Looking for Metatrader Backtesting Guru ( MT4)

forex_trader_149646

Tham gia từ Sep 09, 2013 406bài viết

Jan 30, 2015 at 18:24

Tham gia từ Sep 09, 2013 406bài viết

I am building systems located here - http://www.myfxbook.com/members/RedRhinolab and I have a large list of systems that I'll be developing in 2015. I would like to meet someone who is a backtesting guru to optimize these systems. Quality backtests take a lot of time and resources. You will be rewarded by a free license of each system.

forex_trader_149646

Tham gia từ Sep 09, 2013 406bài viết

Jan 30, 2015 at 18:32

Tham gia từ Sep 09, 2013 406bài viết

Optimization through backtesting can "Open The Window" to a completely new system than the intended original design. For example, a system designed to run on a Daily Time frame can be ran on a H1 timeframe with different setting and produce far better results. The same goes for a system that was designed for a H1 TF can be implemented on a M5 TF with tighter SL,TP,TS to produce extraordinary results. Or you can optimize the original design to find better settings that actually change the system completely.

forex_trader_149646

Tham gia từ Sep 09, 2013 406bài viết

Jan 30, 2015 at 18:40

Tham gia từ Sep 09, 2013 406bài viết

Qualification:

Tick data - It's not necessary for 99% Modeling Quality unless optimizing trailing stops, but the tick data from a quality source "http://www.tickstory.com" or equivalent should be used to create M1 Bars that are then "Period Converter" to all the standard timeframes. By doing so, data holes don't exist and the backtester has the ability to work correctly. If there are better methods today, please discuss them as well.

CrazyTrader

Tham gia từ Nov 21, 2011 1601bài viết

Jan 30, 2015 at 20:14

Tham gia từ Nov 21, 2011 1601bài viết

There is noting better to test real demo account over months.
It takes time to test a strategy.

forex_trader_149646

Tham gia từ Sep 09, 2013 406bài viết

Jan 31, 2015 at 06:24

Tham gia từ Sep 09, 2013 406bài viết

Yes I agree, Live tests are better but the task is to unlock the potential of a system and through backtesting with optimization we can satisfy this task. It is truly amazing what we can uncover when backtesting, with a walk forward testing approach.

http://en.wikipedia.org/wiki/Walk_forward_optimization

CrazyTrader

Tham gia từ Nov 21, 2011 1601bài viết

Jan 31, 2015 at 10:27

Tham gia từ Nov 21, 2011 1601bài viết

In fact you simply need to know if your system was designed for trendy market or sideway market.
When you find or developp your own Indicator that can indicate such information, you allow your EA to trade or not.
If you think your strategy is suitable for any kind of market conditions, then you let it tun all time but you have different parameters to adjust.

blownaccount

Tham gia từ Aug 30, 2012 64bài viết

Jan 31, 2015 at 14:07

Tham gia từ Aug 30, 2012 64bài viết

My System, can not be back tested, for a lot of reasons but one simple example is because its reading Internet News feeds like Reuters ....

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bendex77

Tham gia từ Apr 05, 2014 33bài viết

Feb 07, 2015 at 10:55

Tham gia từ Apr 05, 2014 33bài viết

Maybe just build a mt5 version and use the cloud? It's awesome for back testing and worth it alone to make an mt5 version.

RobotWealth

Tham gia từ Jan 22, 2014 1bài viết

Feb 09, 2015 at 07:38

Tham gia từ Jan 22, 2014 1bài viết

I'm interested in backtesting your systems. I use a customized backtesting engine built on a C++ framework that utilizes walk forward analysis. I also have access to high quality historical data.
Let me know if you're interested.

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