Great EA in backtest! - Page 46

Eureka · #**451** (**permalink**) 09-25-2006, 04:14 PM

What Time Frame are you using?

xxDavidxSxx · #**452** (**permalink**) 09-25-2006, 04:53 PM

Quote:

Originally Posted by Eureka

What Time Frame are you using?

\

1 hr chart

Eureka · #**453** (**permalink**) 09-25-2006, 04:53 PM

Thanks, David.

Aaragorn · #**454** (**permalink**) 09-25-2006, 05:13 PM

I used the 1M chart GPBUSD and these settings...

PHP Code:


			
// ---- Global variables

extern bool ExitMarket = false;

extern bool ShowSuitablePeriod = false;

extern bool ShowMarketInfo = false;

extern bool ShowAccountStatus = false;

extern bool ShowStat = false;

extern bool ShowDecision = false;

extern bool ShowDirection = false;

extern bool BlockSell = false;

extern bool BlockBuy = false;

extern bool ShowLots = false;

extern bool BlockStopLoss = false;

extern bool DisableShadowStopLoss = true;

extern bool DisableExitSell = false;

extern bool DisableExitBuy = false;

extern bool EnableMACD = false;

extern bool EnableMA = false;

extern bool EnableFractals = false;

extern bool EnableCCI = true;

extern bool EnableCyberiaLogic = true;

extern bool EnableLogicTrading = true;

extern bool EnableADX = false;

extern bool EnablePivot = true;             // Use Pivot_day as filter

extern bool BlockPipsator = true;

extern bool EnableMoneyTrain = false;

extern bool EnableReverseDetector = true;

extern double ReverseIndex = 3.82;

extern double MoneyTrainLevel = 4;

extern int MACDLevel = 10;

extern bool AutoLots = True;

extern double MAXLots = 100;                   // Max lots size on AutoLots--added by project1972

extern bool AutoDirection = True;

extern double ValuesPeriodCount = 23;

extern double ValuesPeriodCountMax = 23;

extern double SlipPage = 1;                  // Slippage of the rate

extern double Lots = 0.1;                    // Quantity of the lots

extern double StopLoss = 0;

extern double TakeProfit = 0;

extern double SymbolsCount = 2;

extern double Risk = 3;

extern double StopLossIndex = 2.5;

extern bool AutoStopLossIndex = true;

extern double StaticStopLoss = 11;

extern double StopLevel;

extern bool EnableTrailingStop = true;       // Enable Dynamic Trailing Stop

extern string TimeTradeHoursDisabled="";     // Example "00,01,02,03,04,05" GMT

extern int    GMT=1;                         // For North Finance GMT = 3, Alpari GMT = 1, IBFX GMT = -1 etc.

extern int MagicNumber=123000;               // Magic Number -- change for every pair traded



// ----



int    NoTradeHours1=0;                     // Time not trade

int    NoTradeHours2=0;                     // Time not trade

int    NoTradeHours3=0;                     // Time not trade

int    NoTradeHours4=0;                     // Time not trade

int    NoTradeHours5=0;                     // Time not trade

int    NoTradeHours6=0;                     // Time not trade

to get this report

Eureka · #**455** (**permalink**) 09-25-2006, 05:15 PM

Guess it can work on different Times then. Thanks for your settings. I will test those too.

xxDavidxSxx · #**456** (**permalink**) 09-25-2006, 05:27 PM

basicly my settings with more risk and more lots?right?

Did I miss anything?

Aaragorn · #**457** (**permalink**) 09-25-2006, 05:48 PM

as is typical of this backtester today it's decided to throw entirely different results than it's ever done before using the same EA over the same date range. The same settings which have generated 3.96 million on this now don't even break even in the first 30 trades.

This is the first 30 trades of the test that made 3.96 million..

PHP Code:


			
#    Time    Type    Order    Lots    Price    S / L    T / P    Profit    Balance

1    2005.09.09 17:25    buy    1    0.41    1.8413    1.8400    0.0000    

2    2005.09.09 17:26    modify    1    0.41    1.8413    1.8404    0.0000    

3    2005.09.09 17:26    s/l    1    0.41    1.840414    1.8404    0.0000    -36.32    463.68

4    2005.09.09 18:04    buy    2    0.38    1.8389    1.8376    0.0000    

5    2005.09.09 18:11    close    2    0.38    1.8394    1.8376    0.0000    19.00    482.68

6    2005.09.09 18:13    buy    3    0.39    1.8391    1.8378    0.0000    

7    2005.09.09 18:15    close    3    0.39    1.8394    1.8378    0.0000    11.70    494.38

8    2005.09.09 18:18    buy    4    0.40    1.8394    1.8381    0.0000    

9    2005.09.09 18:21    close    4    0.40    1.8397    1.8381    0.0000    12.00    506.38

10    2005.09.09 19:41    buy    5    0.41    1.8394    1.8381    0.0000    

11    2005.09.09 20:20    close    5    0.41    1.8396    1.8381    0.0000    8.20    514.58

12    2005.09.09 21:21    buy    6    0.42    1.8392    1.8379    0.0000    

13    2005.09.09 21:45    close    6    0.42    1.8395    1.8379    0.0000    12.60    527.18

14    2005.09.09 22:59    buy    7    0.43    1.8393    1.8380    0.0000    

15    2005.09.12 00:01    close    7    0.43    1.8413    1.8380    0.0000    84.50    611.68

16    2005.09.12 00:22    buy    8    0.50    1.8415    1.8402    0.0000    

17    2005.09.12 01:23    close    8    0.50    1.8418    1.8402    0.0000    15.00    626.68

18    2005.09.12 02:20    sell    9    0.51    1.8419    1.8432    0.0000    

19    2005.09.12 02:24    close    9    0.51    1.8414    1.8432    0.0000    25.51    652.19

20    2005.09.12 03:02    sell    10    0.53    1.8405    1.8418    0.0000    

21    2005.09.12 04:12    close    10    0.53    1.8401    1.8418    0.0000    21.20    673.39

22    2005.09.12 04:13    sell    11    0.55    1.8396    1.8409    0.0000    

23    2005.09.12 04:14    close    11    0.55    1.8392    1.8409    0.0000    22.00    695.39

24    2005.09.12 04:17    sell    12    0.57    1.8378    1.8391    0.0000    

25    2005.09.12 04:22    close    12    0.57    1.8375    1.8391    0.0000    17.10    712.49

26    2005.09.12 04:23    sell    13    0.58    1.8369    1.8382    0.0000    

27    2005.09.12 04:27    close    13    0.58    1.8367    1.8382    0.0000    11.60    724.09

28    2005.09.12 04:31    sell    14    0.59    1.8363    1.8376    0.0000    

29    2005.09.12 04:40    close    14    0.59    1.8360    1.8376    0.0000    17.70    741.79

30    2005.09.12 05:10    sell    15    0.61    1.8342    1.8355    0.0000    

31    2005.09.12 05:30    s/l    15    0.61    1.8355    1.8355    0.0000    -79.30    662.49

32    2005.09.12 06:11    sell    16    0.54    1.8355    1.8368    0.0000    

33    2005.09.12 06:18    close    16    0.54    1.8350    1.8368    0.0000    27.00    689.49

34    2005.09.12 08:42    sell    17    0.56    1.8327    1.8340    0.0000    

35    2005.09.12 08:42    close    17    0.56    1.8323    1.8340    0.0000    22.40    711.89

36    2005.09.12 08:42    sell    18    0.58    1.8325    1.8338    0.0000    

37    2005.09.12 08:45    close    18    0.58    1.8322    1.8338    0.0000    17.40    729.29

38    2005.09.12 09:02    sell    19    0.60    1.8297    1.8310    0.0000    

39    2005.09.12 09:04    modify    19    0.60    1.8297    1.8297    0.0000    

40    2005.09.12 09:04    close    19    0.60    1.8289    1.8297    0.0000    48.01    777.30

41    2005.09.12 09:30    sell    20    0.64    1.8275    1.8288    0.0000    

42    2005.09.12 09:38    close    20    0.64    1.8270    1.8288    0.0000    32.01    809.31

43    2005.09.12 09:43    sell    21    0.66    1.8272    1.8285    0.0000    

44    2005.09.12 09:45    close    21    0.66    1.8268    1.8285    0.0000    26.40    835.71

45    2005.09.12 10:08    sell    22    0.69    1.8274    1.8287    0.0000    

46    2005.09.12 10:09    close    22    0.69    1.8270    1.8287    0.0000    27.60    863.31

47    2005.09.12 13:43    sell    23    0.71    1.8272    1.8285    0.0000    

48    2005.09.12 13:53    close    23    0.71    1.8270    1.8285    0.0000    14.20    877.51

49    2005.09.12 14:17    sell    24    0.72    1.8259    1.8272    0.0000    

50    2005.09.12 14:25    close    24    0.72    1.8256    1.8272    0.0000    21.62    899.13

51    2005.09.12 14:35    sell    25    0.74    1.8253    1.8266    0.0000    

52    2005.09.12 14:37    modify    25    0.74    1.8253    1.8253    0.0000    

53    2005.09.12 14:37    close    25    0.74    1.8247    1.8253    0.0000    44.41    943.54

54    2005.09.12 15:09    sell    26    0.78    1.8237    1.8250    0.0000    

55    2005.09.12 15:44    close    26    0.78    1.8234    1.8250    0.0000    23.40    966.94

56    2005.09.12 15:46    sell    27    0.80    1.8230    1.8243    0.0000    

57    2005.09.12 15:46    close    27    0.80    1.8226    1.8243    0.0000    32.01    998.95

58    2005.09.12 15:47    sell    28    0.82    1.8234    1.8247    0.0000    

59    2005.09.12 15:54    s/l    28    0.82    1.8247    1.8247    0.0000    -106.60    892.35

60    2005.09.12 16:36    sell    29    0.73    1.8232    1.8245    0.0000    

61    2005.09.12 16:37    close    29    0.73    1.8228    1.8245    0.0000    29.22    921.57

62    2005.09.12 17:00    sell    30    0.76    1.8226    1.8239    0.0000    

63    2005.09.12 17:09    s/l    30    0.76    1.8239    1.8239    0.0000    -98.80    822.77

this is the first 30 trades of the same code running with the same settings today....

PHP Code:


			
Time    Type    Order    Lots    Price    S / L    T / P    Profit    Balance

1    2005.09.09 17:25    buy    1    0.41    1.8417    1.8402    0.0000    

2    2005.09.09 17:25    modify    1    0.41    1.8417    1.8404    0.0000    

3    2005.09.09 17:25    modify    1    0.41    1.8417    1.8405    0.0000    

4    2005.09.09 17:25    modify    1    0.41    1.8417    1.8406    0.0000    

5    2005.09.09 17:25    modify    1    0.41    1.8417    1.8408    0.0000    

6    2005.09.09 17:25    modify    1    0.41    1.8417    1.8412    0.0000    

7    2005.09.09 17:25    s/l    1    0.41    1.841236    1.8412    0.0000    -19.04    480.96

8    2005.09.09 17:25    buy    2    0.39    1.8415    1.8400    0.0000    

9    2005.09.09 17:53    s/l    2    0.39    1.8400    1.8400    0.0000    -58.50    422.46

10    2005.09.09 18:18    buy    3    0.34    1.8396    1.8381    0.0000    

11    2005.09.09 18:29    s/l    3    0.34    1.8381    1.8381    0.0000    -51.00    371.46

12    2005.09.09 22:48    buy    4    0.30    1.8394    1.8379    0.0000    

13    2005.09.12 00:00    close    4    0.30    1.8413    1.8379    0.0000    55.95    427.41

14    2005.09.12 02:24    sell    5    0.35    1.8416    1.8431    0.0000    

15    2005.09.12 02:27    close    5    0.35    1.8409    1.8431    0.0000    24.50    451.91

16    2005.09.12 02:46    sell    6    0.37    1.8405    1.8420    0.0000    

17    2005.09.12 04:12    close    6    0.37    1.8399    1.8420    0.0000    22.20    474.11

18    2005.09.12 04:34    sell    7    0.39    1.8365    1.8380    0.0000    

19    2005.09.12 04:46    close    7    0.39    1.8360    1.8380    0.0000    19.50    493.61

20    2005.09.12 04:53    sell    8    0.40    1.8352    1.8367    0.0000    

21    2005.09.12 05:00    modify    8    0.40    1.8352    1.8352    0.0000    

22    2005.09.12 05:00    close    8    0.40    1.8346    1.8352    0.0000    24.00    517.61

23    2005.09.12 05:18    sell    9    0.42    1.8346    1.8361    0.0000    

24    2005.09.12 05:37    s/l    9    0.42    1.8361    1.8361    0.0000    -63.00    454.61

25    2005.09.12 06:27    sell    10    0.37    1.8352    1.8367    0.0000    

26    2005.09.12 07:24    close    10    0.37    1.8346    1.8367    0.0000    22.20    476.81

27    2005.09.12 08:03    sell    11    0.39    1.8352    1.8367    0.0000    

28    2005.09.12 08:10    close    11    0.39    1.8346    1.8367    0.0000    23.40    500.21

29    2005.09.12 08:42    sell    12    0.41    1.8327    1.8342    0.0000    

30    2005.09.12 08:47    modify    12    0.41    1.8327    1.8327    0.0000    

31    2005.09.12 08:47    close    12    0.41    1.8320    1.8327    0.0000    28.70    528.91

32    2005.09.12 08:59    sell    13    0.43    1.8317    1.8332    0.0000    

33    2005.09.12 09:01    close    13    0.43    1.8312    1.8332    0.0000    21.50    550.41

34    2005.09.12 09:05    sell    14    0.45    1.8291    1.8306    0.0000    

35    2005.09.12 09:11    close    14    0.45    1.8283    1.8306    0.0000    36.00    586.41

36    2005.09.12 09:26    sell    15    0.48    1.8287    1.8302    0.0000    

37    2005.09.12 09:27    close    15    0.48    1.8282    1.8302    0.0000    24.00    610.41

38    2005.09.12 09:28    sell    16    0.50    1.8277    1.8292    0.0000    

39    2005.09.12 09:39    modify    16    0.50    1.8277    1.8276    0.0000    

40    2005.09.12 09:39    close    16    0.50    1.8270    1.8276    0.0000    35.00    645.41

41    2005.09.12 09:40    sell    17    0.53    1.8266    1.8281    0.0000    

42    2005.09.12 09:46    s/l    17    0.53    1.8281    1.8281    0.0000    -79.50    565.91

43    2005.09.12 09:58    sell    18    0.46    1.8268    1.8283    0.0000    

44    2005.09.12 10:30    close    18    0.46    1.8262    1.8283    0.0000    27.60    593.51

45    2005.09.12 12:30    sell    19    0.49    1.8295    1.8310    0.0000    

46    2005.09.12 12:32    close    19    0.49    1.8289    1.8310    0.0000    29.40    622.91

47    2005.09.12 12:50    sell    20    0.51    1.8270    1.8285    0.0000    

48    2005.09.12 14:14    close    20    0.51    1.8264    1.8285    0.0000    30.60    653.51

49    2005.09.12 14:28    sell    21    0.54    1.8251    1.8266    0.0000    

50    2005.09.12 14:45    modify    21    0.54    1.8251    1.8249    0.0000    

51    2005.09.12 14:45    close    21    0.54    1.8243    1.8249    0.0000    43.20    696.71

52    2005.09.12 14:54    sell    22    0.57    1.8233    1.8248    0.0000    

53    2005.09.12 15:31    s/l    22    0.57    1.8248    1.8248    0.0000    -85.50    611.21

54    2005.09.12 15:47    sell    23    0.50    1.8234    1.8249    0.0000    

55    2005.09.12 15:54    s/l    23    0.50    1.8249    1.8249    0.0000    -75.00    536.21

56    2005.09.12 16:36    sell    24    0.44    1.8232    1.8247    0.0000    

57    2005.09.12 16:37    close    24    0.44    1.8228    1.8247    0.0000    17.60    553.81

58    2005.09.12 16:40    sell    25    0.46    1.8226    1.8241    0.0000    

59    2005.09.12 16:44    modify    25    0.46    1.8226    1.8225    0.0000    

60    2005.09.12 16:44    close    25    0.46    1.8219    1.8225    0.0000    32.20    586.01

61    2005.09.12 16:46    sell    26    0.48    1.8217    1.8232    0.0000    

62    2005.09.12 16:52    s/l    26    0.48    1.8232    1.8232    0.0000    -72.00    514.01

63    2005.09.12 17:00    sell    27    0.42    1.8228    1.8243    0.0000    

64    2005.09.12 17:09    s/l    27    0.42    1.8243    1.8243    0.0000    -63.00    451.01

65    2005.09.12 17:34    sell    28    0.37    1.8232    1.8247    0.0000    

66    2005.09.12 17:43    s/l    28    0.37    1.8247    1.8247    0.0000    -55.50    395.51

67    2005.09.12 18:25    sell    29    0.33    1.8214    1.8229    0.0000    

68    2005.09.12 18:26    close    29    0.33    1.8209    1.8229    0.0000    16.50    412.01

69    2005.09.12 22:08    sell    30    0.34    1.8194    1.8209    0.0000    

70    2005.09.13 00:54    s/l    30    0.34    1.8209    1.8209    0.0000    -50.27    361.74

the people at the bugtracker would have me believe that this is due to new quotes and using the refresh option.... oy..they deny that the backtester is unstable in it's data processing.

suffice it to say that this makes nowhere near even breaking even as it continues to test.

Aaragorn · #**458** (**permalink**) 09-25-2006, 05:49 PM

Quote:

Originally Posted by xxDavidxSxx

basicly my settings with more risk and more lots?right?

Did I miss anything?

nope you didn't miss anything that's all I did.

Aaragorn · #**459** (**permalink**) 09-25-2006, 06:03 PM

I have experienced this backtester anamolie now on three different EA's. First the Gogetter EA, Then the multilotscalper EA. Now the cyberiatrader EA.

one of my tests on the multilotscalper EA went to $500 to $11.8 million. however the backtester only did this once and has not repeated this result again. Now the best it does is 4.8 million AFTER making significant changes to the code..When I was testing the identical code it would only do 4.1 milliion every time thereafter that it did the $11.8M. Mind you this is using the same settings for both trials and the same date ranges.

What this all boils down to is that the backtester doesn't return the same result each time on the same test. I can find no variable which I have changed to account for it's different results. I therefore conclude that it is an internal instability of the backtester itself which metaquotes themselves refuse to acknowledge.

The effect of this is that it destroys any confidence in any backtest result no matter how many times it 'does' repeat the test and return the same result. If the same test is repeated enough times the backtester will fail eventually to return the same result. It may take a week or so and repeating the same test on the same series a few dozen or more times but it WILL breakdown. At least it has broken down on my testing now with 3 different EA's.

It would be nice to get some acknowledgement of this problem from metaquotes, but they have deflected every attempt I have made to bring this to their attention. They simply do not want to address it and so alas the problem persists.

I was encouraged when the cyberiatrade seemed to be immune to this problem. It repeated the test with the same result more times than any of the other EA's however today it has shown me that it is just as vunerable to the backtester instability as the others. I am most disappointed to see this happen. I almost believed that the problem might have been in the EA code of the other programs.

Now I have seen this occur with three different EA's. I can hardly believe that it has anything to do with the code of any of them. No I think this proves that the problem resides in the backtester itself.

Furthermore it makes it impossible to stabalize any EA's performance when the backtester doesn't run the EA's reliably and returns differing results on the same criteria and data.

It's all just one big russian roulette game until this instability is resolved.

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