Back Testing EA's

[cb25]

I'm building an EA for the M1 EUR/USD with Mt4 and having massive difficulty with INCONSISTENT back testing.

I can work on it for ages with progressively improving results as I tweak it, and get eg $100,000 nett from a $10k account testing back to 1.1.10.

Five minutes later it tests a shocking graph and only earns $20k or less.

I've re-loaded my mt4 platform. I've re-loaded the data in the history center. etc etc. ...now run out of ideas!

Really desperate and frustrated, because its very hard to improve or check an EA if the results are not reliable!

Any suggestions would be very appreciated.

(Also, on a different note. If anyone could help me with some code to close a "sell" if it goes into negative and the price crosses upwards above the ma on the M5 chart. This "sell" trade would have been initiated below the MA. Other trades that are initiated above the MA would be closed either in profit or with a normal stop loss)

Thanks in advance for any help

cb25

 

[Pharaoh]

It's giving different results using the same dataset and parmeters???

If so, I'd suggest trying data from a different broker. At the same time, go ahead and forward test it (on demo) on a few different brokers.

 

[cb25]

Back Testing EA

Hi Pharoah,

Thanks for the note... yes different results same data...

Apparently one of the issues is spread. The back testing is based on the "current" spread of the market, run over historical data. Bit of an anomaly really as one would think it would be better to set the spread in back testing to ensure uniformity. But that's mt4 for you.

I have found also that running the 1 minute eur EA on the 5 minute chart can give better uniformity in results. Probably a tick data issue.

Atm I don't have any other broker accounts to test the mt4 and EA's on, but will look into it more.

thanks for the comment...was rather quiet!

Cheers

 

[Laszlo Dobiasz]

Your problem can be solved

I had the same problem before.
It can be solved.
You need to set up a very new metatrader only for backtesting.
Here is a link how to do that:
How To Set Up Metatrader History Data And Get 90% Backtesting Quality - The Trade Machine Blog

 

[f-man]

Do you use a specific software to create your own EA?