MT4 - What is the best solution for back testing?

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I need to back test my EA since 2015 year to year.

This is what I am doing now:

  • I hired a VPS and run an optimization backtesting on MT4 strategy tester tool for one year.
  • I import results to an Excel and order/filter the best of them.
  • Then, I run a backtest on MT4 strategy tester tool for each year manually.

What are my challenges:

  • This solution takes time
  • More important, the data history spread is somewhere between 7 and 15 pips. Whereas, I need it to be around 2 pips.


Does anyone know a cloud based tool to help backtesting with an ex4 EA?

And, does anyone know how to import a data history with lower spread?

Thank you in advance

 
Mojtaba Golshan: I need to back test my EA since 2015 year to year. This is what I am doing now:

  • I hired a VPS and run an optimization backtesting on MT4 strategy tester tool for one year.
  • I import results to an Excel and order/filter the best of them.
  • Then, I run a backtest on MT4 strategy tester tool for each year manually.

What are my challenges:

  • This solution takes time
  • More important, the data history spread is somewhere between 7 and 15 pips. Whereas, I need it to be around 2 pips.

Does anyone know a cloud based tool to help backtesting with an ex4 EA?

And, does anyone know how to import a data history with lower spread?

Please remember that all MT4 / MQL4 related issues should be posted in the MQL4 and MetaTrader 4 section (located at the end of the forum). A moderator will move this thread for you in due time.

Yes, back-testing and optimisation takes time and there is no way around it. To speed it up, you need to write the most efficient code possible as well as code special considerations for when optimising so as to quickly end test passes during invalid or useless input parameter combinations.

There is no cloud based testing for MT4. It is only available for MT5, but it runs at a cost. It is not free. You can however manually split your optimisations between various machines and combine the results at the end.

To import tick data history, you can use 3rd party tools like TickStory or Birt's Tick Data Suite. The latter tool also allows testing with variable/floating spread. Both tools however cost money and are not free.

Back-testing in MT4 uses a fixed spread which you can set manually in the Strategy Tester "Spread" field. If you leave it as "Current" it will just use the current value as a fixed spread during the test (it is not variable/floating). So if you want to use a spread of 2 pips, then set it accordingly. Please note the "Spread" field is in "points" and not "pips".


 
Fernando Carreiro #:

Please remember that all MT4 / MQL4 related issues should be posted in the MQL4 and MetaTrader 4 section (located at the end of the forum). A moderator will move this thread for you in due time.

Yes, back-testing and optimisation takes time and there is no way around it. To speed it up, you need to write the most efficient code possible as well as code special considerations for when optimising so as to quickly end test passes during invalid or useless input parameter combinations.

There is no cloud based testing for MT4. It is only available for MT5, but it runs at a cost. It is not free. You can however manually split your optimisations between various machines and combine the results at the end.

To import tick data history, you can use 3rd party tools like TickStory or Birt's Tick Data Suite. The latter tool also allows testing with variable/floating spread. Both tools however cost money and are not free.

Back-testing in MT4 uses a fixed spread which you can set manually in the Strategy Tester "Spread" field. If you leave it as "Current" it will just use the current value as a fixed spread during the test (it is not variable/floating). So if you want to use a spread of 2 pips, then set it accordingly. Please note the "Spread" field is in "points" and not "pips".


Thank you so much Fernando,

You answered all my questions perfectly.

I have no problem with paying for the services/tools. As long as they are what I need :) 

And, sorry if I posted my question in a wrong place.

 
Mojtaba Golshan #: Thank you so much Fernando, You answered all my questions perfectly. I have no problem with paying for the services/tools. As long as they are what I need :)  And, sorry if I posted my question in a wrong place.
You are welcome!
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