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I finished my sustainability rant in time to make a ton of fixes, minor edits, etc to Phoenix. Version 5.6.6 has been released in post 1 of Phoenix - Development+Suggestions - MQ4 in Post#1
Post 1 and 2 have been updated with current info, as promised. If you are willing to do some testing, there are a lot of changes!
I commented the code changes fairly thoroughly and most changes are easily reversed by deleting and adding // in front of lines.
We all look forward to your results, criticism and ideas!
Good to see there are other green people here as well. Are any of you vegan?
I eat organic when I can, but as a very brittle diabetic I can't go vegetarian. All vegetarian sources of protein are not recommended for me due to overlapping health issues. Chicken is recommended though, so I eat a lot of it. My health based interests are traditional chinese medicine, ayurveda, telomerase, Aquarius water, work by Dr Robert Becker, and living a sustainable lifestyle.
I used MACD-Sample EA to backtest 3 brokers on same USDCHF. Bokers are FXDD, IBFX, NF.
1. Downloaded latest History Data from Alpari History Data Center. http://www.alpari-idc.com/en/dc/databank.html
2. used Period_Converter script to convert M1 data to remaining timeframes for each Broker.
3. Date Range: 2006.05.17 - 2006.11.24.
4. H1 timeframe & Deposit $3,000.
5. Settings for Backtest
FXDD and FN results are virtually the same. IBFX results were off (down) by over 30%. I don't know which Broker's backtest reuslts are closer to forward or live results, but these results should make a concern on which Broker is used when using the MT4 Strategy Tester in EA development and confrimation. Side by Side Demo and LIve results are needed to clarify which Broker's backtest results.
Wackena, Thanks so much! I have heard good things about fxdd lately, including live matching demo data. I have a history file I'm going to look over as well. Does anyone have good or bad experiences with FXDD?
I do not know we have so many green people in Phoenix? No I am not vegan....
You might be surprised to know that the consumption of meat is the single largest impact on our environment. Overfarming of land, destruction of the rainforests, water pollution, are most effected by the production of meat.
Quote:
Originally Posted by daraknor
I eat organic when I can, but as a very brittle diabetic I can't go vegetarian. All vegetarian sources of protein are not recommended for me due to overlapping health issues. Chicken is recommended though, so I eat a lot of it. My health based interests are traditional chinese medicine, ayurveda, telomerase, Aquarius water, work by Dr Robert Becker, and living a sustainable lifestyle.
I know several vegan diabetics and they have no problems. Doctors are not nutritionists and rarely have any idea of what a vegan diet entails. Proteins are simply amino acids and all amino acids can be consumed in a plant based diet. I would recommend talking with a vegan doctor.
I used MACD-Sample EA to backtest 3 brokers on same USDCHF. Bokers are FXDD, IBFX, NF.
1. Downloaded latest History Data from Alpari History Data Center. http://www.alpari-idc.com/en/dc/databank.html
2. used Period_Converter script to convert M1 data to remaining timeframes for each Broker.
3. Date Range: 2006.05.17 - 2006.11.24.
4. H1 timeframe & Deposit $3,000.
5. Settings for Backtest
FXDD and FN results are virtually the same. IBFX results were off (down) by over 30%. I don't know which Broker's backtest reuslts are closer to forward or live results, but these results should make a concern on which Broker is used when using the MT4 Strategy Tester in EA development and confrimation. Side by Side Demo and LIve results are needed to clarify which Broker's backtest results.
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.
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
It always makes sense to test with the same broker data as you trade on as much as you can I think. There has been discussion adopting a single broker for testing and results. The clear leader right now is FXDD, I haven't heard anything bad about them except some people blaming them for using Daylight Savings Time. If we do choose a broker, we could all use the same data for testing, and I would put the history files on my web server for download. If I get over a terabyte in downloads in one month, I might have to take it down or password protect the page with the password listed in these forums. That honestly offers the most appeal to me at this point. All of my tests using IBFX data have just been... bad. FXDD tests with the same EAs, same currency, same timeframe are much better. I was acutally getting a ton of errors using both the downloaded data and the IBFX data where a BUYSTOP wasn't executing even though it had the same value as a SELL SL. The SL would get hit (in M1 backtest) but the pending order wouldn't execute. Sometimes it was the other way around. I did troubleshooting on this for about a day, doing dozens of tests. Switched data to FXDD, no more errors.
Linear Mode
