Please help: Spread - page 2

 
fractalfreak:

Thx Marco...


what do you mean with "By the way you can do a few quick scans over all available bars in history in the OnInit() function to calculate best parameters."?


Thx for explaining...

Marco.....I still dont get it.......if I click on "show chart" on the strategy tester, I can see exactly how the EA trades.....


it enters intrabar as it is supposed to......it exits at the fixed stop as it is supposed to.............it makes profits and losses which are precisely counted by the strategy tester...


if it would not be tick data, would it still enter intrabar?

 
fractalfreak:

Marco.....I still dont get it.......if I click on "show chart" on the strategy tester, I can see exactly how the EA trades.....


it enters intrabar as it is supposed to......it exits at the fixed stop as it is supposed to.............it makes profits and losses which are precisely counted by the strategy tester...


if it would not be tick data, would it still enter intrabar?

If you use a fixed TP level the closest you can get is running a bar opentimes mode because it does not involve the artificial tick generation mechanism.

All frames are made up from M1 one minute frame so one H1 bar is simply composed of 60 M1 bars and a D1 bar is simply composed of 24 H1 bars or 1440 M1 bars.

the best you can get is running the M1 test because then the M1 bars is the closest you can get, the M1 bars will be like 60 ticks on a H1 bar that is the highest true price resolution you can get to.

You can loop a formula over all available history bars in OnInit() function that is what it is for to initialize the robot so you calculate a lot of things there all the things you robot has to know before continuing to the OnTick() or OnTimer() function.

What i am trying to say you can build a mini back test into the OnInit() function that will update itself whenever you reload the robot or even while it is running there is no need for endless backtesting.

For example you can count how many MA crossovers happen with X and X settings then you also calculate how many pips it yielded and if you run 100 tests you can get to the best settings in a few micro seconds where you would normally have to run 100 separate back test runs which can be very time consuming.

The other advantage is that your robot will update the parameters when something changes the values will also change so it will always be up to date.

 

So,


I imported the FXDD 1-minute data.....the EA trades as it is supposed to...


does the strategy tester use tick data or the bloody genetic algo?


Thx

 
by the way......thx Marco........you seem to be one of the few who understands all these details....
 

if the algo is active and MT4 plays these tick games.....


why would these always be in my favor?


thx

 

The ohlc data is valid so unless you are running a trailingstop you should be able to get some results while running M1 test. but still it will inject artificial generated ticks in between ohlc and this diffuses the gained results up to a point where it can not be used as a way to calculate eventual performance when put on a live marketfeed.

I know there are some programs that inject real tick data but i tried it once and did not get it to work properly and discarded the back tester completely.

The only few times i use it is to test new logic to see if it does not get stuck into orderloops or to see if there are any errors generated by the code so never to get to any future profitability indication.

In fact i have some robots that fail miserably (most of them) on the back tester, but these robots perform excellent when put on a live feed.

The reverse is also true robots with insane results on the backtester, that fail when put on a live feed.

 
fractalfreak:

if the algo is active and MT4 plays these tick games.....


why would these always be in my favor?


thx

This is a good question and i don't think it's a good idea to discuss it but if you use your imagination i think you can certainly figure out why good results can be beneficial...