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Backtesting of cTrader
Feb 05, 2017 at 07:28
657 zobrazení
2 Replies
Členem od Sep 11, 2016
20 příspěvků
Feb 05, 2017 at 07:28
Hi traders,
I am developing automated strategies (EAs) on MT4, and main strategies are quite short ones, and now considering to switch to cTrader since I have heard that execution time of it is much faster than MT4.
One of the issues of this transition is back-testing. Now I am using MT4 + Birt, and the speed of back testing is acceptable. Plus by using the Birt addin, I can use real variable spread can be used for testing, tick data of Dukascopy is available.
However, when I tried the back testing, I found issues as below:
- Speed : I found the speed of back testing of cTrader is quite slow than that of MT4, it is almost impossible to test even with one year data.
- Backtesting Data : it seems the data are imported from somewhere, but I would like to use Dukascopy data. Plus, it is not clear whether the spread is real or not.
Is there any way to solve those two problems? What options are there? Using MT4 back-tester for cArgo is possible?
If my understands are wrong, please correct me.
Thank you.
Členem od Apr 18, 2017
34 příspěvků
May 01, 2017 at 11:08
Well, I have only one mt4 trading experience on back testing! In addition, I reduced the speed manually! Actually, in my demo I tested a scalping trading strategy on M30 time frame! But unfortunately, I didn’t find any good result! So now I am not working with the same trading strategy! Whatever, I seem manual practicing is much reliable than using back testing!
Členem od Apr 18, 2017
700 příspěvků
Nov 16, 2017 at 15:34
ChenLipKeong posted:Back-testing is not a bad idea! If you have a trading strategy and then want to know it’s performance, then back-testing is the best way!
Well, I have only one mt4 trading experience on back testing! In addition, I reduced the speed manually! Actually, in my demo I tested a scalping trading strategy on M30 time frame! But unfortunately, I didn’t find any good result! So now I am not working with the same trading strategy! Whatever, I seem manual practicing is much reliable than using back testing!
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