About backtesting che forward testing

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Hi

Sorry for my english.

I’ve a backtesting problem and I really hope someone help me.

The day 01 aug 2014 I Test the EA name divergence in a real environment and I had a result

In September I’ve try a backtest on the same day 01 aug 2014 and I received result completely different

I’ve used dukascopy data everytick mode.

I’ve used the same configuration for the EA for the back and forward test ( the same .set)

Why this difference ?

If are so different which sense has the backtesting ???

Thanks for any help.

Is Really appreciate


 

Got a question . The result is different in profit or in which section ?
Keep on mind that if you were testing on 1st august you didnt have the whole day ,... 24h. Maybe this is the factor that makes your results different

 

Thanks TomasV fou your reply.

Are different in profit, in open price and in closing time.

this is the real test:

OpenTime Type symbol OpenPrice CloseTime ClosePrice Profit EA
2014.08.01 00:00:31 Sell gbpusd 1,68836 2014.08.01 16:52:13 1,68335 37,35 Divergence_00_
2014.08.01 01:00:00 Sell gbpusd 1,6883 2014.08.01 16:52:11 1,68335 36,9 Divergence_00_
2014.08.01 02:00:00 Sell gbpusd 1,68851 2014.08.01 16:52:10 1,68339 38,17 Divergence_00_
2014.08.01 03:00:00 Sell gbpusd 1,68906 2014.08.01 16:52:09 1,68338 42,35 Divergence_00_
2014.08.01 04:00:00 Sell gbpusd 1,6887 2014.08.01 16:52:08 1,68338 39,66 Divergence_00_
2014.08.01 05:00:01 Sell gbpusd 1,68813 2014.08.01 16:52:07 1,68338 35,42 Divergence_00_
2014.08.01 06:00:01 Sell gbpusd 1,6875 2014.08.01 16:52:06 1,68338 30,72 Divergence_00_
2014.08.01 07:00:02 Sell gbpusd 1,68752 2014.08.01 16:52:04 1,68338 30,87 Divergence_00_
2014.08.01 08:00:00 Sell gbpusd 1,68721 2014.08.01 16:52:03 1,68337 28,62 Divergence_00_
2014.08.01 09:00:00 Sell gbpusd 1,68762 2014.08.01 16:52:02 1,68337 31,69 Divergence_00_
2014.08.01 10:00:01 Sell gbpusd 1,68697 2014.08.01 16:52:01 1,68335 26,99 Divergence_00_
2014.08.01 11:00:00 Sell gbpusd 1,68695 2014.08.01 16:52:00 1,68334 26,91 Divergence_00_
2014.08.01 12:00:01 Sell gbpusd 1,6837 2014.08.01 16:51:58 1,68336 2,53 Divergence_00_
2014.08.01 13:00:00 Sell gbpusd 1,68282 2014.08.01 16:51:57 1,68336 -4,03 Divergence_00_
2014.08.01 14:00:00 Sell gbpusd 1,68348 2014.08.01 16:51:56 1,68345 0,22 Divergence_00_
2014.08.01 15:00:00 Sell gbpusd 1,68255 2014.08.01 16:51:55 1,68333 -5,81 Divergence_00_
2014.08.01 16:00:01 Sell gbpusd 1,684 2014.08.01 16:51:54 1,68337 4,7 Divergence_00_


And this is the same day according the back testing

Num Date Type Order Size price S/L T/P Profit Balance
1 2014.08.01 00:00 sell 1 0.10 168.908 0.00000 0.00000 0.00 10000.00
18 2014.08.01 08:30 close 1 0.10 168.522 0.00000 0.00000 38.60 10229.10
2 2014.08.01 01:00 sell 2 0.10 168.874 0.00000 0.00000 0.00 10000.00
17 2014.08.01 08:30 close 2 0.10 168.522 0.00000 0.00000 35.20 10190.50
3 2014.08.01 02:00 sell 3 0.10 168.814 0.00000 0.00000 0.00 10000.00
16 2014.08.01 08:30 close 3 0.10 168.522 0.00000 0.00000 29.20 10155.30
4 2014.08.01 03:00 sell 4 0.10 168.753 0.00000 0.00000 0.00 10000.00
15 2014.08.01 08:30 close 4 0.10 168.522 0.00000 0.00000 23.10 10126.10
5 2014.08.01 04:00 sell 5 0.10 168.752 0.00000 0.00000 0.00 10000.00
14 2014.08.01 08:30 close 5 0.10 168.522 0.00000 0.00000 23.00 10103.00
6 2014.08.01 05:00 sell 6 0.10 168.725 0.00000 0.00000 0.00 10000.00
13 2014.08.01 08:30 close 6 0.10 168.522 0.00000 0.00000 20.30 10080.00
7 2014.08.01 06:00 sell 7 0.10 168.764 0.00000 0.00000 0.00 10000.00
12 2014.08.01 08:30 close 7 0.10 168.522 0.00000 0.00000 24.20 10059.70
8 2014.08.01 07:00 sell 8 0.10 168.699 0.00000 0.00000 0.00 10000.00
11 2014.08.01 08:30 close 8 0.10 168.522 0.00000 0.00000 17.70 10035.50
9 2014.08.01 08:00 sell 9 0.10 168.700 0.00000 0.00000 0.00 10000.00
10 2014.08.01 08:30 close 9 0.10 168.522 0.00000 0.00000 17.80 10017.80
19 2014.08.01 09:00 sell 10 0.10 168.375 0.00000 0.00000 0.00 10229.10
40 2014.08.01 19:42 close 10 0.10 168.254 0.00000 0.00000 12.10 10319.80
20 2014.08.01 10:00 sell 11 0.10 168.285 0.00000 0.00000 0.00 10229.10
39 2014.08.01 19:42 close 11 0.10 168.254 0.00000 0.00000 3.10 10307.70
21 2014.08.01 11:00 sell 12 0.10 168.350 0.00000 0.00000 0.00 10229.10
38 2014.08.01 19:42 close 12 0.10 168.254 0.00000 0.00000 9.60 10304.60
22 2014.08.01 12:00 sell 13 0.10 168.258 0.00000 0.00000 0.00 10229.10
37 2014.08.01 19:42 close 13 0.10 168.254 0.00000 0.00000 0.40 10295.00
23 2014.08.01 13:00 sell 14 0.10 168.407 0.00000 0.00000 0.00 10229.10
36 2014.08.01 19:42 close 14 0.10 168.254 0.00000 0.00000 15.30 10294.60
24 2014.08.01 14:00 sell 15 0.10 168.356 0.00000 0.00000 0.00 10229.10
35 2014.08.01 19:42 close 15 0.10 168.254 0.00000 0.00000 10.20 10279.30
25 2014.08.01 15:00 sell 16 0.10 168.393 0.00000 0.00000 0.00 10229.10
34 2014.08.01 19:42 close 16 0.10 168.254 0.00000 0.00000 13.90 10269.10
26 2014.08.01 16:00 sell 17 0.10 168.303 0.00000 0.00000 0.00 10229.10
33 2014.08.01 19:42 close 17 0.10 168.254 0.00000 0.00000 4.90 10255.20
27 2014.08.01 17:00 sell 18 0.10 168.338 0.00000 0.00000 0.00 10229.10
32 2014.08.01 19:42 close 18 0.10 168.254 0.00000 0.00000 8.40 10250.30
28 2014.08.01 18:00 sell 19 0.10 168.333 0.00000 0.00000 0.00 10229.10
31 2014.08.01 19:42 close 19 0.10 168.254 0.00000 0.00000 7.90 10241.90
29 2014.08.01 19:00 sell 20 0.10 168.303 0.00000 0.00000 0.00 10229.10
30 2014.08.01 19:42 close 20 0.10 168.254 0.00000 0.00000 4.90 10234.00
41 2014.08.01 20:00 sell 21 0.10 168.175 0.00000 0.00000 0.00 10319.80
42 2014.08.01 20:59 close at stop 21 0.10 168.260 0.00000 0.00000 -8.50 10311.30


For example the first trade

Real

2014.08.01 00:00:31 Sell gbpusd 1,68836 2014.08.01 16:52:13 1,68335 37,35 Divergence_00_


BAcktest

1 2014.08.01 00:00 sell 1 0.10 168.908 0.00000 0.00000 0.00 10000.00
18 2014.08.01 08:30 close 1 0.10 168.522 0.00000 0.00000 38.60 10229.10

Is different the open price and, most important, the closing time.

The real was closed at 16:52 and the backtest at 08:30

seems no releation between them

 
mrossi070:

Thanks TomasV fou your reply.

Are different in profit, in open price and in closing time.

...

The real was closed at 16:52 and the backtest at 08:30

seems no releation between them

You are using different data, so of course you got different results.
 

Thanks for your replay.

Any help is really appreciated.

I'm using the dukascopy data.

I'm quite astonish that this data are different from the real data.

Is it possibile that each broker has different data ?

Shoudn't be the data the same for all broker?

Do yu have some alternative to the dukascopy data?


Thanks for your patient and help

Marco

 
Yes. Evey broker data is slightly different but enough to make a difference on the ea opyimization and forward test
 
mrossi070:

Thanks for your replay.

Any help is really appreciated.

I'm using the dukascopy data.

I'm quite astonish that this data are different from the real data.

Is it possibile that each broker has different data ?

Shoudn't be the data the same for all broker?

Do yu have some alternative to the dukascopy data?


Thanks for your patient and help

Marco

To do your backtests, use the same data as you get in "real time" from your broker.

Forex is not a centralized market, so each broker can use the price they want.

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