Tester: Strategy Tester: Modes of Modeling during Testing

 

New article Strategy Tester: Modes of Modeling during Testing has been published:

Many programs of technical analysis allow to test trading strategies on history data. In the most cases, the testing is conducted on already completed data without any attempts to model the trends within a price bar. It was made quickly, but not precisely

Author: MetaQuotes Software Corp.

 
Why does the OPEN PRICE ONLY setting, generates orders at time =0 and at time =21:00?
 

Once there's no smaller time frames then 1 minute, does the Every Tick method generates prices within an 1 minute bar at a 1 min time frame?

 
jmiranda:

Once there's no smaller time frames then 1 minute, does the Every Tick method generates prices within an 1 minute bar at a 1 min time frame?

Yes.
 
Paldamo:
Why does the OPEN PRICE ONLY setting, generates orders at time =0 and at time =21:00?
Sorry, for delay. Anyway you should investigate your EA logic.
 

dear all,

I tested my EA and my modeling quality is 90% (start from 1st february 2008 till 14th july 2008).

with use trade: "everytick...."

but when I extended the period of testing (older than january 2008),

the modeling quality shown "N/A".

Could anyone explain to me how the MetaTrader calculate the Modeling Quality so the result of modeling quality could change dramatically like the data I shown above??

Many thanks for your help.

Rgds,

Michael

 

Hi,

Since most of the articles regarding testing of trading algos are old I wonder if there is any updates. Particularly I'm interested in finding out if I can download the sample of rearranged (bootstrapped) forex rates to MetaTrader 4 and apply testing on those samples?

Thanks 

 
I think that this subject needs a more clear explanation ... some parts of the article can not be understood easily.