Tester in new build 604 doesn't work correct - page 6

 

I had a few minutes so I changed the criteria to use a very basic iMA() trade criteria.

  • Test Platforms: MT4 build 509, MT4 build 605.
  • Test Period: 1 month (2014/01/01 - 2014/01/31)
  • Chart Symbol: EUR/USD
  • Chart Timeframe: 1 minute
  • Trade Criteria: Buy if 14 EMA is above 21 EMA and vice versa.
  • SL: Fixed, 30 pips.
  • TP: Fixed, 40 pips.

Backtesting on the two platforms again gave identical results.

This time they made a profit :)

MT4 build 509:

509 v2 test1

MT4 build 605:

Code Changes:

509 and 600

600 only

//========================================================================
  void OnTick()
//========================================================================
 {
//----
  static int ticket;
//----
  if(OrderSelect(ticket,SELECT_BY_TICKET))
  {if(OrderMagicNumber() == 777)
   {if(OrderCloseTime()<=0) //------------------- last order is still open
    {return;
  }}}
  if(iMA(NULL,0,14,0,1,4,0)>iMA(NULL,0,21,0,1,4,0))
  {ticket = maketrade(0); //------------------------------------------ buy
  }else
  {if(iMA(NULL,0,14,0,1,4,0)<iMA(NULL,0,21,0,1,4,0))
   {ticket = maketrade(1); //---------------------------------------- sell
  }}
//----
  return;
 }
//========================================================================
  int maketrade(int op)
//========================================================================
 

  while(ticket < 1)
  {ResetLastError(); //-------------------------------------- thanks ydrol 
 

I have found if i try to run backtest mt4 604 its stop before end date,my test is four yers, hourly chart.

509,600 version works well but after 604 update,.................

i have tried to test different pairs, but not work any of them, i have reloaded history data etc...

 

Is there an error in your log? I ran the earlier tests on 509 and 604, and the last tests on 509 and 605.

 

If you asking from me, nothing in logs or errors. or tabs ea or journal.

I don know is there some fixed 76694831 tick events. because this numbed rise every pairs.

I have bars and history 4 miljons. items.

and if i change starting date, same what was the last executed trade date. it runs rest of days.

i use /portable mode and checked also mql4 directories no special in logs.

 

I could not replicate your issue I ran 4yr backtests on 1 minute chart data the tests completed successfully on both platforms (509 and 606) Results were again, identical.

Test EA 509
MetaQuotes-New MT4 Test (Build 509)

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2010.01.04 00:00 - 2013.12.30 23:59 (2010.01.01 - 2013.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test1474417Ticks modelled52486644Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-6922.47Gross profit375167.83Gross loss-382090.29
Profit factor0.98Expected payoff-1.22
Absolute drawdown8336.11Maximal drawdown11335.40 (87.20%)Relative drawdown87.20% (11335.40)
Total trades5670Short positions (won %)2825 (44.04%)Long positions (won %)2845 (43.51%)
Profit trades (% of total)2482 (43.77%)Loss trades (% of total)3188 (56.23%)
Largestprofit trade476.40loss trade-363.60
Averageprofit trade151.16loss trade-119.85
Maximumconsecutive wins (profit in money)9 (555.90)consecutive losses (loss in money)10 (-636.92)
Maximalconsecutive profit (count of wins)2378.98 (8)consecutive loss (count of losses)-2363.40 (7)
Averageconsecutive wins2consecutive losses2

Strategy Tester Report
Test EA 600+
MetaQuotes-New MT4 Test (Build 606)

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2010.01.04 00:00 - 2013.12.30 23:59 (2010.01.01 - 2013.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test1474417Ticks modelled52486644Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00Spread3
Total net profit-6922.47Gross profit375167.83Gross loss-382090.29
Profit factor0.98Expected payoff-1.22
Absolute drawdown8336.11Maximal drawdown11335.40 (87.20%)Relative drawdown87.20% (11335.40)
Total trades5670Short positions (won %)2825 (44.04%)Long positions (won %)2845 (43.51%)
Profit trades (% of total)2482 (43.77%)Loss trades (% of total)3188 (56.23%)
Largestprofit trade476.40loss trade-363.60
Averageprofit trade151.16loss trade-119.85
Maximumconsecutive wins (profit in money)9 (555.90)consecutive losses (loss in money)10 (-636.92)
Maximalconsecutive profit (count of wins)2378.98 (8)consecutive loss (count of losses)-2363.40 (7)
Averageconsecutive wins2consecutive losses2
 
i think we should compare real money runnning EA's backtests. with all type of variables, indicators, functions etc..
 
angevoyageur:
Did you test the speed ? https://www.mql5.com/en/forum/148851/page43#909109
No I didnt, but thats a good point, I should have. I'll add a timer to the code so they both calculate the elapsed time the same way.
 

I can see you are using a new "events", try use old mt4 syntax. for 60* versions.

thanks,regards

 
kekkis:


I have found if i try to run backtest mt4 604 its stop before end date,my test is four yers, hourly chart.

509,600 version works well but after 604 update,.................

i have tried to test different pairs, but not work any of them, i have reloaded history data etc...


What size is your .fxt file ? if it's bigger than 4GB then that is the cause.
 
cbalta:
i think we should compare real money runnning EA's backtests. with all type of variables, indicators, functions etc..


We cannot get our complex, live, real-money EAs back-testing properly (i.e. achieve the same test results with 60x builds that we were getting with 509 and prior). They appear to trade properly (though it's not so easy to tell the detail), but back-testing shows very different results. There are so many different potential problems causing this, it's been impossible so far to work out which ones are the culprits and very difficult to fully eliminate anything from the list.

My post doesn't add any technical value I'm afraid but it does demonstrate that there are still capable people/teams out there struggling away with the new reality.

Reason: