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  • #115545
    Samuel Jackson
    Moderator

    Also David, is the backtest quality in EA studio showing as 100%? I personally don’t use M1 timeframe but it could be an ambigious bar problem (I doubt it but we will investigate)

    Honestly, don’t be depressed or dispair David. I assure you that there is no issue with EA studio and I will help you get to the bottom of the mismatch so you can move forward. Also I am sure Petko will chime in soon to help also.

    If needs be you can even send me one of your EA’s and I can repeat the test for myself (I’d need more than just the screen shot above however as I dont know all the inputs for indicators)

    I am also not saying you shouldn’t check 20 strategies etc. But focus all your efforts on a single one for now. You are trying to do too much too fast (Which I completely understand as it is my habit also!!)

    #115559
    David Archambeau
    Participant

    Hi Samuel,
    And thank you again for your time and interest in my case, I really appreciate that.
    I understand your point of view to check things piece by piece and not doing too much at the same time. But as my questions relates to the execution of strategies compare to reality, my main concern is not the fact that both mt4 tester and EA studio are the same, but the fact that the trades are the same when I put them to work. At my point of reflection, I even don’t care that the price differs from one pip or the profits are not exactly the same, I’m just comparing times of executions, because if I don’t trust the system on that point, everything else doesn’t care for me. Having a good strategy that works exactly the same on mt4 tester and EA studio but doesn’t deliver the same when I put it on a chart is useless in my opinion. That’s why I even didn’t compare prices in my previous test.
    But you are totally right about myself. I want things to go too fast and do to too much things at the same time. I need to work a lot on my patience 🙂
    All the backtest quality were 100%, and I only choose 1 min to have more trades to compare in a short period of time (again patience…). But what I’ve seen is that for some strategies, if I change the starting date of the test, the result for the week I was checking may defer completely. So I think it was not a good idea to test on this timeframe with rapidly generated strategies only for a few days.
    I know that you will tell me again that I do too much, but here I’ve grab the 2 best strategies that I have on 5, 15, 30 and 60mins timeframe on a pair. I’ve set the 8 strategies on mt4 and mt5 on two different computers and I’ll let them work for a few weeks. And after that, I’ll compare the results, that I think will be more realistic and I hope more accurate, and if I have again such huge differences, I’ll accept your proposition to check with me a chosen strategy. And during this time, except for checking if everything is still running fine on metatrader, I’ll take a pause with EA Studio, because I’m not in a good state of mind to continue to use it now.
    Thanks again for your response.
    I can’t wait to see the first videos. I was very excited when Petko told us that there will be some videos with real live users that gets good results with the system. I think it will help me a lot to get confidence again.

    #115561
    Samuel Jackson
    Moderator

    Hi David,

    Totally agree that things need to be in the right ballpark between demo trades and either mt4 of EA studio backtester.

    However from a quality point of view if MT4 backtester isn’t matching the EA studio as you have shown then mistakes have 100% been made and that is the easiest place to start.

    Haha, yup I would say trying to do too much again, but I understand the habit 😉

    #115921
    David Archambeau
    Participant

    Hi everyone,

    After two weeks of testing, here is a small update for those who followed this thread. Up to now, 35 trades have been triggered on 16 different strategies (using 4 timeframes 5, 15, 30, 60).

    EA Studio and mt4 tester are almost always the same and there are only few pips of difference between reality 🥳 except for two strategies, and these two strategies use trailing stop. I don’t have enough data to contact the developer yet but I’ll continue to supervise all the strategies and keep you informed with the results, but it seems that there is an issue when the strategy uses trailing stops (and that’s probably why I opened this thread, as all my first strategies a month ago only use trailing stops).

    But I really feel reassured with these results. I’m glad I had the perseverance to continue my tests 🙂

    I wish you a great week-end

    David

     

    #116022

    Hey guys,

    Great topic here! I am sure it will be super helpful to many beginner algo traders!

    Keep it up!

    #116090
    Samuel Jackson
    Moderator

    Hi David,

    Well done on your perseverance! Glad you getting everything to tie up nicely now, I don’t doubt you learned a massive amount in the process although I know it can be a headache.

    Actually, now that you mention it I do remember a while back having some mis-match issues with the trailing stops. Since them I have avoided them out of habit. I didn’t investigate too thoroughly though as I had no string reason to use them anyway. Its best I did forget to point straight to this though as you will have learned way more in getting to the bottom of it as you have done 😉

    If you do want to use the trailing stop then I would suggest formulating a clear email to Miroslav Popov with all the information he would need to quickly and easily replicate the issue and if there is a problem rather than just our misunderstanding (In my experience its almost always the latter!) then he will fix it promptly.

    I’ve also found in breaking down and explaining what I think might be a problem for POPOV I usually solve the problem myself before needing to send the email :-).

    It actually a really big step to get everything to match like this in my opinion David. I am pretty sure you will agree now that you have done it that it is valuable to continually check all three match and that confirming that the EA studio is similar to MT4 backtester (I am pretty sure that for the trailing stop EAs the MT4 backtester will match the real results but an initial comparison of the EA studio backtester vs MT4 backtester would have raised a red flag right?)

    Totally agree you Petko, there has been some hugely valuable information in this thread for beginner algo traders!!

    #116092
    Samuel Jackson
    Moderator

    Hi David,

    Well done on your perseverance! Glad you getting everything to tie up nicely now, I don’t doubt you learned a massive amount in the process although I know it can be a headache.

    Actually, now that you mention it I do remember a while back having some mis-match issues with the trailing stops. Since then I have avoided them out of habit. I didn’t investigate too thoroughly though as I had no strong reason to use them anyway. Its best I did forget to point straight to this though as you will have learned WAY more in getting to the bottom of it as you have done 😉

    If you do want to use the trailing stop then I would suggest formulating a clear email to Miroslav Popov with all the information he would need to quickly and easily replicate the issue and if there is a problem rather than just our misunderstanding (In my experience its almost always the latter!) then he will fix it promptly.

    I’ve also found in breaking down and explaining what I think might be a problem for POPOV I usually solve the problem myself before needing to send the email :-).

    It actually a really big step to get everything to match like this in my opinion David. I am pretty sure you will agree now that you have done it that it is valuable to continually check all three match and that confirming that the EA studio is similar to MT4 backtester (I am pretty sure that for the trailing stop EAs the MT4 backtester will match the real results but an initial comparison of the EA studio backtester vs MT4 backtester would have raised a red flag right?)

    Totally agree with you Petko, there has been some hugely valuable information in this thread for beginner algo traders!!

    #116949
    David 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

     

    #116993
    Samuel Jackson
    Moderator

    Hey David,

    You are very welcome regarding my support. Happy to help.

    What a turnaround! I totally understand the long hours having been through these frustrations myself. You will go far for sure!! This is not an easy game and like anything requires perseverance and experience to succeed. From going through what you have done with these tests you have gained depth of knowledge and understanding that really is best earned this way in my opinion (although guidance and discussion definitely helps hugely!). I don’t doubt you are very relieved that its done though haha

    I can tell you are lightyears ahead compared to when you started this post and its all been through your own hard work! Well done once again.

    Now you can focus on practicing and developing your systems with confidence in your tools etc 🙂

    I’m sure you will also agree at this point that EA Studio is truly fantastic software! We just need to become skilled in using it to develop profitable systems as it can only do what its told right 😉

    Happy trading! Very interested to see how your results go over the coming months, keep us posted

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