How to back test ?

Pat494

Legendary member
14,621 1,578
I used to backtest the EAs of MT4. But recently it has become SOOOOO slow I haven't got a week to spare for each test.
Is there any way I can speed it up to previous performance ?
 

FXX

Experienced member
1,267 259
I backtest my algo over 20 years of data in less than 10 seconds. It's not in mt4 its written in c# and I have designed it to span out dozens of threads processing concurrently at each phase. I guess all these GUI tools have to paint and calculate drawing etc as well as being inefficient on threading.
 
  • Love
Reactions: CavaliereVerde

CavaliereVerde

Experienced member
1,552 1,996
If speed is a problem mt5 supports multi cores and multi agents while being free.
BTW i ma not a sponsor of Metaquotes. :ROFLMAO:

For guys that like speed, C language and tons of indicators I suggest zorro-trader.
Backtesting is free, than if you acheive something interesting you can subscribe or buy it and trade live.
 
Last edited:

tomorton

Legendary member
8,408 1,338
A significant fault I have seen in backtesting is that the methodology allows multiple positions.

For most traders, once they're in a market, they will avoid taking multiple positions on the same market simply because there has been a fresh buy signal, and then another and then another. In any case, eventually the account runs out of margin for new positions. Most traders are even more averse to taking additional trades in opposing directions, even if their account allows it.

So many times I've seen backtests that seem to generate vast numbers of trades with extremely high win rates. These are accidental pyramids and they can hugely inflate the performance of a strategy which can never be replicated in real life.
 

FXX

Experienced member
1,267 259
e in a market, they will avoid taking multiple positions on the same market simply because there has been a fresh buy signal, and then another and then another. In any case, eventually the account runs out of margin for new positions. Most traders are even more averse to taking additional trades in opposing directions, even if their account allows it.

if i had a penny for every live account on show that does this
 
  • Haha
Reactions: CavaliereVerde
 
AdBlock Detected

We get it, advertisements are annoying!

But it's thanks to our sponsors that access to Trade2Win remains free for all. By viewing our ads you help us pay our bills, so please support the site and disable your AdBlocker.

I've Disabled AdBlock