New Biggest Problem - page 2

 
marynarz15:

I think there are two main issues in tester.

1. No historical spread. Effect - equity like yours, because you are testing past with present spread.

2. Expected payoff value. If you have many trades you can calculate expected payoff from trade in pips. If expected profit is about 1-2 pips then this test is worthless. Any change in data feed from broker or dealing desk will kill your ea right away. Of course point 1) applies too.

There was 45 pip TP and 90 pip SL.

 
ggekko wrote >>

There was 45 pip TP and 90 pip SL.

Interesting. Would you be so kind and write what was Expected payoff and average profit and loss trade?

 
marynarz15:

Interesting. Would you be so kind and write what was Expected payoff and average profit and loss trade?

Expected payoff 118.01.

Profit factor 2.1

 

Thanks. These are very good parameters. Looks like your testing issues do not correspond to my notes.

Maybe you have a holy grail ;)

Anyway if you can post some trades we can go into some analysis...

 
marynarz15:

I've just realized why we are getting those errors. Not every tick is registered by client terminal and this changes the bars values. So when backtester is comparing sum of volumes from lower timeframes we have errors. It simply doesn't match, because higher timeframes are refreshed with broker volumes and lower often don't. Obviously broker volumes are perfect and much bigger then those in terminal. I think this can even produce incorrect Highs and Lows...

Hope this helps.

You may just need to download updated chandle sticks. I was getting the same error and until I downloaded the entire history again for the 1hr. After that I ran the test and got no error.


-Ron

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