. I don't know if this is valid, but it caught my attention on mql forum. http://forum.mql4.com/4965
I think the PeriodGen is a script. I put it in the script folder and attached it to M1 offline chart and not sure anything happened. I believe using the the Period_Converter script will also synchronize all timeframes OK.
I will try to hardcode timeframe in a few EAs and then backtest on M1 Strategy Tester.
irusoh1 2006.11.25 02:31
For most possible accurate results in backtester:
1. use alpari data only (MT history gives weird results with sensitive EAs)
2. synchronize all timeframes (I wrote a little script to do that) and put them into history folder
3. hardcode your timeframe in tester (i.e. use iTime, iHigh, etc. use explicit PERIOD_?? instead of 0 or Period() function)
and run your EA on 1 minute frame only)
4. Run your EA on demo for a week or two then compare results with tester for the same period.
Then maybe you will get closer to real life. That is my bitter experience with backtesting.
Attached files:
periodgen.mq4 (7.83 KB)
Maybe something, maybe not.
WackenaIt always makes sense to test with the same broker data as you trade on as much as you can I think. There has been discussion adopting a single broker for testing and results. The clear leader right now is FXDD, I haven't heard anything bad about them except some people blaming them for using Daylight Savings Time. If we do choose a broker, we could all use the same data for testing, and I would put the history files on my web server for download. If I get over a terabyte in downloads in one month, I might have to take it down or password protect the page with the password listed in these forums. That honestly offers the most appeal to me at this point. All of my tests using IBFX data have just been... bad. FXDD tests with the same EAs, same currency, same timeframe are much better. I was acutally getting a ton of errors using both the downloaded data and the IBFX data where a BUYSTOP wasn't executing even though it had the same value as a SELL SL. The SL would get hit (in M1 backtest) but the pending order wouldn't execute. Sometimes it was the other way around. I did troubleshooting on this for about a day, doing dozens of tests. Switched data to FXDD, no more errors.
daraknor,
When subscribing to a thread for email of new posts, it includes the current message only, not the original Quote that the message was replying to. Many times, without the original Quote as reference, the emailed message do not make a lot of sense. Do you think the administrators of this forum could include the original Quote in the email notification of new posts? Or do you know to contact an Administrator so I can make this request?
Wackena
I will keep the lack of context by quote in mind when I write replies, just giving a bit of context. My last message was a reply to you that wandered off topic and didn't make much sense in the first place.
Rather than jump through all sorts of hurdles and optimize our settings for Phoenix on regularly updated alpari data we would never trade on, I think the most optimal data would be from the broker we do trade with. It is yet another reason for us to pick a broker and move forward.
I will keep the lack of context by quote in mind when I write replies, just giving a bit of context. My last message was a reply to you that wandered off topic and didn't make much sense in the first place. Rather than jump through all sorts of hurdles and optimize our settings for Phoenix on regularly updated alpari data we would never trade on, I think the most optimal data would be from the broker we do trade with. It is yet another reason for us to pick a broker and move forward.
daraknor,
your responses on this thread are concise to point and are well written. Some of the best that I have read. I wasn't referring only to your last reply to my post about emails. I was referring to the whole forum for not including the original Quote in the emails. I wanted to know how to contact an administrator to request this for the forum, not just this thread.
In regard to tick data feeds.
Demo & Live data feeds from most, if not all, Brokers come from different servers. The Demo feeds are filtered and response times will be slower than Live feeds. IBFX plans to have Live tick data feed for Demo accounts soon. How soon, last week they said a few months. At present, I agree that FXDD has been more consistent, and it is a good idea to Demo and then go Live with same Broker.
As you know, wiith the MT4 build 200, all Strategy Tester data comes from MetaQuote. That is the reason, that now all downloaded data from the History Center on build 200 with all MT4 brokers have data gaps. Hopefully, MetaQuote will correct this problem soon. But right now, the best source of data for backtesting or optimizing in MT4 is from alpari. Unless you purchase live tick data , collect your own live tick data or download live tick data from a few websites and convert it to MT4 format, I'm not aware of any other MT4 formated databank on the internet, other than alpari. The PeriodGen script is just a faster way than using the Period_Converter script to convert alpari M1 data into different timeframes. I got it to work and it is very fast.
Wackena
daraknor,
your responses on this thread are concise to point and are well written. Some of the best that I have read. I wasn't referring only to your last reply to my post about emails. I was referring to the whole forum for not including the original Quote in the emails. I wanted to know how to contact an administrator to request this for the forum, not just this thread.
In regard to tick data feeds.
Demo & Live data feeds from most, if not all, Brokers come from different servers. The Demo feeds are filtered and response times will be slower than Live feeds. IBFX plans to have Live tick data feed for Demo accounts soon. How soon, last week they said a few months. At present, I agree that FXDD has been more consistent, and it is a good idea to Demo and then go Live with same Broker.
As you know, wiith the MT4 build 200, all Strategy Tester data comes from MetaQuote. That is the reason, that now all downloaded data from the History Center on build 200 with all MT4 brokers have data gaps. Hopefully, MetaQuote will correct this problem soon. But right now, the best source of data for backtesting or optimizing in MT4 is from alpari. Unless you purchase live tick data , collect your own live tick data or download live tick data from a few websites and convert it to MT4 format, I'm not aware of any other MT4 formated databank on the internet, other than alpari. The PeriodGen script is just a faster way than using the Period_Converter script to convert alpari M1 data into different timeframes. I got it to work and it is very fast.
WackenaThen why don't you guys go live with Alpari if you are using Alpari data for testing. Any bad experience?