Hi everyone, so I'm trying to find a way to backtest EA's in MT4 which use multiple timeframes. As far as I can see there is no standard way to do this in MT4.

For moving averages there is a pretty simple work around, you can just multiply the periods (e.g. if your EA is looking at 20 and 100 period averages on 5 min and you want to look at same moving average on 15 min you can just add another condition block which looks at 60 and 300 period). This isn't perfect but matches the higher timeframe moving average pretty closely.

Problem I'm running into is how to do the same thing with oscillators. Just multiplying the periods doesn't work, the values are way off. Does anyone have any ideas? Is there a particular oscillator which represents the higher timeframe values more closely? Or maybe some kind of custom indicator anyone has come across which could do this?

Thanks.

Think I will have to have separate archiver EA's and just do something with macros in excel to combine all the data in one master excel

Hi Everyone. I'm currently forward testing a bunch of EA's on a demo environment and I'm using a separate 'Archiver' EA using the 'write to file' function to store details of how the account is changing (balance, profit, relative drawdown etc) each hour and its updating the same spreadsheet in the way I want, no problem.

What I'd like to do additionally is capture details on when each EA is opening trades, how the profit of these trades changes, when they close etc, in an excel. I know I'd probably need to have an individual 'Archiver' EA for each trading EA and match the magic numbers so it could pull out the relevant trades, that's fine, but I'm wondering if the Archiver EA's could all update the same spreadsheet? I'd need a lot more than 10 columns for all the EA's and details so not sure I can do it with the standard write to file block. Is there a way to have data written to separate sheets in the same excel doc? Or maybe a way to configure which column each Archiver EA starts writing to? So Archiver no1 writes into columns 1 - 10, Archiver no2 writes in column 11 - 20?

Hope that all makes sense! Any help much appreciated.

Thanks for your response and advice. It would still be good to understand why it works in back testing but not on 'live' markets in case I run into it again in the future. If there is a problem with the EA itself why doesn't it appear in visual mode? It bizarre!

Hi Everyone, I'm hoping a wise fxdreema out there can help me with an issue I'm having.

So on a demo account I've recently started forward testing an EA I made that hedges. As a quick overview, if there is only 1 trade, it waits for that trade to hit X-pips profit and then closes, simple. If that trade goes into Y-pips loss, it places a trade of the opposite kind. It then waits for price to exceed the last buy or sell by Z-pips and then places another trade of that kind. It continues in this way until the profit from one 'side' (buy or sells) exceeds the loss of the other by a certain amount and then closes everything, leaving it clear to open another single trade and the system effectively restarts.

It works great in backtesting, I've tried it on lots of different markets and timeframes and it always performs well but I've had it on forward testing for a couple of weeks now and it's not functioning the way it should, it doesn't place hedging trades when it should, it enters hedging trades randomly in the middle of existing hedges, its crazy! I've rebuilt the system in a couple of different ways, e.g. instead of using 'pips away from' blocks I tried making it draw a horizontal line and then wait for market price to cross over/below that, but still coming up with the same issues.

What I don't get is why it works perfectly in backtesting but then goes haywire on forward testing! To be clear its not a performance/profitability issue I'm running into, its the fact that it seems to stop following the same rules and conditions when I put it on 'live' market data. Like I say I've backtested thoroughly, for 14 years on some pairs, so there is no way this fault can be occurring in the tests otherwise it would wipe out any account very quickly, its just on the forward testing.

Has anyone come across this kind of thing before? Weird behaviour where an EA works just how its intended in back tests but then is all over the place on actual markets?

I did notice most of the issues seemed to appear on Monday morning when I switched my computer back on after the weekend. I've seen stuff online about people's chart objects vanishing randomly when they come back to their terminal after shutting down the computer, is there possibly some bug in MT4/broker which is causing this?

Any suggestions on fixes that I can try would be much appreciated!

Thanks in advance.