Home Forums EA Studio Portfolio EAs portfolio calculations vs reality Reply To: portfolio calculations vs reality

#116949
User AvatarDavid Archambeau
Participant

Hi everyone,

for the courageous that read this thread to this point, I eventually found where the problem is 🥳

After more than one month of tests, here are the results. 21 strategies generated in total 110 trades. The tests has been made on 5 different trading pairs and on 5m,15m,30m and 1h timeframes. And the same EAs were working simultaneously on two different computers at the same time. One on Windows, and another one on Ubuntu.

For all the differences that I’ve found, I made a double check to be sure that I didn’t made a mistake somewhere.

Between mt4 tester and EA studio, I only had 1 difference, which is really good.

Between the two computers, I had 2 differences. I guess it’s due to loss of connection, or latency, or ???

Between reality and EA studio/mt4 tester, I had 37 differences, which is fairly huge (more than 33%). But after some analyses, for 34 of the trades, they all were fired at 00:00. So my big discover is that some brokers (like IC Markets that I use) prevent trading near 00:00, so these trades never opened.

So in conclusion, if I remove these trades, I had 3 differences on 76 trades. I don’t know if we can consider that as good or bad, but it’s fairly less dramatic than I first thought. Now for my next generations, I’ll change the opening hours of the trades in the EA studio params and see the results. But nothing seems linked with trailing stops as I first thought. It’s just that strangely in my case, these strategies seems to open almost all positions at this specific hour.

And in term of prices, almost all prices are the same between EA studio and mt4 tester. And with reality, the difference was rarely more than 1,5pips. I just had one trade with 15 pips difference, but I guess it was due to abnormal market conditions.

It took me long hours to do theses tests, but I learned a lot and I’m really happy that I did. Without this issue and the desire to share my results, I wouldn’t have taken the time to do it but now that I did it, I personally think that’s something that has to be done at least once when you start with this system, because now I’m fairly confident with the system and the strategies generated 🙂💪

The next step now is to find profitable ones, and that will be harder that I thought at first place 😅

Thank you Samuel for your help and your support during this process 👍

I wish everyone a great day and happy calculations

 

Shopping Cart