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Attachments: From 10,000 to 4,000,000 during the eight years - EA backtest
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From 10,000 to 4,000,000 during the eight years - EA backtest

  • Post #1
  • Quote
  • First Post: Jun 16, 2016 4:44am Jun 16, 2016 4:44am
  •  robin2003
  • | Joined Jun 2010 | Status: Member | 90 Posts
Attached Image (click to enlarge)
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Size: 25 KB


Attached Image (click to enlarge)
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Name: StrategyTester.gif
Size: 10 KB
  • Post #2
  • Quote
  • Jun 16, 2016 5:29am Jun 16, 2016 5:29am
  •  Nabz
  • | Joined Aug 2014 | Status: Member | 781 Posts
I achieved same results in 1 year from $600 to $130,000 http://www.forexfactory.com/showthread.php?t=544878

And as expected it didn't work out so well in live market. Backtesting doesn't mean much. Only forward testing on live account is proof that strategy works.
  • Post #3
  • Quote
  • Jun 16, 2016 5:48am Jun 16, 2016 5:48am
  •  PaulDaemon
  • | Commercial Member | Joined Jan 2015 | 1,352 Posts
Quoting robin2003
Disliked
{image} {image}
Ignored
Ive made ea,s that go from $1000 to 1.5 million in one year but they are all just toys.
20 Pips a day keeps centerlink away
Fund All Time Profit: A$214,397
  • Post #4
  • Quote
  • Jun 17, 2016 5:02am Jun 17, 2016 5:02am
  •  edyardead
  • | Membership Denied | Joined Jun 2016 | 5 Posts
Yeah, backtest.
It's just a dream anyway if you do it on live.
  • Post #5
  • Quote
  • Jun 18, 2016 2:07am Jun 18, 2016 2:07am
  •  robin2003
  • | Joined Jun 2010 | Status: Member | 90 Posts
Below a link to a demo account with enabled strategy EA. Unfortunately, this is a fairly short period of time, EA was also during the tests developed and changed so they are not that clean results...

http://www.myfxbook.com/members/robi...ln-new/1528145
  • Post #6
  • Quote
  • Jun 18, 2016 2:14am Jun 18, 2016 2:14am
  •  robin2003
  • | Joined Jun 2010 | Status: Member | 90 Posts
I'm sorry but I can not find my own thread different than with my profile , admin threw it into the garbage ? lol
  • Post #7
  • Quote
  • Jun 18, 2016 2:31am Jun 18, 2016 2:31am
  •  PaulDaemon
  • | Commercial Member | Joined Jan 2015 | 1,352 Posts
Attached Image (click to enlarge)
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20 Pips a day keeps centerlink away
Fund All Time Profit: A$214,397
  • Post #8
  • Quote
  • Jun 20, 2016 4:12am Jun 20, 2016 4:12am
  •  Rtm
  • Joined Jan 2011 | Status: dump and pump | 4,055 Posts
you still haven't factored in live trading execution, ie spreads fluctuating, slippage, and it looks like you are using control points so unless this has an avg duration of at least 1 day per trade it wont make any sense.
All posts are my personal opinion
  • Post #9
  • Quote
  • Jun 20, 2016 4:35am Jun 20, 2016 4:35am
  •  robin2003
  • | Joined Jun 2010 | Status: Member | 90 Posts
Quoting Rtm
Disliked
you still haven't factored in live trading execution, ie spreads fluctuating, slippage, and it looks like you are using control points so unless this has an avg duration of at least 1 day per trade it wont make any sense.
Ignored

Demo account takes factors which you write.
  • Post #10
  • Quote
  • Jun 20, 2016 6:25am Jun 20, 2016 6:25am
  •  TripleAce
  • | Membership Denied | Joined Jun 2016 | 16 Posts
Quoting Nabz
Disliked
I achieved same results in 1 year from $600 to $130,000 http://www.forexfactory.com/showthread.php?t=544878 And as expected it didn't work out so well in live market. Backtesting doesn't mean much. Only forward testing on live account is proof that strategy works.
Ignored
Exactly Nabz ! If so easy, everyone would be rich and no need to work for a day job !
  • Post #11
  • Quote
  • Jun 20, 2016 7:25am Jun 20, 2016 7:25am
  •  Rtm
  • Joined Jan 2011 | Status: dump and pump | 4,055 Posts
Quoting robin2003
Disliked
{quote} Demo account takes factors which you write.
Ignored
im afraid it doesn't. demo offer perfect execution 0 slippage, off quote, spread spike, nothing of that. that's why live account much different.
All posts are my personal opinion
  • Post #12
  • Quote
  • Jun 20, 2016 7:40am Jun 20, 2016 7:40am
  •  PaulDaemon
  • | Commercial Member | Joined Jan 2015 | 1,352 Posts
Quoting Rtm
Disliked
{quote} im afraid it doesn't. demo offer perfect execution 0 slippage, off quote, spread spike, nothing of that. that's why live account much different.
Ignored
I have traded demo along side of live through pepperstone and there is no difference between the 2. Its exactly the same.


Quoting robin2003
Disliked
{quote} Demo account takes factors which you write.
Ignored
When testing an ea you need to fund the smallest live account possible to test. No one will buy or use an ea unless its been tested live.
20 Pips a day keeps centerlink away
Fund All Time Profit: A$214,397
  • Post #13
  • Quote
  • Jun 20, 2016 8:06am Jun 20, 2016 8:06am
  •  Rtm
  • Joined Jan 2011 | Status: dump and pump | 4,055 Posts
Quoting PaulDaemon
Disliked
{quote} I have traded demo along side of live through pepperstone and there is no difference between the 2. Its exactly the same. {quote} When testing an ea you need to fund the smallest live account possible to test. No one will buy or use an ea unless its been tested live.
Ignored
Maybe if you are trading manually or avg trade duration is over 1day. But in reality it is impossible that you get the same execution on live as a ECN model. If you understand that on a ECN you must have a buyer and a seller and a ECN will find the best bid and ask price which for most because their account is so small and irrelevant will most likely get other traders or on the broker books sometimes. But once you start trading real lots and volume you will actually get bank liquidity and subject to slippage and spread variations. The liquidity is totally different. Again, you were probably trading a small newly created account and therefore saw none of the mentioned differences. Its impossible in the long run for a demo and live to be exactly the same. I can prove it also with slippage tests and spread monitors logs but I think I got my point across.
All posts are my personal opinion
  • Post #14
  • Quote
  • Jun 20, 2016 2:31pm Jun 20, 2016 2:31pm
  •  sexysoros
  • | Joined Jun 2016 | Status: Member | 9 Posts
My guess is that you fit some system to a specific time frame, meaning you curve fit a system. It is pretty easy to do when back testing and does not provided very useful information. What you need to do is take that same system with the same parameters and then test it on another time period because markets vary you will likely get different results. This is where the actual useful information in back-testing comes from because you will see in what markets you can make money and in what markets you can't. Then the game becomes how you define the markets where your system will work vs the ones where it will not.
  • Post #15
  • Quote
  • Jun 28, 2016 7:18am Jun 28, 2016 7:18am
  •  avibe
  • Joined Jun 2009 | Status: coitus interruptus | 1,115 Posts
All EAs win on backtest
practising coitus interruptus
USD Rates
  • Post #16
  • Quote
  • Jun 28, 2016 7:27am Jun 28, 2016 7:27am
  •  PaulDaemon
  • | Commercial Member | Joined Jan 2015 | 1,352 Posts
Quoting Rtm
Disliked
{quote} Maybe if you are trading manually or avg trade duration is over 1day. But in reality it is impossible that you get the same execution on live as a ECN model. If you understand that on a ECN you must have a buyer and a seller and a ECN will find the best bid and ask price which for most because their account is so small and irrelevant will most likely get other traders or on the broker books sometimes. But once you start trading real lots and volume you will actually get bank liquidity and subject to slippage and spread variations. The liquidity...
Ignored
Thats true but you would have to be trading million dollar accounts before any significant slippage will occur.
20 Pips a day keeps centerlink away
Fund All Time Profit: A$214,397
  • Post #17
  • Quote
  • Jun 28, 2016 8:41am Jun 28, 2016 8:41am
  •  Rtm
  • Joined Jan 2011 | Status: dump and pump | 4,055 Posts
Quoting PaulDaemon
Disliked
{quote} I have traded demo along side of live through pepperstone and there is no difference between the 2. Its exactly the same. {quote} When testing an ea you need to fund the smallest live account possible to test. No one will buy or use an ea unless its been tested live.
Ignored
live with how much $ and for how long? Probably a sub 10k account for less than 6 months Im guessing.

Quoting PaulDaemon
Disliked
{quote} Thats true but you would have to be trading million dollar accounts before any significant slippage will occur.
Ignored
define "significant"
All posts are my personal opinion
  • Post #18
  • Quote
  • Jun 28, 2016 6:57pm Jun 28, 2016 6:57pm
  •  Neptun
  • | Commercial Member | Joined Feb 2009 | 746 Posts
Your account would have been burned easily if you would have start few moments before the trade that generated the max DD.
  • Post #19
  • Quote
  • Last Post: Aug 13, 2016 6:45am Aug 13, 2016 6:45am
  •  robin2003
  • | Joined Jun 2010 | Status: Member | 90 Posts
generally speaking, this EA working

http://www.myfxbook.com/members/robi...ln-new/1528145
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