Backtesting Expert Advisors: Historical Data

[psmea]

Hello all,

Do all broker data feeds in eastudio have “Real” spread? I am using Darwinex data from eastudio.
I am having alot of difference between my real trades in mt5 and the eastudio results.
Timing of the trades is mostly the same but the profit is wildly different.
When backtesting with real ticks in mt5 it matches the real trade data.
I Also notice my ea’s like to open at 01:00. I set my session start time at 00:05

[Mark Henry]

Hello Psmea,

Darwinx is having very high cost when it comes to real trading, so if you calculate the commission, spread and swaps, the difference can be 2-3% per month on the live accounts.

 

Regarding the timing of the trades open, it is not connected to a specific timing but more of the data coming on that time, if the entry meets the timing it opens a trade,maybe you chose the server timing manully, you need to check that and match it with the EA time, also you can change the timing as you did and backtest it again

for example change the time to be starting at 01:10

[psmea]

Hey Mark Henry,

Thank you so much for your reply.
When setting the session time open 1 hour later like you said indeed made the backtest and eastudio the same.
I was under the impression that the spread information that comes with the broker data would be able to simulate the crazy spreads correctly. But it seems thats not the case? I will generate some new strategies with new session times to see If I can match all trades across demo backtesting and live.

Can I ask you what broker you are using personally and what session open times are you setting for your strategy generation?

[Mark Henry]

Hi Psmea,

That would be ideal, you need to match the timing and then you look at the backtest if it is matching or not

I’m using IC markets at the moment and DarwinX for testing and I keep my open time to default to be honest, I don’t change it at all.

cheers

[simonwill]

@slope A lot of the confusion between EA Studio backtests and MT4/MT5 backtests usually comes down to data consistency and execution costs.

[Mark Henry]

Hello Simon,

thank you for sharing your thoughts about that.
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[Lourens Pretorius]

Hi Guys, I’ve just started using EA Studio. I ran numerous Generator setups for GBPUSD and EURUSD with M5, M15, M30 and H1 timeframes.
My starting balances were &1000.00 and $10000.00 respectively. I found much smoother balance curves after running the Generator for 300mins (5hrs) for the $10000.00 starting balances then for the $1000.00 cases. The $1000.00 curves are “stepped” and don’t really improve over the run time of the Generator.
Question: Can I use my $10000.00 EA Studio generated portfolio on a $1000.00 demo account with my XM Global broker?

[Mark Henry]

Hello Lourens,

If you are trying to trade on a 1000$ that is riskier in general than on 10000$ and the curves won’t show as much, because the 10% on 1000$ will look less “steeped” than 10000$ for sure

As for XM, you need to back test on that as well, but since it is Demo trading, that is doable on any broker, but the results might change slightly from one broker to another.

Please let me know if there is anything else you need help with.

 

[Samuel Jackson]

Hi Lourens, to add to this. You should try backtest some of your strategies that you generated on 10k account in EA Studio with reduced lot size and account balance. I am assuming you generated with 10k, 100 leverage and 0.1 lot size. So a strategy that works well on that should perform the same on a 1k account if you change the lot size to 0.01.

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