Hi Kalenzo,
Thanks for the info, but I cant seem to find it. (Do you have the direct link to it?)

On another note...
Has anybody tried the following before? :

Forward test a system from date X to date Y.
Backtest the same system using modelling quality of 50%, 60%, ...90% for the same dates X to Y.

Then, compare the results of the forward test with all the different modelling qualities to see what the difference is between a forward test and a 90% modelling quality, ... until 50% quality.

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fxdk

it has to be tested on "every tick" and there should be 1min data for the entire period of time to get to 90%.

and yes, it would be very interesting to compare backtest results with forward/live testing for the same period. haven't done it myself.

__________________
The truth is behind the bars

Here's the link:
http://www.metatrader.info/node/67

Hope it helps!

__________________
Hope it helps !
Coders' Guru
Senior MQL programmer:
www.xpworx.com/custom.htm

Don't waste your time with Strategy Tester. It doesn't work.

Need proof? -> GridTechinque why not? (My Grid EA and If Something Seems Too Good to be True... )

Also -> http://www.metaquotes.net/news/ (21 April 2006 MetaTrader 4 Client Terminal Build 192 will be released on 26 April, 2006.)
Notice all the fixes to Strategy Tester comming in the next build. How many more are there still to come?

In my opinion Strategy Tester is still very much in the beta stages of developement. I don't think the people who make this product have been very serious about it. They don't even supply the history data for using Strategy Tester. You have to download it from Alpari.

Other than my disappointment with Srategy Tester, I think Metatrader 4 is a great product.

thanks for sharing. getting it. any comments on data quality? thanks in advance!

The only pro is that ticks are superb in a way that they're dealable, as Gain uses those to feed real-money accounts!

But overall quality is poorer than you can imagine. String of hours of missing data are right in the middle of the week--mostly on Tue and Wed. Some csv files overlap each other either partially or completely. That also create a few days of missing data every three to four weeks. I believe these are packaging mistakes by Gain's staff.

Anyway, you can't expect more than this for FREE data.

P.S. Some CSV files are huge, so you might need a program to split those. I've coded my own program and offer it free at my website.

Thanks a lot! Excellent data indeed. Seems it is in GMT - 5 time zone. Any confirmation would be highly appreciated!

Hi!

Those data are the best ones I found for free. Sure some weeks overlap each other but with tick identifier you can deal with this. I rebuilt EURUSD from 01/01/2005 and I do not have so many gaps and closing all my positions each WE I do not care to miss first hours of week for backtests.

Also, I think I found a simple way to make tick backtests in MT4:

1 - Prepare your tick history as a one minute history file but where you repeat same minutes bars if more than 3 ticks in the minute (OLC or OHC). If a minute is missing, create it. With a database software like access it is easy. iIf you have doubled ticks in a same minute you can erase it.

2 - Prepare a 5 minute history file (a standard one)

3 - Import those 2 history files in MT4 and use Period_converter script to generate upper Time Frames from M5.

4 - You now have everything to run backtests with each tick option and Recalculate option unchecked. MT4 will read M1 (your tick data) as if it had simulated ticks.
If you check recalculate option, MT4 will simulate ticks in place of your M1 history.

For those who do not understand well; run a backtest on each tick and look at history file generated in tester\history directory (open it as offline chart). you will see different bars for a same minute (when price moves a lot). What I want to do is just replace those simulated ticks by "real" ones. One thing I do not know is if it will not unallow M1 time frame use.

Also I still have to test it so if someone found it works or not, tell it!

Jojo

hi codersguru i for one really need to backtest and forward test my first programmed ew ea i am forward testing it and really need the info you posted for backtest to improve my ea.


thanks for all the info downloading alpari databank .
-sonic.

Hi,
I want to open a discussion about an important step to build a strategy or an EA. I have tried backtest of Metatrader 4 and I don't know if I can trust it, later I have tried Metatrader 4 optimization and it is very very slow. Here, in this great forum, there are some interesting EA but it is almost impossible optimize them for each pair. I'd want to know you opinion about some specific programs for optimization like tradestation, amibroker and other.

bye
felix