- junio 7, 2013
- publicado por: Equipo Wiki de Forex
- Categoría: Asesor experto
Conjunto de datos de garrapatas - Birt's EA review
Backtesting Forex strategies is certainly one of the most efficient ways of gauging their profitability potential. I would go as far as saying it’s THE best way unless you’re in possession of very extensive forward testing results. Sin embargo, with Metatrader 4 – the most popular Forex platform nowadays – backtesting is inherently flawed. Metatrader 4 does not store the actual ticks coming from the broker’s server; the best data at its disposal is data from the M1 timeframe – it only has the open, alto, bajo, close and number of ticks for each minute. Entonces, if it only has these for values, you might be wondering how does it produce the ticks that happened within each minute and the answer is easy: it generates fake ticks through interpolation based on the tick count for each minute. If you didn’t understand what’s the problem yet, I’ll point it out for you: the ticks generated this way are not the real ticks, they are essentially fake ticks! No solo eso, but Metatrader 4 is only able to backtest your robot using the fixed spread, whereas all good brokers nowadays use variable spread! It simply uses the current spread of your broker so, Por ejemplo, if you’re testing an Asian scalper robot during the day, the results will be completely misleading.
Ahora, if you have a strategy that deals with hundreds of pips for each trade and only closes at a stop loss or take profit, the fact that the ticks in your backtest are not the actual ticks does not really matter that much. Sin embargo, if you have a scalping strategy that takes profit at 10-20 pips or if you have a strategy that follows the market closely with a trailing stop, backtesting with ticks that...
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