Backtest problems with MT4 | Forex Factory

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Backtest problems with MT4

  • #1
  • First Post: Jan 22, 2007 12:52am Jan 22, 2007 12:52am
Well this is my 1st post to the forum, been lurking and reading for several months. I have a question maybe someone could answer. I have been writing some EA's with the help of Meta Trader Builder. I have been backtesting some of them. The results are very confusing. I have 3 metatrader4 platforms on my computer all from interbank FX. I get different results on each of the platforms. Some very profitable with around 16,000 trades some with only 8,000 trades. The platforms that are 197 build are profitable but the most current build is not. Can anyone explain why? Thanks for any help.http://www.forexfactory.com/images/icons/icon7.gif
  • #2
  • Jan 22, 2007 1:00am Jan 22, 2007 1:00am
Some time this occur on an EA on metatrader.since the program upgraded by the vendor some EA might not working fine after upgraded.it happen once to me when using build 197 and upgraded to 200.but i dont know for sure why

Quoting autorecon2
Well this is my 1st post to the forum, been lurking and reading for several months. I have a question maybe someone could answer. I have been writing some EA's with the help of Meta Trader Builder. I have been backtesting some of them. The results are very confusing. I have 3 metatrader4 platforms on my computer all from interbank FX. I get different results on each of the platforms. Some very profitable with around 16,000 trades some with only 8,000 trades. The platforms that are 197 build are profitable but the most current build is not. Can anyone explain why? Thanks for any help.http://www.forexfactory.com/images/icons/icon7.gif
  • #3
  • Jan 22, 2007 3:09am Jan 22, 2007 3:09am
Two reasons, first they changed the tick modeling algorithm between 199 & 200, and secondly 201 downloads data from all over the place and tries to mix it all together giving wildly different results for different backtest runs, it's like herding cats, good job it's free eh? everybody gets to do metaquotes testing for them. The only way to get any consistency is to use the alpari data in disconnected mode to stop it trying to 'mix' datasets. If all this seems like bending over backwards to touch your toes, you would not be far wrong.
The breaking of a wave cannot explain the whole sea.
  • #4
  • Jan 22, 2007 1:35pm Jan 22, 2007 1:35pm
So let me ask another question. If the EA's test profitable on Build 197 but not on the current builds have you found one to be more accurate? By the Way the EA's seem to be making money on the demo's I'm running. How do I get set up to test them on alpari?
  • #5
  • Jan 22, 2007 1:46pm Jan 22, 2007 1:46pm
you can download the history from this:
http://www.alpari-idc.com/en/dc/databank.php after that import to your chart by hit F2 on your meta chart.choose the timeframe u want to import (after you download for example M1 data).to convert it to another time frame just go to meta file.then open off line chart.then select period-converter on script navigation toolbar.and then set the time fram u want in minutes (60 for 1H and 240 for 4H).the best way is to download M1 data and convert it to another time frame.hope helps
  • #6
  • Jan 22, 2007 1:57pm Jan 22, 2007 1:57pm
How long should the conversion take? I downloaded the other day some 1 min data and tried to convert it to daily data on both my PC and laptop and both it ran for over 11 hours and was still not done. Is there something I am missing?
  • #7
  • Jan 22, 2007 2:08pm Jan 22, 2007 2:08pm
well not to long.that's way you need to know the time of your chart before and after.when you change it to another chart and some window pop up say "bla bla..ceriod_converter is working on this chart..bla bla..just "yes" it.then look back to the chart that you already convert by press "home" to know the longest date.hope helps
  • #8
  • Jan 23, 2007 12:38am Jan 23, 2007 12:38am
you can download the history from this:
http://www.alpari-idc.com/en/dc/databank.php after that import to your chart by hit F2 on your meta chart.choose the timeframe u want to import (after you download for example M1 data).to convert it to another time frame just go to meta file.then open off line chart.then select period-converter on script navigation toolbar.and then set the time fram u want in minutes (60 for 1H and 240 for 4H).the best way is to download M1 data and convert it to another time frame.hope helps


Is the data you download off this link different than using strategy tester on alpari's metatrader platform?
  • #9
  • Jan 23, 2007 3:13am Jan 23, 2007 3:13am
Quoting migamb
How long should the conversion take? I downloaded the other day some 1 min data and tried to convert it to daily data on both my PC and laptop and both it ran for over 11 hours and was still not done. Is there something I am missing?
MT4's script for the Period Converter does not actually tell you when it is finished and it never terminates itself... bad programming in my opinion. Just look at the file on the hard drive and when it gets done changing, the script is done. For 2 years worth of data converting M1 to anyother time frame usually takes not much longer than 15 seconds (at least on my computer). Takes even less time if you convert to M30 or H4 or something like that.

Hope that helps!

GirlFlyer
  • #10
  • Jan 23, 2007 3:21am Jan 23, 2007 3:21am
Quoting autorecon2
So let me ask another question. If the EA's test profitable on Build 197 but not on the current builds have you found one to be more accurate? By the Way the EA's seem to be making money on the demo's I'm running. How do I get set up to test them on alpari?
I would say that in theoy the latest version shoud be the closest to the reality.
A way to check is to replay your forward test as a backtest and check which version gives the same results.

If you have very different results between two versions it may be because your modeling quality is low and than MT4 modelize himself the internal movements inside the candle and that of course may differ from a version to an other.
Otherwise if you have 90% modeling quality I suggest you to try to make your EA more stable in order not to be too much affected by the movement inside the 1 minute candle.
  • #11
  • Jan 23, 2007 8:31am Jan 23, 2007 8:31am
Quoting GirlFlyer
MT4's script for the Period Converter does not actually tell you when it is finished and it never terminates itself... bad programming in my opinion. Just look at the file on the hard drive and when it gets done changing, the script is done. For 2 years worth of data converting M1 to anyother time frame usually takes not much longer than 15 seconds (at least on my computer). Takes even less time if you convert to M30 or H4 or something like that.

Hope that helps!

GirlFlyer
After 11 hours it never finished. I can't find the thread but there is a backtesting thread that shows the picture of the log and it tells you when it is complete and tells you how many candles it converted, it just doesn't have a progress indicator. During the 11 hours my CPU was at 100%. I downloaded the 1 min data which I believe was for two years and tried to convert it to a daily. I have the latest version of MT4 and I tried both my laptop and PC. both have AMD64 and 1GB Ram so I don't know why after 11 hours the process is not done when everyone that mentions it here say it takes about 15 mins. Not sure what I am doing wrong. I download the data, import it into the history the open the offline chart and load the period converter script.
  • #12
  • Last Post: Jan 24, 2007 5:24pm Jan 24, 2007 5:24pm
Quoting migamb
After 11 hours it never finished. I can't find the thread but there is a backtesting thread that shows the picture of the log and it tells you when it is complete and tells you how many candles it converted, it just doesn't have a progress indicator. During the 11 hours my CPU was at 100%. I downloaded the 1 min data which I believe was for two years and tried to convert it to a daily. I have the latest version of MT4 and I tried both my laptop and PC. both have AMD64 and 1GB Ram so I don't know why after 11 hours the process is not done when everyone that mentions it here say it takes about 15 mins. Not sure what I am doing wrong. I download the data, import it into the history the open the offline chart and load the period converter script.
Can't say I know exactly what is wrong then, but for me like I said I have never been able to directly see when it is finished. I just wait until the file on my disk quits growing, cancel the script and go on. The new data file has always been complete and no problems have been found with it.

GF
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