[B]Originally posted in the wrong forum[/B]
Perhaps someone can help me identify the issue, or else confirm that it’s something I can’t ever fix because MT4 doesn’t work - here’s the issue:
I developed an EA, very simple one that places trades based on high/low channels. I have an input for the EA on time frames and run the optimization to see what’s best between M1 and D1.
7 results come back, and I take one to run in “visual mode” to see my exits/entries are all working as they should. But that backtest is completely different from the Optimization.
I go back to optimize, get the same results as before, take a different setting and run it on back test, and again, completely different results.
I go back to optimize - and now, the optimization results are completely different, off by as much as 50k.
To be clear, I’m using Tick Data through TickStory (and their launcher), with embeded spreads, I also have a spread editor which set everything to a static spread of my choosing. I disconnected the MT4 platform, so it’s not getting new spread and when I check the symbol properties in the backtester, the spread I chose is there. Since so many attribute this to a spread issue, I can confirm it’s not.
Just, what is going on?? The logic in the EA is SUPER SIMPLE, so I know it’s not the entries that are wrong, if they were I’d see that in the visual mode as well, but that’s all correct - I’m so confused …
If MT4 is dead, then can someone perhaps also suggest strong brokers outside of US/Canada (their rules I don’t like). I was trying on AxiTrader, and I’ve worked with Pepperstone who have cAlgo and MT5 … but I’d like to keep my MT4 if possible - help
Post #2
Ok, I JUST figured out what was causing the changes in results - it’s the “Timeframe” on the backtester settings itself, which is odd.
I went through the whole of my code, everything which uses a timeframe to get data (Channel, ADX, ATR, etc) are all using the input value of the timeframe, yet if I change the setting on the tester, it changes the results. I also have the “Every Tick” setting on the tester, so technically, as soon as a tick is hit on the input timeframe setting I have, it should trigger the trade regardless of the timeframe selected on the tester - why does this value change my results?
Here’s the code (simple Turtle with ADX filter as featured in a book that I liked)
input int LongPeriod=55;
input int ADXPeriod=14;
input int Slip=3;
input double LotSize=1.0;
input ENUM_TIMEFRAMES TimeFrame=PERIOD_D1;
int MagicNumber = 10001;
int OnInit()
{
return(INIT_SUCCEEDED);
}
void OnDeinit(const int reason)
{
}
void OnTick()
{
int cntTurtle = 0;
int Slippage = Slip;
if (Digits == 5 || Digits == 3) { Slippage = Slip * 10; }
// Get ADX Values
double adxValue1, adxValue2;
adxValue1 = iADX(Symbol(),TimeFrame,14,PRICE_CLOSE,MODE_MAIN,0);
adxValue2 = iADX(Symbol(),TimeFrame,14,PRICE_CLOSE,MODE_MAIN,1);
int Counter;
for (Counter = 0; Counter <= OrdersTotal()-1; Counter++)
{
if(OrderSelect(Counter, SELECT_BY_POS))
{
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
{
cntTurtle++;
if(adxValue2 > 40 && adxValue1 < adxValue2 ) {
// Bishop
double CloseLots = OrderLots();
if(OrderCloseTime() == 0 && OrderType() == OP_BUY) {
bool OC = OrderClose(OrderTicket(), CloseLots, Bid, Slippage, Orange);
} else if(OrderCloseTime() == 0 && OrderType() == OP_SELL) {
bool OC = OrderClose(OrderTicket(), CloseLots, Ask, Slippage, Orange);
}
}
}
}
}
// Check for any trades opened that day
if(cntTurtle == 0)
{
if(adxValue1>adxValue2) {
// ADX Good
double ttlHigh, ttlLow, tHigh, tLow;
// Get Turtle Values
ttlHigh = High[iHighest(Symbol(),TimeFrame,MODE_HIGH,55,1)];
ttlLow = Low[iLowest(Symbol(),TimeFrame,MODE_LOW,55,1)];
tHigh = iHigh(Symbol(),TimeFrame,0);
tLow = iLow(Symbol(),TimeFrame,0);
// Turtles
// Ask = Open Buy Orders, Close Sell Orders
// Bid = Open Sell Orders, Close Buy Orders
if(tHigh>ttlHigh || tLow<ttlLow) {
datetime now = Time[0], bod = now - 86400;
for(int iPos=OrdersHistoryTotal()-1; iPos >= 0; iPos--) if (
OrderSelect(iPos, SELECT_BY_POS, MODE_HISTORY) // Only orders w/
&& OrderMagicNumber() == MagicNumber
&& OrderSymbol() == Symbol()
&& OrderCloseTime() >= bod
){ cntTurtle++; }
}
if(cntTurtle == 0)
{
if(tHigh>ttlHigh) {
double lstBarLow;
lstBarLow = Low[iLowest(Symbol(),TimeFrame,MODE_LOW,2,1)];
double ATRSL = Ask - (iATR(Symbol(),TimeFrame,14,0) * 2);
if(ATRSL < lstBarLow) { lstBarLow = ATRSL; }
bool OC = OrderSend(Symbol(), OP_BUY, LotSize, Ask, Slippage, lstBarLow, 0, "Turtle", MagicNumber, 0, Green);
} else if (tLow<ttlLow) {
double lstBarHigh;
lstBarHigh = High[iHighest(Symbol(),TimeFrame,MODE_HIGH,2,1)];
double ATRSL = Bid + (iATR(Symbol(),TimeFrame,14,0) * 2);
if(ATRSL > lstBarHigh) { lstBarHigh = ATRSL; }
bool OC = OrderSend(Symbol(), OP_SELL, LotSize, Bid, Slippage, lstBarHigh, 0, "Turtle", MagicNumber, 0, Red);
}
}
}
}
}
