Is there a way to get a working strategy tester?

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Laughton 2015.02.06 10:36
 

Hello,

 

 Try as I might, I can't get the strategy tester on MQL 4 or 5 to consistently operate over the specified date range. I've even tried clean re-installs of each multiple times. Sometimes it works, though usually it stops out only a fraction of the way into the test.

 

For example: I can run a one-day test on a given Monday, and it works fine. Then I do the same on the second and third days, respectively, and it works fine. Then I try to run a test over all three days, and it stops out during the first day. This erratic behavior is replicated on a wide variety of different timeframe combinations, and it's not a matter of not having the data.

 

My question is if there is any add-on or hack that makes this work, or if there is any alternative software with a working method to test EAs.

 

Thanks to all in advance. 

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49
gadget 2015.02.06 10:56 #
 

Laughton, you are not working with the most reliable trading platform. I started to test experts on historic data through the strategy tester but the benefit prove to be limited. I really prefer to do long and careful testing on live prices and multiple charts because I test a system, not one chart.

What I would check is whether the strategy tester has loaded all the historic data. It is supposed to do it once to retain it as cached data I believe. Once you have checked that, the tester shouldn't stop? There is load bar in the module but I remember it wasn't very reliable.

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angevoyageur 2015.02.06 12:35 #
 
Laughton:

Hello,

 

 Try as I might, I can't get the strategy tester on MQL 4 or 5 to consistently operate over the specified date range. I've even tried clean re-installs of each multiple times. Sometimes it works, though usually it stops out only a fraction of the way into the test.

 

For example: I can run a one-day test on a given Monday, and it works fine. Then I do the same on the second and third days, respectively, and it works fine. Then I try to run a test over all three days, and it stops out during the first day. This erratic behavior is replicated on a wide variety of different timeframe combinations, and it's not a matter of not having the data.

 

My question is if there is any add-on or hack that makes this work, or if there is any alternative software with a working method to test EAs.

 

Thanks to all in advance. 

In my opinion it's a problem with your backtest settings (which spread are you using ?), or a problem with your code.

The MT4 strategy tester is certainly not reliable about trading results, but it's highly reliable to test code (from my experience).

You can also try the debugger (see help file) when the market is open.

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2
Laughton 2015.02.07 22:00 #
 

So the spread affects the time the tester shuts off, despite the date range set? 

 It's been highly unreliable in my experience. Does anyone know of any alternatives? Thanks. 

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2017
gooly 2015.02.07 22:33 #
 
google for Birt's Earview (no joke!)
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WHRoeder 2015.02.08 02:42 #
 
Laughton:

So the spread affects the time the tester shuts off, despite the date range set? 

 It's been highly unreliable in my experience. Does anyone know of any alternatives? Thanks. 

The spread is constant. It is the current spread for the pair (your broker,) at the moment you start the test. 

If you start the test on the weekend, the current spread is likely to be very large.

Always specify

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