Optimisation - Is it a fallacy? - page 2
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I hate to burst your bubble but I did a bit more checking with your Expert and I'm afraid I found the same problem with the other data sets I've got as I did with the FXDD set. Both the FXDD and Alpari data sets are real data sets whereas the MetaQuotes and Forexdata.Biz (see below) are both indicative. Below are the results from the EURUSD data set I've got from ForexData.Biz (which is also indicative like the MetaQuotes data - starts from 2000.1.1):
And the results from the EURUSD data set I've got from Alpari (starts from 2004.6.1):
I've had this problem in the past as well - Expert works great on one data set and bombs on other ones. I suppose this happens because each broker's data set is unique to that broker as each broker matches trades internally, before matching a trade with it's partner bank - i.e. they're essentially "making the market" internally. I've found in the past that you can see these quote variations the best if you compare data from say FXDD with that of Saxobank, although most quotes from different brokers will differ by 2-3 pips.
Hang on a minute.... Just wondering - did you use ALL of the EURUSD-H1 MetaQuote data to optimise your Expert? i.e. did you leave any of that data out for forward testing? Because if you used all the data, then you'll probably find that you'll have the same problems as I'm continually experiencing! I've got dozens of Experts that produce fantastic profits over the (7 year) data set I used to do the optimisation but when I then try that optimised Expert out on data (from the same currency pair) outside of the data set used for optimisation (i.e. forward testing), it doesn't make any money.
This is exactly the reason I started this thread!