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Factors that affect backtest results

  • #21
  • Oct 26, 2017 6:08am Oct 26, 2017 6:08am
Quoting htuanfx
{quote} As you mention, I think it is 25 points
Then a 2.5pip spread is pretty reasonable as long as you don't pay a commission.
  • #22
  • Oct 26, 2017 6:10am Oct 26, 2017 6:10am
Yes. I think it just the factor make system more profitable or not ! (or even loss)
No emotion
  • #23
  • Oct 26, 2017 8:30am Oct 26, 2017 8:30am
Quoting htuanfx
I don't know how to increase the quality. Does it need to take longer time ? (like 4-6 years data)
___
No.
1/. Download tick data.
2/. Use special MT4 plugins to test the data.
___
I doubt there's another way around it.
L.L.L.T
  • #24
  • Oct 26, 2017 10:02am Oct 26, 2017 10:02am
Itis advisable to share your EA ( might be activated for demo accounts only) in order to avoid a big loss.... if your shared EA is used by 10 people and feedback is positive then your EA will be 10 times more reliable .... you don't know what point your are missing others can help you.... you real account testing can not help much as your EA might be finding current market moving as per it algo...
  • #26
  • Oct 26, 2017 1:10pm Oct 26, 2017 1:10pm
Quoting HeyYou
this is curve fitted c**p with rr of 5:1, hence the big returns
No emotion
  • #28
  • Oct 26, 2017 4:08pm Oct 26, 2017 4:08pm
is this same EA or anything else
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Scalper v2.522 GBPJPY GlobalPrime.png Size: 61 KB
Click to Enlarge Name: Scalper v2.522 USDJPY FXChoice.png Size: 62 KB
  • #29
  • Oct 26, 2017 8:36pm Oct 26, 2017 8:36pm
Quoting pandey
Itis advisable to share your EA ( might be activated for demo accounts only) in order to avoid a big loss.... if your shared EA is used by 10 people and feedback is positive then your EA will be 10 times more reliable .... you don't know what point your are missing others can help you.... you real account testing can not help much as your EA might be finding current market moving as per it algo...
Im thinking abt this. Will share with someone privately who can test on 99% model.
No emotion
  • #30
  • Oct 26, 2017 11:19pm Oct 26, 2017 11:19pm
Can you share the EA？
  • #31
  • Oct 27, 2017 12:58am Oct 27, 2017 12:58am
come on guys he is getting ready to sell he is just fishing for buyers.

if he wanted to share EA would have been on 1st post.
  • #32
  • Oct 27, 2017 1:07am Oct 27, 2017 1:07am
How about giving a hint of the strategy. Is it Rsi or macd etc, etc, etc. Thanks and
Regards
  • #33
  • Oct 27, 2017 1:12am Oct 27, 2017 1:12am
How about giving a hint of the strategy. Is it Rsi or macd etc, etc, etc. Thanks and
Regards
  • #34
  • Oct 27, 2017 2:46am Oct 27, 2017 2:46am
Quoting goodways100
How about giving a hint of the strategy. Is it Rsi or macd etc, etc, etc. Thanks and Regards
Sorry, I can not share more detail. I just can say I use Only one default indicator of MT4.


Quote
come on guys he is getting ready to sell he is just fishing for buyers.

if he wanted to share EA would have been on 1st post.

You are correct. If I'm ready to share then I will update on 1st page.

If this system work, Do you think I need to sell to anyone else ?
If this system not work, How can I fish everyone ?
No emotion
  • #35
  • Oct 27, 2017 4:05am Oct 27, 2017 4:05am
Quoting htuanfx
I have test with longer backtest data (from 01-2010 to 10-2017), seem my broker history data has some problem so I don't see the model Quality, but the Ticks modelled increased from 46,710,881 to 53,480,491 so I guess the quality may increase a bit ! Here is the result with spread 25: - Init deposit : $1000 - Net profit : $19,399,666.73 !!!!! (is this possible ?) - Maximal drawdown : 6.07% {image} {image} There is one problem is the lots size of this broker limit to 200 so the lots size keep the same after reach that amount ! Do you have any suggestion...
You can use Tick Data Suite which allows 14-day trial period enough to run several tests and get better idea of how it could perform in real. With TDS you will get 99% modelling quality plus backtesting with variable spread +commision +slippage.

The backtest results can be uploaded to Darwinex.com for further analysis.

My best advise is testing the EA in a real account with fixed microlots. Consider using a VPS if latency and execution times affect the results.

Good luck
  • #36
  • Oct 27, 2017 4:09am Oct 27, 2017 4:09am
I`m guessing that this is a renko ea and for that it won`t work in real life

Good luck!
  • #37
  • Oct 27, 2017 5:11am Oct 27, 2017 5:11am
Found in another forum.
Attached File(s)
File Type: zip XMT-Scalper.zip   230 KB | 514 downloads
  • #38
  • Oct 27, 2017 5:39am Oct 27, 2017 5:39am
Quoting hellkkas
Found in another forum. {file}
I don't use Scalp Method. My EA use Higher TF. (min H4, max W1)

I have tried it with small TF, the result all gone negative !!
No emotion
  • #39
  • Oct 27, 2017 7:08am Oct 27, 2017 7:08am
I have just download manually M1 data from hisdata and run the EA again. Here are the result

Attached Image (click to enlarge)
Click to Enlarge Name: Graph.png Size: 28 KB

Attached Image (click to enlarge)
Click to Enlarge Name: Report.png Size: 49 KB


With the broker's spread is 25, the result are:
- Init deposit : $1000
- Net profit : $69,113,112.58
- Maximal drawdown : 5.32%

I don't know why the model got n/a, may be some of m1 data not matched with m5, m30,... but it just a few percentage of the whole result

The quality data take almost whole process so I think the quality of model has nearly 99%,...

I pay attention to the longest light green bar.

Here is the Model Quality explain from https://www.mql5.com/en/articles/1486
Attached Image (click to enlarge)
Click to Enlarge Name: modelling_quality.png Size: 23 KB


--
So in conclusion, I think the more detail data, the better result I have !
No emotion
  • #40
  • Oct 27, 2017 9:33am Oct 27, 2017 9:33am
Send the EA for us !
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