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Issue with EA

  • #1
  • First Post: Jul 29, 2017 4:33pm Jul 29, 2017 4:33pm
i've been testing this EA on backtest mt4, it will be profitable for x amount of time then all of a sudden, every trade will be negative, when i check the results, the type is "close at stop", what does that mean?

the curve will be climbing then just drops down like a falling knife.

any explanations?
  • #2
  • Jul 29, 2017 5:19pm Jul 29, 2017 5:19pm
it's about leverage
  • #3
  • Jul 29, 2017 7:02pm Jul 29, 2017 7:02pm
Quoting shay14
i've been testing this EA on backtest mt4, it will be profitable for x amount of time then all of a sudden, every trade will be negative, when i check the results, the type is "close at stop", what does that mean? the curve will be climbing then just drops down like a falling knife. any explanations?
At the end of a backtest, all orders are closed regardless their P/L ... That's what you are experiencing with the "close at stop". That's not related to the EA itself.
MT4/MT5 EAs/Indicators/Alerts coder
  • #4
  • Jul 29, 2017 7:22pm Jul 29, 2017 7:22pm
Quoting FerruFx
{quote} At the end of a backtest, all orders are closed regardless their P/L ... That's what you are experiencing with the "close at stop". That's not related to the EA itself.
this makes sense

so this is "normal" in backtest ?
Attached Image (click to enlarge)
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  • #5
  • Jul 29, 2017 7:26pm Jul 29, 2017 7:26pm
Quoting shay14
{quote} this makes sense so this is "normal" in backtest ? {image}
Yes all "close at stop" at the end of a backtest is normal. Of course only seen if there are opened orders when backtest is finished.

In the case the current P/L at stop is positive, you will see an increasing curve instead of the down one shown in your example.
MT4/MT5 EAs/Indicators/Alerts coder
  • #6
  • Jul 31, 2017 3:27am Jul 31, 2017 3:27am
Quoting FerruFx
{quote} Yes all "close at stop" at the end of a backtest is normal. Of course only seen if there are opened orders when backtest is finished. In the case the current P/L at stop is positive, you will see an increasing curve instead of the down one shown in your example.
no

"close at stop" means that there was a crash and it had to stop prematurely. At the end of a normal BT, there is nothing
  • #7
  • Jul 31, 2017 5:28am Jul 31, 2017 5:28am
Quoting ionone
{quote} no "close at stop" means that there was a crash and it had to stop prematurely. At the end of a normal BT, there is nothing
Definitely not.

That's when orders are still open at the end of a backtest.
MT4/MT5 EAs/Indicators/Alerts coder
  • #8
  • Jul 31, 2017 5:37am Jul 31, 2017 5:37am
Quoting FerruFx
{quote} Definitely not. That's when orders are still open at the end of a backtest.
no, orders that end at a date a just closed. "Close due to Stop" means closed due to Stop-Out : it's a crash : look at the final balance and see for yourself that it is indeed a crash
  • #9
  • Jul 31, 2017 5:39am Jul 31, 2017 5:39am
Quoting ionone
{quote} no "close at stop" means that there was a crash and it had to stop prematurely. At the end of a normal BT, there is nothing
To be more precise, you are partially right. When margin call occurs before the end of the backtest, it is also considered as the end of the backtest.
MT4/MT5 EAs/Indicators/Alerts coder
  • #10
  • Aug 1, 2017 5:44am Aug 1, 2017 5:44am
Quoting FerruFx
{quote} To be more precise, you are partially right. When margin call occurs before the end of the backtest, it is also considered as the end of the backtest.
after all these years do you still really honestly believe there is any real value in backtesting?

Of course we all know that history always seems to find a way of repeating itself, but we also know the past will NEVER EVER be the same as the future.
ANd of course past performance is no indication of future results :Þ
  • #11
  • Aug 1, 2017 8:02am Aug 1, 2017 8:02am
Quoting rmrf
{quote} after all these years do you still really honestly believe there is any real value in backtesting? Of course we all know that history always seems to find a way of repeating itself, but we also know the past will NEVER EVER be the same as the future. ANd of course past performance is no indication of future results :
Backtester is more a tool to confirm that your strategy is working as per your defined rules. It can give you an indication of what to expect ... but that's not a guarantee because you don't get the real market conditions.
MT4/MT5 EAs/Indicators/Alerts coder
  • #12
  • Feb 7, 2021 4:37am Feb 7, 2021 4:37am
Quoting FerruFx
{quote} At the end of a backtest, all orders are closed regardless their P/L ... That's what you are experiencing with the "close at stop". That's not related to the EA itself.
Hi FerruFx,
Is there a way that strategy tester doesn't close open trades at the end of test?
  • #13
  • Last Post: Feb 7, 2021 6:21am Feb 7, 2021 6:21am
Quoting saeid69
{quote} Hi FerruFx, Is there a way that strategy tester doesn't close open trades at the end of test?
Not that I know off ...
MT4/MT5 EAs/Indicators/Alerts coder
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