Different result from optimization and single backtest
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Hi,
I wonder if anyone experiencing or knowing the issue that I faced.
I just backtest a strategy and resulting in loss, then I start the optimization with a result like image below,
From that result I kind of skeptic with the 0 trade result. After optimization I tried to do a single backtest for combination of 300 stoploss and 4 times take profit (second row from the image with #44), and this is the result of the single backtest,
from a single backtest it shows that using that combination resulting in a loss which of course the EA opening a trade instead 0 trade from optimization. There's no changing in anything other than the combination of SL and TP.
Does anyone knows why this happened?
What should I check on the log? found no error at all.
Currently backtest (after deleting logs and opt file) using non visual and visual mode. The result when I backtest in non-visual mode will result 0 trade while backtest in visual mode resulting in profit.
This one backtest using non-visual mode,
and here's the one with visual mode.
The confusing part is when I backtest with different set of combination that I never test, when I test on visual mode first and non-visual mode at the second time, the result came out the same.
This is the log from a combination that resulting 0 trades.
EM 0 17:27:42.191 Tester single pass started PQ 0 17:27:42.217 Tester USDCAD: history data begins from 2011.01.03 00:00 HK 0 17:27:42.217 Tester USDCAD: history data begins from 2011.01.03 00:00 HJ 0 17:27:42.217 Core 1 connecting to 127.0.0.1:3000 CK 0 17:27:42.218 Core 1 connected DM 0 17:27:42.224 Core 1 authorized (agent build 4040) FG 0 17:27:42.229 Tester USDCAD,M15 (Eightcap-Demo): testing of Experts\Master\EA Master.ex5 from 2022.01.01 00:00 to 2022.12.31 00:00 KF 0 17:27:42.237 Core 1 common synchronization completed HQ 0 17:27:42.261 Tester quality of analyzed history is 99% MD 0 17:27:47.126 Core 1 1478 bytes of tester parameters loaded FP 0 17:27:47.126 Core 1 23236 bytes of input parameters loaded IJ 0 17:27:47.126 Core 1 8943 Mb available, 111 blocks set for ticks generating KP 0 17:27:47.126 Core 1 initial deposit 500.00 USD, leverage 1:100 LI 0 17:27:47.126 Core 1 successfully initialized CN 0 17:27:47.126 Core 1 1907 bytes of total initialization data received QJ 0 17:27:47.126 Core 1 AMD Ryzen 3 2200G with Radeon Vega, 16312 MB OO 0 17:27:47.126 Core 1 USDCAD: symbol to be synchronized PE 0 17:27:47.126 Core 1 USDCAD: symbol synchronized already, 18 bytes received LH 0 17:27:47.126 Core 1 USDCAD,M15: history cached from 2021.01.04 00:00 DS 0 17:27:47.126 Core 1 USDCAD,M15 (Eightcap-Demo): every tick generating HH 0 17:27:47.126 Core 1 USDCAD,M15: testing of Experts\Master\EA Master.ex5 from 2022.01.01 00:00 to 2022.12.31 00:00 started with inputs: KE 0 17:27:47.126 Core 1 InpTradeSymbols=CURRENT GM 0 17:27:47.126 Core 1 InpTradeTimeframe=0 PK 0 17:27:47.126 Core 1 InpBarProcessingMethod=2 FN 0 17:27:47.126 Core 1 InpTradeDirection=0 FS 0 17:27:47.126 Core 1 InpSettingsFile= IF 0 17:27:47.126 Core 1 InpTradeAllowed=true NQ 0 17:27:47.126 Core 1 = GQ 0 17:27:47.126 Core 1 InpStdDevDesc=***** Standard Deviation Indicator ***** ER 0 17:27:47.126 Core 1 InpStdDevSmoothingPeriod=12 MO 0 17:27:47.126 Core 1 InpStdDevSmoothingMethod=1 DJ 0 17:27:47.126 Core 1 InpStdDevAppliedPrice=1 MO 0 17:27:47.126 Core 1 InpStdDevMaxTrendLevel=100 GD 0 17:27:47.126 Core 1 InpStdDevMiddleTrendLevel=40 KP 0 17:27:47.126 Core 1 InpStdDevFlatLevel=10 JG 0 17:27:47.126 Core 1 InpTrendLevel=0 CF 0 17:27:47.126 Core 1 InpZeroLagRVIDesc=***** Zero Lag RVI Indicator ***** PE 0 17:27:47.126 Core 1 InpRviSmoothing=15 JK 0 17:27:47.126 Core 1 InpFactor1=0.05 LP 0 17:27:47.126 Core 1 InpRVIPeriod1=8 CG 0 17:27:47.126 Core 1 InpFactor2=0.1 FF 0 17:27:47.126 Core 1 InpRVIPeriod2=21 JQ 0 17:27:47.126 Core 1 InpFactor3=0.16 GI 0 17:27:47.126 Core 1 InpRVIPeriod3=34 HJ 0 17:27:47.126 Core 1 InpFactor4=0.26 EL 0 17:27:47.126 Core 1 InpRVIPeriod4=55 HG 0 17:27:47.126 Core 1 InpFactor5=0.43 CG 0 17:27:47.126 Core 1 InpRVIPeriod5=89 QL 0 17:27:47.126 Core 1 ATRIndDesc=***** ATR Indicator ***** RF 0 17:27:47.126 Core 1 InpATRPeriod=14 JS 0 17:27:47.126 Core 1 = JP 0 17:27:47.126 Core 1 GroupDesc2====== TRADE SETTING ===== NH 0 17:27:47.126 Core 1 SectionDesc2=***** Volume or Lot setting ***** RF 0 17:27:47.126 Core 1 InpVolumeMode=0 NK 0 17:27:47.126 Core 1 InpVolume=0.01 PN 0 17:27:47.126 Core 1 SectionDesc3=***** TP/SL/Trail Stop setting ***** JK 0 17:27:47.126 Core 1 InpStoplossMethod=1 IN 0 17:27:47.126 Core 1 InpSLCoef=400 IE 0 17:27:47.126 Core 1 InpTakeProfitMethod=2 NK 0 17:27:47.126 Core 1 InpTPCoef=4.0 FO 0 17:27:47.126 Core 1 InpOtherCloseMethod=0 RG 0 17:27:47.126 Core 1 InpOtherCloseCoef=0 PR 0 17:27:47.126 Core 1 SectionDesc4=***** other general setting ***** CG 0 17:27:47.126 Core 1 InpSlippage=10 LE 0 17:27:47.126 Core 1 InpMaxSpread=20 HL 0 17:27:47.126 Core 1 InpMagicNumber=1 HD 0 17:27:47.126 Core 1 2022.01.01 00:00:00 EA will process USDCAD only IO 0 17:27:47.126 Core 1 2022.01.01 00:00:00 Handle for Std Dev Indicator / USDCAD / PERIOD_CURRENT successfully created RO 0 17:27:47.126 Core 1 2022.01.01 00:00:00 Handle for Zero Lag RVI Indicator / USDCAD / PERIOD_CURRENT successfully created FP 0 17:27:47.126 Core 1 2022.01.01 00:00:00 Handle for ATR Indicator / USDCAD / PERIOD_CURRENT successfully created JO 0 17:27:47.126 Core 1 2022.01.01 00:00:00 All arrays sized to accomodate 1 symbols FE 0 17:27:47.126 Core 1 2022.01.01 00:00:00 EA USING ONLY_PROCESS_TICKS_FROM_NEW_TRADE_TF_BAR PROCESSING METHOD AND INDICATORS WILL USE BAR 1 PK 0 17:27:47.126 Core 1 final balance 500.00 USD FP 0 17:27:47.126 Core 1 USDCAD,M15: 21501486 ticks, 24851 bars generated. Test passed in 0:00:04.887. ER 0 17:27:47.126 Core 1 754 Mb memory used including 3 Mb of history data, 448 Mb of tick data HI 0 17:27:47.126 Core 1 log file "C:\Users\ezral\AppData\Roaming\MetaQuotes\Tester\BD3E608861B7C23BB6C3F206D58D0B48\Agent-127.0.0.1-3000\logs\20231117.log" written JR 0 17:27:47.136 Core 1 connection closed
There isn't any error message and it just runs like normally would but without opening any trades.
And this is log of optimization backtest. Again no warning or error but all the result is 0 trade.
Update:
Something new that I notice. When running single test from optimization tab for a profitable trade, it return 0 trade even though on optimization it result in profit.
Thanks @fxsaber for your suggestion, but sadly it's not solving my problem.
I just check my code with print statement and found the problem lies in position ticket. I have a line of code to return if there is already an open position. When I check the position number it's written with ticket #1362, the problem is there is no open trade at all.
Update: I already found the problem. I never initialize OpenPositionTicket variable at OnInit and I don't know why that the EA at some optimization combination fill the variable with number 1362, but everything is correct when I Initialize it. Thanks everyone for your help.
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Hi,
I wonder if anyone experiencing or knowing the issue that I faced.
I just backtest a strategy and resulting in loss, then I start the optimization with a result like image below,
From that result I kind of skeptic with the 0 trade result. After optimization I tried to do a single backtest for combination of 300 stoploss and 4 times take profit (second row from the image with #44), and this is the result of the single backtest,
from a single backtest it shows that using that combination resulting in a loss which of course the EA opening a trade instead 0 trade from optimization. There's no changing in anything other than the combination of SL and TP.
Does anyone knows why this happened?