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sirius1fx (sirius1fx)
Sep 26 2016 at 17:36
345 posts
@CrazyTrader Some EA's are more reliable when it comes to backtesting then others, there are many factors..

If you know what your doing your backtest and live trading can be damn near exact within a few pips max..
If your backtesting isnt matching your live trading you really gotta ask yourself why, as its not the backtest its your algorithm especially if its a 99% tick data..

Main reasons peoples backtest dont match live trading:

- Their tp/sl is not more then 10x the avg spread..
- They curve fit periods without out of sample testing..
- EA has too many variables that allows it too much freedom on backtest makes it more of a curve fit..
- Trailing stops are used as takeprofit without taking into consideration spread widening on volatile markets..
- Pending stops are used, these create alot of slippage..
- Trade duration is too fast for retail trading..

if you follow the flock like sheep you always end up stepping in shit!
vontogr (togr)
Sep 27 2016 at 07:36
4862 posts
CrazyTrader posted:
Backtesting is a crap thing.
CTrader or MT4, I guess it the same crap thing. even with 99% Quality, backetesting means nothing.
I realizaed this by myself when I did perform some testings.
When you realize that you can get very different result from different brokers by using the same EA, you say 'WTF'
Then when you backtest the day (current day) while you had your EA on live the same day... and realize that backtesting doesn't provide same trades... Then you understand backtesting is so rubbish.

The real use of backtesting, it to make sure you have well coded your strategy and EA opens/closes when it supposed to do it.
You test that EA behaves well as expected. That's the only point of backtesting.

Some scarmers then used backtesting to show unneatable performance... and then everybody started on the same way.


@CrazyTrader
Perhaps if you spend more time backtesting you could have at least one profitable account. You dont. Point.

vontogr (togr)
Sep 27 2016 at 07:52
4862 posts
sirius1fx posted:
@CrazyTrader Some EA's are more reliable when it comes to backtesting then others, there are many factors..

If you know what your doing your backtest and live trading can be damn near exact within a few pips max..
If your backtesting isnt matching your live trading you really gotta ask yourself why, as its not the backtest its your algorithm especially if its a 99% tick data..

Main reasons peoples backtest dont match live trading:

- Their tp/sl is not more then 10x the avg spread..
- They curve fit periods without out of sample testing..
- EA has too many variables that allows it too much freedom on backtest makes it more of a curve fit..
- Trailing stops are used as takeprofit without taking into consideration spread widening on volatile markets..
- Pending stops are used, these create alot of slippage..
- Trade duration is too fast for retail trading..

@sirius1fx
exactly
BT is first step
forward testing second
cent is next

bestdarngood
Oct 03 2016 at 08:16
174 posts
I would say it depends a lot of the EA of whether or not backtesting will yield results close to what the Real Testing will yield. In the case of Scalpers, I never trust them in backtests for the reasons CrazyTrader mentioned. When you deal with only a few pips being won or lost, the backtest is very faulty because the spread can easily eat the winning trade in those cases.

The Strategy Tester is best for EAs that win 10+ pips but it still is no where near perfect. Vontogr is correct that you then need to forward test and eventually live test it on a real account (at lowest risk settings) to really see if it profitable.

A lot of work, if the backtest fails, then that is an early sign that an EA is no good, but a good backtest is no indication that it will profit in real world trading.

See my profile or message me for my latest EA
vontogr (togr)
Oct 04 2016 at 07:46
4862 posts
bestdarngood posted:
I would say it depends a lot of the EA of whether or not backtesting will yield results close to what the Real Testing will yield. In the case of Scalpers, I never trust them in backtests for the reasons CrazyTrader mentioned. When you deal with only a few pips being won or lost, the backtest is very faulty because the spread can easily eat the winning trade in those cases.

The Strategy Tester is best for EAs that win 10+ pips but it still is no where near perfect. Vontogr is correct that you then need to forward test and eventually live test it on a real account (at lowest risk settings) to really see if it profitable.

A lot of work, if the backtest fails, then that is an early sign that an EA is no good, but a good backtest is no indication that it will profit in real world trading.


Its about ctrader - calgo backtesting. Do you have any experience with it?

vontogr (togr)
Oct 05 2016 at 06:41
4862 posts
I dont think results like this are real

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