A better way to do the optimation back testing?
All (not yet) about Strategy Tester, Optimization and Cloud
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Testing trading strategies on real ticks and the explanation is on this post.
All (not yet) about Strategy Tester, Optimization and Cloud
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Testing trading strategies on real ticks and the explanation is on this post.
Thanks.
But I use the MT4, not MT5. The links you recommend seem for MT5?
Thanks.
But I use the MT4, not MT5. The links you recommend seem for MT5?
Yes, it is MT5.
Besides, if you are trying to optimize/backtest EA to be very close to reality so it is backtesting with every ticks.
Just my opinion.
Yes, it is MT5.
Besides, if you are trying to optimize/backtest EA to be very close to reality so it is backtesting with every ticks.
Just my opinion.
With every ticks? This will take days or even weeks?
With every ticks? This will take days or even weeks?
It depends on what you want:
- if you want to show/to see the backtesting results which will be close to reality so it is every tick backtesting;
- if you want to show the backtesting results to the people which will be fully identical to what they will trade - you will use MT5 backtesting with "every tick based on real ticks".
It depends on what you want:
- if you want to show/to see the backtesting results which will be close to reality so it is every tick backtesting;
- if you want to show the backtesting results to the people which will be fully identical to what they will trade - you will use MT5 backtesting with "every tick based on real ticks".
My broker doesn't support MT5. So I ahve to use the MT4. If I use thw "Every ticks...", this will take days or even weeks for optimation? Assumed I backtest for 3 years and in 15M timeframe and have 3 params to be optimated.
My broker doesn't support MT5. So I ahve to use the MT4. If I use thw "Every ticks...", this will take days or even weeks for optimation? Assumed I backtest for 3 years and in 15M timeframe and have 3 params to be optimated.
Some coders are converting their EAs to MT5 just to test/optimize/find good settings with "every tick based on the real ticks".
There are two ways to do:
- you are trading by your EA (on demo or live account) for at least 3 months or longer period of time (depends on your EA and timeframe), or
- you are backtesting your EA (MT5) with "every tick based on the real ticks" which will be the same as you are trading for 1 or 2 years (exact same) with the broker. Besides, you can optimize/backtest your EA with cloud, and it will take the minutes to do.
It was about MT5.
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As to MT4 so ... if you are doing it for yourself only so it is not a probem. But if you will show your results to somewhere so your backtesting results will be nothing with the reality.
It means: I am recommending to optimize/backtest with every tick mode.
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Anyway - up to you. I just explained my opinion.
Some coders are converting their EAs to MT5 just to test/optimize/find good settings with "every tick based on the real ticks".
There are two ways to do:
- you are trading by your EA (on demo or live account) for at least 3 months or longer period of time (depends on your EA and timeframe), or
- you are backtesting your EA (MT5) with "every tick based on the real ticks" which will be the same as you are trading for 1 or 2 years (exact same) with the broker. Besides, you can optimize/backtest your EA with cloud, and it will take the minutes to do.
It was about MT5.
------------------
As to MT4 so ... if you are doing it for yourself only so it is not a probem. But if you will show your results to somewhere so your backtesting results will be nothing with the reality.
It means: I am recommending to optimize/backtest with every tick mode.
------------------
Anyway - up to you. I just explained my opinion.
Many thanks!
To the historical datas, normally the historical datas from the broker are only 1-minute datas. If I backtest it with "Every ticks...", maybe it is better to buy from the third provider since they provide real tick datas such as TickStory?
Yes buy it.
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Hi all,
Quite often I will do the optimation backtesting. Since this is quite time costly expecially when you use the model of "Every tick...", I will use the model of "Open price only..". But I find if I use the optimated parameters to do the backtesting with "Every tick.." The result is quite different, much worse.
It seems what I did optimation is useless.
I've also tried to change my code and just trade not by every tick by just by bar open. But this seems doesn't help a lot.
If I change to use the model of "Control points...", it is a little bit better.
Has someone idea?
Thomas