problem with backtesting

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problem with backtesting

Postby james.balderton@gmail.com » Sat Apr 21, 2012 12:35 pm

Hello, I have done backtesting on EURUSD from 2000 to 2012 with no problem so far.
Now I am attempting to make the same on EURCHF or GBPUSD bu I am not getting any operation done.
I mean, the status indicator runs and there are no errors in the log tab but the EA does not make any operation.
Note that other EAs work fine on the same data.
Any idea what could be causing that?

James
james.balderton@gmail.com
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Re: problem with backtesting

Postby Support_AdrianS » Sat Apr 21, 2012 1:41 pm

Dear James,

We had no problem with backtesting so far.
If it worked on eurusd, it should work with other pairs also.
The backtest is taking longer for the version 6.04, because of the protection system.
Have you finished the backtests for eurchf and gbpusd and had no trades or you stopped them at some point because it was taking to long and no trades were opened?
Maybe it was no history data for that period.
If the backtests are done during the weekend, the spread might be higher than the MaxSpread. (Spreads are usually higher and we don't recommend backtesting during the weekend)
We will make some tests again to see if there is any problem.

Kind regards,
Adrian.
ForexRealProfitEA Team
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Re: problem with backtesting

Postby james.balderton@gmail.com » Mon Apr 23, 2012 8:34 am

Hi Adrian ,
I tried a full test on 2011-2012 on GBPUSD and EURCHF on 2 versions of MT4 .One is from AVA FX and the other is from ActivTrades.
The historical data is there but no operations has been made so far.
Later today I will try to download MT4 from Pepperstone as I see is one of your live accounts and see if it works.
MaxSpread was unchecked (default settings).

Cheers

James
james.balderton@gmail.com
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Re: problem with backtesting

Postby james.balderton@gmail.com » Mon Apr 23, 2012 9:57 pm

Hello, still me. I've downloaded MT4 from Pepperstone,downloaded data for GBPUSD and it works without problems.
Still the EA does not work on AVA FX and ActivTrades MT4 version. Tested on 3 different machines with dwin 7 ,win 2000k and win XP.
No error is shown in the EA log.
james.balderton@gmail.com
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Re: problem with backtesting

Postby Support_AdrianS » Tue Apr 24, 2012 6:16 pm

Dear James,

We made the same tests on AVA FX today, it seems to be a problem with the spreads, they are higher than MaxSpread.
MaxSpread prevents trades to be open if the spread offered by the broker is higher then this value.
The lower the spreads are, the larger the profit is.
When MaxSpread is set to " 0 ", MaxSpread is automatically set by default with our optimized settings (they don't need to be adjusted anymore):
AUDUSD - MaxSpread = 4
EURAUD - MaxSpread = 8
EURCAD - MaxSpread = 7.5
EURCHF - MaxSpread = 4
EURGBP - MaxSpread = 3
EURUSD - MaxSpread = 3
GBPCHF - MaxSpread = 7
GBPUSD - MaxSpread = 3
USDCAD - MaxSpread = 5
USDCHF - MaxSpread = 4
USDJPY - MaxSpread = 3

On AVA FX GBPUSD Spread is over 4 pips, higher than the recommended MaxSpread, this is the reason that backtest is not working in this case.
If you manually set MaxSpread to 9 for example, the backtest will run normally, but we don't recommend brokers with higher Spreads than the default settings.

We haven't checked ActivTrades broker yet.

Please check to see if this is the reason that your backtest is not working.

Kind regards,
Adrian.
ForexRealProfitEA Team
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Posts: 160
Joined: Mon Nov 22, 2010 3:26 pm

Re: problem with backtesting

Postby Support_AdrianS » Thu Apr 26, 2012 11:49 am

Dear James,

We made the same test on ActivTrades today, it seems to be the same problem with the spreads, sometimes they are higher than MaxSpread.

On ActivTrades GBPUSD Spread is 3 pips and sometimes 4 pips, higher than the recommended MaxSpread, this is the reason that backtest is not working in this case.
If you manually set MaxSpread to 9 for example, the backtest will run normally.

Kind regards,
Adrian.
ForexRealProfitEA Team
Support_AdrianS
Moderator
 
Posts: 160
Joined: Mon Nov 22, 2010 3:26 pm


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