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Old 12-30-2006, 09:51 PM
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Backtesting - Real Tick Data / Tross

I wanted to have a place to post some real backtesting data.I have and am in the process of collecting real tick data for 2006.
If you have a great backtest for any EA, but you'd like to see it modelled with 99% then post it here and I will run it on my data.

To request a backtest, in your post include;
1. the mq4 (attach it)
2. the settings of Every option, or the detailed backtest report
2. the pair or pairs (check the list)
3. the timeframe

Pairs available as of Dec 29/06;
EURUSD
USDJPY
USDCAD


I will make the first post in a format I think should be used.
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Old 12-30-2006, 09:51 PM
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Backtest of GoblinOptions
- this is GoblinFibo1.2 with some options that I added.
- best settings are those that resemble 1.2
- settings are in the detailed report

Tested on USDCAD at 1h.
Attached Images
File Type: gif 1.3-USDCAD-64893.gif (7.9 KB, 1150 views)
Attached Files
File Type: htm 1.3-USDCAD-64893.htm (891.3 KB, 538 views)
File Type: mq4 Goblin_Options.mq4 (18.0 KB, 435 views)

Last edited by Tross; 12-30-2006 at 09:55 PM.
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Old 12-30-2006, 11:59 PM
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hey
i would like to c if there any changes with 99%
here u go
Attached Images
File Type: gif goblinfib.gif (7.1 KB, 1011 views)
Attached Files
File Type: htm goblinfib.htm (343.6 KB, 257 views)
File Type: mq4 Goblinfib.mq4 (12.3 KB, 280 views)
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Old 12-31-2006, 01:02 AM
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Ganja - Post3, good find!!

GobFib USDJPY 4h
- nice to see someone using my Fibo mod
- interesting reverse condition on the 4h generates nice results
- you can see that it only loses on 'close at stop'
- also, I don't have data from 2005, just 2006.
Attached Images
File Type: gif 3-GobFib-USDJPY-8464.gif (7.7 KB, 1003 views)
Attached Files
File Type: htm 3-GobFib-USDJPY-8464.htm (212.3 KB, 181 views)

Last edited by Tross; 12-31-2006 at 01:06 AM.
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Old 12-31-2006, 02:25 AM
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Hi. Doesn't that large 'close at stop' drop mean that there are orders being opened and 'forgotten' about until MT closes everything en-masse at the end of the test?
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Old 12-31-2006, 02:33 AM
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Quote:
Originally Posted by omelette
Hi. Doesn't that large 'close at stop' drop mean that there are orders being opened and 'forgotten' about until MT closes everything en-masse at the end of the test?
Yup!

They're just open orders waiting to profit, but the 5 O'Clock whistle on the backtest blows "end of data"!
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Old 12-31-2006, 03:01 AM
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Quote:
Originally Posted by bluto
Yup!

They're just open orders waiting to profit, but the 5 O'Clock whistle on the backtest blows "end of data"!
Thanks, appreciate the clarification.
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Old 12-31-2006, 10:02 AM
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Quote:
Originally Posted by Tross
Tross, can you attach your real data and howto?

I wanted to have a place to post some real backtesting data.I have and am in the process of collecting real tick data for 2006.
If you have a great backtest for any EA, but you'd like to see it modelled with 99% then post it here and I will run it on my data.



To request a backtest, in your post include;
1. the mq4 (attach it)
2. the settings of Every option, or the detailed backtest report
2. the pair or pairs (check the list)
3. the timeframe

Pairs available as of Dec 29/06;
EURUSD
USDJPY
USDCAD


I will make the first post in a format I think should be used.

Hi, Tross
I testing with tick data Gain Capital.
But I don't know, if is able to believe record. Use only *fxt datathat the am generated, without election RECALCULATE.

Examples for EURUSD
1. downloads *.csv data
2. copy FXTHeader.mqh to \experts\include
3. copy simple_csv2fxt.mq4 to \experts\scripts
4. copy GainTicks2fxt.mq4 to \experts\scripts
5. restart Terminal
6. copy csv files to \expert\files and rename EURUSD_ticks.csv
7. run terminal without internet or without password...not loggeed!
7. open graph EURUSD , switch timeframe M1 and drag and drop script GainTicks2fxt.mq4 to graph.
8. after convert... look journal, *.fxt in dir files.
9. repeat any timeframe
10. copy *.fxt to tester\history and dont enable switch RECALCULATE

This is EURUSD my repaired data 2005..2006 GAIN CAPITAL
http://rapidshare.com/files/9633327/EUR_USD.zip.html
http://rapidshare.com/files/9635504/GBP_USD.zip.html
http://rapidshare.com/files/9643753/USD_CHF.zip.html
http://rapidshare.com/files/9645952/USD_JPY.zip.html
Attached Files
File Type: doc Backtesting with 99 percent modelling V1.doc (344.5 KB, 465 views)
File Type: zip convert.zip (6.4 KB, 346 views)
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Last edited by frantacech; 12-31-2006 at 01:17 PM.
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Old 12-31-2006, 03:35 PM
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I have found numerous errors in the data that I downloaded from Gain.

Most commonly, in January Febuary or March the .csv files for certain weeks will contain previous weeks also.

I found it necessary to scan the dates line by line of each file for each week of the year.

Eventually I got all the data in it's correct order.

The final yearly csv file before converting to .fxt is 80 to 120 megs depending on the pair.

I don't think it matters if the terminal is live (internet password, logged in).I also don't create a history file.

Funny thing, I saw someone selling this same service on Ebay, customized TF for certain pairs.

Tross

Last edited by Tross; 12-31-2006 at 03:37 PM.
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Old 12-31-2006, 06:08 PM
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I tried GoblinOptions on tick data which is not Gain Capital and got an almost indentical result.
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