Please help Test Expert Advisor.

[tsheppo]

GoodDay, Please help me backtest my expert advisor with 100% modelling quality.

i want to know if the results it shows on the strategy tester is what i will see on the real account.

maximum spread 3
currency GBP/JPY
Time frame M1

NO COMMISSION ACCOUNT!

Here is the ea I created on fx dreema.

https://drive.google.com/file/d/1nByXqhQftezzWBIHfCJK3JaUInGytLkG/view?usp=sharing

[seb 0]

@tsheppo
Hi, can you paste the fxdreema shared link of your project please

[tsheppo]

@seb-0, why ?

[roar]

@tsheppo dont have perfect quality, but doesnt change the fact - your SL is too small, no one can predict the market with such accuracy

[tsheppo]

@roar this is what i got when testing the ea

[roar]

@tsheppo ok. Well, you might be optimist, but I think my graph is closer to the harsh reality.

In your graph, trades almost never hit SL, even though the SL is incredibly tight. Doesnt sound credible to me.

If you share the project, I can convert to mt5 and test with the smarter tester.

[seb 0]

@roar
You were saying about optimization that : The "forward results scatter" should have a rising pattern, similar to the "optimization results scatter" so it would mean that the EA survives well on new data.
I managed to have some good optimization results with my last EA using the Forward result that had the best compromise result between Back-test and Forward-test. However I don't manage to get this rising pattern on that "forward results scatter".
Would you mind if i send you my EA so, by using your methodology you can tell me if you find a good "resilience" also or it inst worth it?

[roar]

@seb-0 sure, send it. The forward scatter doesnt necessarily have to be increasing, we dont live in a perfect world

[seb 0]

@roar
Alright this reassures me a bit : ) , here is my EA https://fxdreema.com/shared/OKVi1ScGd
The 6 inputs to optimize are the 2 TPs; 2 SLs and 2 MAs ... in the constants, did it on GBPUSD; H1; 10/10/2017 - today.

[roar]

@seb-0 running some optimization rn..
First thoughts

• the EA trades quite rarely, especially on H1. Around 200 trades a year is OK, but I would be happier if it traded more - you get more statistical reliability. This is also why I chose a longer test period, from 2013
• you have separate constants for "uplimit" and "downlimit". This makes some trouble, because you would logically expect the optimal limits to be symmetrical. A solution: use only one of them, "uplimit" for example, and define "downlimit" as "100-uplimit" in the block.

[tsheppo]

@roar here is the shared link of the ea

https://fxdreema.com/shared/2FqwRsh9c

[seb 0]

@roar
I agree, but it's the maximum I can do on this time frame with this strategy and 3 years is the maximum period for a 99% modeling quality, maybe im gona switch of broker.
Ok i didn't do it because i thought these parameters should be part of the fixed ones..

[roar]

@tsheppo I'm sorry to bring bad news, but your EA will not be profitable. The 1 pip trailing stop is making your tester malfunction.

[roar]

@seb-0 I agree, the levels should stay 40-60 or perhaps 30-70, no reason to try everything. Just thought you wanted to optimize them, as you had the constants. I do my testing on FXTM, they seem to have the data

[roar]

@seb-0 the opimization looks okayish to me... At least the forward didnt completely kill it lol

I did a final test with the best forward result, red lines mark the total sample period (6/2013 - 6/2019, half is forward). A bit worryingly, out-of-sample test seems to behave different than in-sample. This might mean the good optimization is just a coincidence, you get lots of pretty coincidences when you run 10000 tests.

In conclusion, can't say anything for certain, maybe maybe maybe More trades would bring more confidence, to my experience...

[seb 0]

@roar
Indeed it looks far to be excellent. Since it probably is slightly above 50% chance of winning I'm gonna invest some money I can loose while improving my strategy
Thanks for showing me i had a too narrow view of the picture!

[tsheppo]

@roar i've created another ea, and this is what i got on my tester, please etst it out for me

[tsheppo]

@tsheppo here is the shared file https://fxdreema.com/shared/7mZPbbki

[roar]

@tsheppo using the default settings?

[tsheppo]

@roar your spread is too large, please use spread of 2.

because take profit is 10 pips