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	<title type="html"><![CDATA[Forex Software — How to solve: EA goes good in 12 years data but goes bad next 3 years]]></title>
	<link rel="self" href="https://forexsb.com/forum/feed/atom/topic/6452/" />
	<updated>2017-02-03T12:43:20Z</updated>
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	<id>https://forexsb.com/forum/topic/6452/how-to-solve-ea-goes-good-in-12-years-data-but-goes-bad-next-3-years/</id>
		<entry>
			<title type="html"><![CDATA[Re: How to solve: EA goes good in 12 years data but goes bad next 3 years]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/41394/#p41394" />
			<content type="html"><![CDATA[<p>The numbers can fool us a bit so we have to be a detective</p><p>My son once wrote an ea that made millions until it got to 1990 then it went bad. and he could not find out why.</p><p>My first suggestion is to keep this one and create one or two more that actually trade in that period. They may not trade in the period that the original trades.</p><p>You seem to have a good quality strategy and it may well trade from today going forward. We never know what the market will bring us tomorrow.</p><p>Personally, I use a lot of strategies, try to get by without many losses, so I have long periods of no trades. hence mopre strategies to cover the dry spells...</p><p>Certainly you do not want to discard the good one.</p><p>If you change it. you will have more losses somewhere else....... to me, best to make additional.</p><p>Hope that helps.</p><p>BTW&nbsp; I have not used the studio until today and my approach is to run it for 6 or 8 hours so as to get many strategies to work with.</p><p>Overnight I got about 300 that passed the MultiMarkets, I will see if I can get trades throughout the period with some of those.......</p><p>The new WorkFlow allowes us to make a gazillion strategies in a few hours, that will change the game tremendously.</p><p>An alternative to creating more in the same currency is to create for different currencies to see iof the gap can be filled properly.</p><p>Another alternative would be to use a lower time frame to fill in the gap.</p><p>With this work flow tool, there are tremendous possibilities.</p>]]></content>
			<author>
				<name><![CDATA[Blaiserboy]]></name>
				<uri>https://forexsb.com/forum/user/2491/</uri>
			</author>
			<updated>2017-02-03T12:43:20Z</updated>
			<id>https://forexsb.com/forum/post/41394/#p41394</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[How to solve: EA goes good in 12 years data but goes bad next 3 years]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/40763/#p40763" />
			<content type="html"><![CDATA[<p>Hello everyone,<br />I used EaStudio to create strategy on time frame H4, <strong>from period 2001-01-02 to 2013-12-30 20:00</strong>.</p><p>It seems to me (but if I&#039;m wrong please tell me :-)) that it&#039;s a good EA by looking at SQN, Sharpe Ration, Return/Drawdown, %Drawdown etc..</p><p>Optimization was initially made with no OOS, after a first backtest I changed to 50% OOS, but future results didn&#039;t change.</p><p>In the <strong>image attached</strong> you find the <strong>report</strong>.</p><p>Montecarlo Test (the one with 50% OOS) gave what follows:</p><p><em>Confidence&nbsp; &nbsp;&nbsp; &nbsp;Profit&nbsp; &nbsp; Profit / day&nbsp; &nbsp; Max DD %&nbsp; &nbsp;&nbsp; &nbsp;Return / DD&nbsp; &nbsp; Trades&nbsp; &nbsp; SQN&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; Win / loss<br />Original&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;17191&nbsp; &nbsp; 3.64&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;8.37&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;8.39&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 118&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;4.53&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.75<br />10&nbsp; %&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;17710&nbsp; &nbsp; 3.75&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;8.14&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;8.64&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 116&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;4.72&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.76<br />95 %&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;15134&nbsp; &nbsp; 3.20&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;9.31&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;7.39&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 116&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;3.97&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.73<br />100 %&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;14913&nbsp; &nbsp; 3.15&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;9.61&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;5.73&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 110&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;3.92&nbsp; &nbsp;&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.73</em></p><p>Then, even if maybe mr McKay wouldn&#039;t agree :-), I went on MT4 for backtest until dec2013 and to see how it behave in the next 3 years after the period test.</p><p>Backtest results was inside EAstudio Montecarlo range, but next 3 years was a completely loss: he lost 4.500$, 18/27 operations in loss, only 9 won.</p><p><strong>Please, what are the conditions an EA must have in order to perform well in the period after the test too?<br /></strong></p><p>Thank you very much!<br />Angelo</p>]]></content>
			<author>
				<name><![CDATA[torinfx]]></name>
				<uri>https://forexsb.com/forum/user/9519/</uri>
			</author>
			<updated>2017-01-08T00:43:41Z</updated>
			<id>https://forexsb.com/forum/post/40763/#p40763</id>
		</entry>
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