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Backtesting Anomalies

  • Post #1
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  • First Post: Jan 8, 2014 6:52pm Jan 8, 2014 6:52pm
  •  max pips
  • | Joined Mar 2008 | Status: using the Force | 445 Posts
Hi all
I've been doing some backtesting of an EA and found that each test run on the same data is giving different results. Sometimes wildly different. Obviously the results should be the same since the data is the same. It's not the EA though as I have done the same test with the 'Moving Average' EA provided with MT4 and I get the same varying results.

Why is this and is there a solution?


thanks

max
Gravity goes both ways in forex...
  • Post #2
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  • Jan 8, 2014 7:14pm Jan 8, 2014 7:14pm
  •  FerruFx
  • Joined May 2007 | Status: MT4/MT5 EAs/Indicators/Alerts coder | 6,795 Posts
Quoting max pips
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Hi all I've been doing some backtesting of an EA and found that each test run on the same data is giving different results. Sometimes wildly different. Obviously the results should be the same since the data is the same. It's not the EA though as I have done the same test with the 'Moving Average' EA provided with MT4 and I get the same varying results. Why is this and is there a solution? thanks max
Ignored
Maybe the test is using "current" as spread setting so it may vary during your backtest.

Try to use a fixed one and see if it solves your issue.
MT4/MT5 EAs/Indicators/Alerts coder
  • Post #3
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  • Last Post: Jan 8, 2014 9:05pm Jan 8, 2014 9:05pm
  •  max pips
  • | Joined Mar 2008 | Status: using the Force | 445 Posts
I have fixed the spread and I have also tried working on it offline in case any current moves were affecting performance but it is no different. Every time I optimise I get different results.
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