that was what I tried to do and the best I got was about 71% in live trading. I hope you guys can do better. In live trading 71% is still unprofitable for me.

It could be just a drawdown...

Besides, ppf version decrease the drawdown, sacrificing a lot of profit... it just made the graph flatter...

I am thinking on creating my live soon with CT1.98b; and work on the statistical analysis over CT with Templar...

crown forex started at saudi arabia at 2004, the owner from jordan with saudi partner ,his first name is ibrahim, all offices of crown forex is closed now at saudi arabia after they stolen millions from saudis..... ibrahim now is requested by law at saudi arabia... it was registered with NFA, but NFA cancelled registration later.......

i can provide more detailes about the cases of crown forex at saudi arabia....

the saudi partner of crown forex is now at jail, with about 50 million us dollar stolen from people here....it is small refco...


this is brief background about company and owner...

Maybe an alternative to improve backtest results. I don't know if this is valid, but it caught my attention on mql forum. http://forum.mql4.com/4965

I think the PeriodGen is a script. I put it in the script folder and attached it to M1 offline chart and not sure anything happened. I believe using the the Period_Converter script will also synchronize all timeframes OK.

I will try to hardcode timeframe in a few EAs and then backtest on M1 Strategy Tester.

irusoh1 2006.11.25 02:31
For most possible accurate results in backtester:

1. use alpari data only (MT history gives weird results with sensitive EAs)
2. synchronize all timeframes (I wrote a little script to do that) and put them into history folder
3. hardcode your timeframe in tester (i.e. use iTime, iHigh, etc. use explicit PERIOD_?? instead of 0 or Period() function)
and run your EA on 1 minute frame only)
4. Run your EA on demo for a week or two then compare results with tester for the same period.

Then maybe you will get closer to real life. That is my bitter experience with backtesting.
Attached files:
periodgen.mq4 (7.83 KB)

Maybe something, maybe not.

Wackena

Attached Files

periodgen.mq4 (7.8 KB, 58 views)

Thanks Wackena, but I think that there is a simpler way do have good backtest:

1. Download MT4 build 200 from any broker and at History Center, press the "Download" button;

BrazilianTrader

There have been alot of forum chat on the problem with this feature on build 200 platform Have you found a way to correct the data gaps in the MT4 downloaded tick data? If so, please adivse. This would make my life a lot easier not to have to manually download alpari data and use period_converter.

Wackena

That's a problem...

But there is also another thing to considerate on backtests:

Data feed from each broker and Server.

Alpari data feed is different than FXDD, IBFX, NF... etc.

There are other differences with the same data feed: The same broker have different servers for offline data feed, Demo accounts and Live accounts.

A backtest on Alpari offline data feed (which is hugely different than its Demo and Live accounts' feeds) will never have the same results that another backtest over the history data from FXDD or IBFX, for example. De difference between a Backtest over Alpari data feed and FXDD or IBFX Demo/Live accounts' performance could get even bigger. They could be a little similar perhaps, but not sufficiently reliable to me.

Alpari data feed could give an idea of Alpari Demo or Live, but definitely will not show what your EA will do on FXDD or IBFX (on Backtest, Demo or Live).

Alpari data feed is good, indeed, but considering that I am going to invest with FXDD, I prefer to test my EA on FXDD data feed with 90% modeling quality, and forward test on their Demo Server.

I totally agree that Demo & Live data feeds from most, if not all, brokers come from different servers. Although IBFX plans to have Live tick data feed for Demo accounts soon. How soon, last week they said a few months.

With the MT4 build 200, all backtest data comes from MetaQuote. That is the reason, that now all downloaded data from the History Center on build 200 with all MT4 brokers have data gaps. Hopefully, MetaQuote will correct this problem soon. But right now, the best source of data for backtesting in MT4 is from alpari. Unless you purchase live tick data , collect your own live tick data or download live tick data from a few websites and convert it to MT4 format, I'm not aware of any other MT4 formated databank on internet, other than alpari.

Wackena

Well, it took a while, but that's exactly what I've been doing. Wow, what a lot of work you guys have been doing ! Amazing job. I've learnt a lot.

In case you haven't already discovered it, I believe that if you go Tools/Options/Events , all the sounds are there. I think you should be able to change/delete them.

I'm a little behind you guys, but I've a couple of questions. Way, way back, FXDiva said he was getting great results with 185f. Is that still the case? I'm testing this one myself using a live demo with Alpari. Looks promising - I've just tweaked it, to exclude the news hours. With 1200+ posts, I may have missed something .. there's lots of discussions and tweaks, but is there actually a more recent "F" version?

One thing I'm just a little unclear on. When excluding trading hours, presumably, any open positions are closed. Is that necessarily a good thing? Might it be that a potential winning position actually loses by exiting prematurely? Also, is news actually a bad thing? I'm probably being naive here, but it could go either way. Some you would win - others you would lose. Won't it all even out in the end?

Anyway, I've excluded the news hours ... so I guess I'll find out for myself.

I spent quite some time on this system now and found some interesting points.

When Autostoploss is TRUE the system uses the spread calulation of the count bars to move the stop dynamic. In theory and least most of my test a dynamic stop should perform better then fix hard stops. This is becuase the stop should be a function of the volatilty in the market. The wilder the swings the bigger stop required. It stands to reason therefore you can NOT have a fixed 20 pip hard stop in volatile conditions. It will be hit every time.

Therefore i programmed the auto stop to include what i call stop bias and use the optimiser to find the best values and found a significant increase in performance by adjusting the control of the AutoStop feature.

Also i noted the Values period count and Value period count max plays a major part in system effectiveness. This value should be optimised between 1 and 30. Low values work better ie 3 to 7.

When a StopLoss values is either then 0 it will overide automatic stops and is less effective but its value can be controlled by the StopLoss Index.

The bad news is this system really suffers on both demo forward and demo testing the last few weeks. After much research the reason is becuse the daily ATR of euro is the worst or lowest its been since 2002!! Thats why live testing recently is showing flat/lossy performance while backtest earlier shows signicant gains. When volatitly dries up the system is unable to get the pull backs required to capture past the spreads. This effect is directly proportioned to the Daily ATR reaching its lowest through late August till now.

Now i worked out how to post charts this backtest runs all the way from Jan 2004 till today. The growth rate is mind blowing when everything is fully tweaked but you can see the recent right side of the chart is dropping. It dont look much but this is the last 2 months on low ATR is significant drawdown period.

Attached Images

TesterGraph.gif (11.4 KB, 310 views)