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sharklife
2006.11.24 21:35
I tested several EA with the tester and I got almost incredible results with 90%
quality models.
Example. EA tested results in 1 year it turned 5000$ in around 90000$ EA tested on the real market it turned 5000$ in 3500$ in less than 2 weeks. The comic thing is that the EA tester for that 2 weeks gives out positive results wit this EA and not a -30% performance and for every period tested it never gives out a such big drawdown(maxdrawdon for 1 year was 208$). Even the realtime demo testing wasnt bad. So is it useful to test EAs with a tester so imprecise? I'm working with the live account now, but as I thought it's not safe at present to put any serious money into a MT4 driven account. |
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Kohonen Maps by the Example of ATC 2007 Results SOMs are based on the same principles of self-organization that underlie cerebration. |
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pierfraxxxx
2006.11.24 23:47
Hi I'm italian, sorry for my bad english.
However, only 2 days i'm testing the tester and changing parameters i loss or i win. Only one solution: A historical quotes tick by tick and a perfect tester (programmable in mql4 for exemple) You're a programmer? |
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irusoh1
2006.11.25 02:31
For most possible accurate results in backtester:
1. use alpari data only (MT history gives weird results with sensitive EAs) 2. synchronize all timeframes (I wrote a little script to do that) and put them into history folder 3. hardcode your timeframe in tester (i.e. use iTime, iHigh, etc. use explicit PERIOD_?? instead of 0 or Period() function) and run your EA on 1 minute frame only) 4. Run your EA on demo for a week or two then compare results with tester for the same period. Then maybe you will get closer to real life. That is my bitter experience with backtesting. |
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pierfraxxxx
2006.11.25 13:52
I'm not a programmer.
It possible to make a mql4 program that record all the ticks for a good historical data? It possible to make a perfect tester using mql4 o others? In other words, it's possible to make a tester better than MT strategy tester? thanks |
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irusoh1
2006.11.25 19:06
It's no prolbem. But you need to keep it working for 2 years every trading day for
every currency you want to keep tabs on to collect enough data for good testing.
Here is a simple EA that collects ticks. There is also something called FXT collector on this site that collects them and puts them right into a test file. |
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wackena
2006.11.28 19:35
irusoh1 wrote: Is PeriodGen a script that is attached to M1 Chart (off line) to synchronize all
timeframes for that currency pair? Does PeriodGen auto put timeframe .hst files
in History folder? Does it replace the time consuming Period_Converter script?
For most possible accurate results in backtester: 1. use alpari data only (MT history gives weird results with sensitive EAs) 2. synchronize all timeframes (I wrote a little script to do that) and put them into history folder 3. hardcode your timeframe in tester (i.e. use iTime, iHigh, etc. use explicit PERIOD_?? instead of 0 or Period() function) and run your EA on 1 minute frame only) 4. Run your EA on demo for a week or two then compare results with tester for the same period. Then maybe you will get closer to real life. That is my bitter experience with backtesting. To compare backtest to demo, do we use M1 for both? Thank you very much for this idea. Wackena |
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irusoh1
2006.11.28 22:37
To make things simple here is the sequence: |
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wackena
2006.11.29 02:00
irusoh1 wrote: Thank you very much. It worked like a charm. Also, it was very fast as you said.
To make things simple here is the sequence: Wackena |
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Zap
2006.11.29 03:06
I've been able to make around 95% same results using a sensitive, short time EA,
when compared my demo account and my special 99,7% accurate backtester.
I started a demo account one and a half months ago, only to test my backtester. For this period, -I had exactly 80 trades both on demo and backtest. -Largest drawdown was exactly the same both on demo and backtest. -Actual trades were near regarding opening/closing times (with 0-2 minutes of difference, well backtester doesn't care about time needed for real trades/server outages) -Actual Profits/Losses (takeprofit,stoploss) were almost the same: a little bit better on the demo than on the backtest (It could have been the other way too, though). This was due to different tick data for the different brokers (I got the historical tick data from a different broker, than I ran the demo with), and requotes/slower response of the realtime demo account, which isn't simulated on a backtest. Although not getting the very-cent-same results, this accuracy was more than enough to see the actual behaviour of the EA. That is, I could see the very same patterns on the two balance graphs. So I can say: yes, an accurate backtester is possible! I can be reached at forexzap<AT>gmail<DOT>com if anyone would like to hear more about it. |
