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		<title><![CDATA[Forex Software — Live Demo vs Back test issue]]></title>
		<link>https://forexsb.com/forum/topic/8485/live-demo-vs-back-test-issue/</link>
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		<description><![CDATA[The most recent posts in Live Demo vs Back test issue.]]></description>
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			<title><![CDATA[Re: Live Demo vs Back test issue]]></title>
			<link>https://forexsb.com/forum/post/62014/#p62014</link>
			<description><![CDATA[<p>Thanks Maximus1;</p><p>I think the problem is more complicated than just using exponential or weighted MA.<br />For someone like me with very limited experience in EAs, the software should work in its best.<br />I have another experience with an EA that uses only MACD, RSI and Oscillator of ROC. after a week with zero trade, I just found that there were six trades in the backtesting.</p><p>I am really wondering if there is anybody who has used FSB EA on a real account?</p>]]></description>
			<author><![CDATA[null@example.com (hd645)]]></author>
			<pubDate>Tue, 25 Aug 2020 00:58:26 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/62014/#p62014</guid>
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			<title><![CDATA[Re: Live Demo vs Back test issue]]></title>
			<link>https://forexsb.com/forum/post/61924/#p61924</link>
			<description><![CDATA[<p>I agree with you .<br />As Mr. Popov points out in the thread there are issues with the EA&#039;s : including indicators with exponential or weighted MA , what makes any body exporting an EA to MT5 to be extremely careful in the process , because the probabilities to make a mistake are very high.<br />- I downladed your EA&#039;s and noticed that :<br /> 1- you are using exponential and weighted MA.<br />&nbsp; 2- Try a new EA with defaults only ( since defaults will translate better to MT5)<br />you can try something like:<br />Strategy Overview<br />Strategy name: New Strategy<br />Forex Strategy Builder Professional v3.8.8<br />Date: 8/14/2020 17:02:59 </p><p>Table of Contents<br />Description<br />Logic<br />Strategy Properties<br />Indicator Slots<br />Statistic Information<br />Additional Statistics <br />Description<br />None.</p><p>Logic<br />Opening (Entry Signal)<br />Open a new long position at the beginning of the bar when all the following logic conditions are satisfied:</p><p>Stochastics* (Exponential, 5, 3, 3) - Slow %D rises; and <br />Moving Averages Crossover* (Close, Simple, Weighted, 13, 21, 0, 0); Fast MA is higher than Slow MA; and <br />TEMA (Open, 14, 0) rises. <br />Open a new short position at the beginning of the bar when all the following logic conditions are satisfied:</p><p>Stochastics* (Exponential, 5, 3, 3) - Slow %D falls; and <br />Moving Averages Crossover* (Close, Simple, Weighted, 13, 21, 0, 0); Fast MA is lower than Slow MA; and <br />TEMA (Open, 14, 0) falls. <br />Closing (Exit Signal)<br />Close an existing long position when the market rises 200 points from the last entry price.</p><p>Close an existing short position when the market falls 200 points from the last entry price.</p><p>Handling of Additional Entry Signals**<br />Entry signal in the direction of the present position:</p><p>No averaging is allowed. Cancel any additional orders which are in the same direction. <br />Entry signal in the opposite direction:</p><p>No modification of the present position is allowed. Cancel any additional orders which are in the opposite direction. <br />Trading Size<br />Always trade a constant number of lots.</p><p>Opening of a new position - 0.01 lots. <br />Protection<br />The strategy does not provide a permanent loss limitation.</p><p>The strategy does not use a Take Profit.</p><p>--------------<br />* Use the indicator value from the previous bar for all asterisk-marked indicators!<br />** The averaging rules apply to the entry signals only. Exit signals close a position. They cannot open, add or reduce one. </p><p>Top</p><p>Strategy Properties<br />Handling of Additional Entry Signals<br />Next same direction signal behavior - Does nothing <br />Next opposite direction signal behavior - Does nothing </p><p>Trading Size<br />Maximum number of open lots - 0.05 <br />Number of entry lots for a new position - 0.01 </p><p>Protection<br />Stop Loss - None <br />Take Profit - None <br />Break Even - None </p><p>Top</p><p>Indicator Slots<br />The slots show the logic for the long positions only. Forex Strategy Builder automatically computes the proper logic for the short positions.</p><p>Strategy Properties<br />Same direction signal Nothing <br />Opposite direction signal Nothing <br />Stop Loss None <br />Take Profit None <br />Break Even None <br />Bar Opening<br />Enter the market at the beginning of the bar<br />Base price Open <br />Stochastics<br />Slow %D rises<br />Smoothing method Exponential <br />%K period 5 <br />Fast %D period 3 <br />Slow %D period 3 <br />Level 20 <br />Use previous bar value Yes <br />Logical group A <br />Signal shift 0 <br />Signal repeat 0 <br />Indicator symbol Default <br />Indicator period Default <br />Moving Averages Crossover<br />Fast MA is higher than Slow MA<br />Base price Close <br />Fast MA method Simple <br />Slow MA method Weighted <br />Fast MA period 13 <br />Slow MA period 21 <br />Fast MA shift 0 <br />Slow MA shift 0 <br />Use previous bar value Yes <br />Logical group A <br />Signal shift 0 <br />Signal repeat 0 <br />Indicator symbol Default <br />Indicator period Default <br />TEMA<br />Moving Average rises<br />Base price Open <br />Period 14 <br />Shift 0 <br />Use previous bar value No <br />Logical group A <br />Signal shift 0 <br />Signal repeat 0 <br />Indicator symbol Default <br />Indicator period Default <br />Take Profit<br />Exit at Take Profit level<br />Take Profit 200 </p><p>Top</p><p>Statistic Information<br />Input Parameters Account Statistics <br />Profile name Default profile Acceptance criteria Fulfilled <br />Data source name IG Net balance 1096.89 USD <br />Strategy name New Strategy Intrabar scanning Not accomplished <br />Chart EURUSD M1 Ambiguous bars 0 <br />Data bars 50000 Backtest quality 100 % <br />Time of updating 2020-08-12 18:49 Profit per day 1.98 USD <br />Time of beginning 2020-06-25 00:31 Max consecutive losses 0 <br />Spread 10.00 points System quality number 100.00 <br />Swap long 0.05 points Sharpe ratio 36.30 <br />Swap short -0.43 points Average HPR 0.18 % <br />Commission 0.00 points Profit factor 96.89 <br />Slippage 0.00 points Tested bars 49976 <br />Interpolation method Pessimistic Minimum balance 1000.00 USD <br />Initial Account 1000 USD Maximum balance 1096.89 USD <br />Leverage 100 Max balance drawdown 0.00 USD <br />Account exchange rate Not used Max equity drawdown 11.35 USD <br />Auto scan Switched on Max equity drawdown 1.12 % <br />Trade until Margin Call Switched on Max stagnation 5 days <br />&nbsp; Average profit 3.80 USD <br />&nbsp; Average loss 0.00 USD <br />&nbsp; Executed orders 103 <br />&nbsp; Win/loss ratio 1.00 <br />&nbsp; Time in position 99% </p><p>Top</p><p>Additional Statistics<br />Parameter Long + Short Long Short <br />Initial account [USD] 1000.00 1000.00 1000.00 <br />Account balance [USD] 1096.89 1072.22 1024.67 <br />Net profit [USD] 96.89 72.22 24.67 <br />Net profit [%] 9.69 7.22 2.47 <br />Gross profit [USD] 96.89 72.22 24.67 <br />Gross loss [USD] 0.00 0.00 0.00 <br />Profit factor ∞ ∞ ∞ <br />Annualized profit [USD] 736.73 549.17 187.56 <br />Annualized profit [%] 73.67 54.92 18.76 <br />Minimum account [USD] 1000.00 1000.00 1000.00 <br />Minimum account date 6/25/2020 6/25/2020 6/25/2020 <br />Maximum account 1096.89 1072.22 1024.67 <br />Maximum account date 8/12/2020 8/12/2020 8/12/2020 <br />Absolute drawdown [USD] 0.00 0.00 0.00 <br />Maximum drawdown [USD] 0.00 0.00 0.00 <br />Maximum drawdown [%] 1.12 0.00 0.00 <br />Maximum drawdown date 6/25/2020 6/25/2020 6/25/2020 <br />History bars 50000 50000 50000 <br />Tested bars 49976 49976 49976 <br />Bars with trades 0 0 0 <br />Bars with trades [%] 0.00 0.00 0.00 <br />Number of trades 51 38 13 <br />Winning trades 51 38 13 <br />Losing trades 0 0 0 <br />Win/loss ratio 1.00 1.00 1.00 <br />Maximum profit [USD] 1.90 1.90 1.90 <br />Average profit [USD] 1.90 1.90 1.90 <br />Maximum loss [USD] 0.00 0.00 0.00 <br />Average loss [USD] 0.00 0.00 0.00 <br />Expected payoff [USD] 1.90 1.90 1.90 <br />Average HPR [%] 0.18 0.18 0.19 <br />Geometric HPR [%] 0.18 0.18 0.19 <br />Sharpe ratio 36.30 48.57 118.94 </p><p>Top</p>]]></description>
			<author><![CDATA[null@example.com (Maximus1)]]></author>
			<pubDate>Fri, 14 Aug 2020 21:03:48 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/61924/#p61924</guid>
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			<title><![CDATA[Re: Live Demo vs Back test issue]]></title>
			<link>https://forexsb.com/forum/post/61524/#p61524</link>
			<description><![CDATA[<p>It&#039;s really a big problem, to be honest.<br />I put another EA for M5 timeframe on the live test and had only one trade yesterday. When I did today the backtest offline for yesterday I saw there were two trades.</p><p>Is it a problem with MT5 or FSB?</p>]]></description>
			<author><![CDATA[null@example.com (hd645)]]></author>
			<pubDate>Tue, 14 Jul 2020 01:49:58 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/61524/#p61524</guid>
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			<title><![CDATA[Re: Live Demo vs Back test issue]]></title>
			<link>https://forexsb.com/forum/post/61509/#p61509</link>
			<description><![CDATA[<p>Thanks all for your responses,</p><p>I am still wondering why EA should take different actions on, for example, Live today data and offline tomorrow backtest data, actually the data and price pattern is not changing.<br />When an EA should take action based on an indicator, anytime the indicator output sends a long/short signal it should take that position. anyway, I attache here the EA, its a very simple EA with two indicators Stochastic and MA crosswover.</p>]]></description>
			<author><![CDATA[null@example.com (hd645)]]></author>
			<pubDate>Mon, 13 Jul 2020 08:23:40 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/61509/#p61509</guid>
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			<title><![CDATA[Re: Live Demo vs Back test issue]]></title>
			<link>https://forexsb.com/forum/post/61493/#p61493</link>
			<description><![CDATA[<p>We can summarize the most common reasons for the discrepancy:<br /> - using different historical data in FSB Pro and MT<br /> - different length of the data series<br /> - different market settings<br /> - using indicators based on Exponential or Weighted Moving Average<br /> - using volume indicators<br /> - using &quot;accumulative&quot; indicators<br /> - different account state (flat, long or short) on the start of the test</p>]]></description>
			<author><![CDATA[null@example.com (Popov)]]></author>
			<pubDate>Sat, 11 Jul 2020 04:54:10 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/61493/#p61493</guid>
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			<title><![CDATA[Re: Live Demo vs Back test issue]]></title>
			<link>https://forexsb.com/forum/post/61485/#p61485</link>
			<description><![CDATA[<p>I have observed some of the behavior that you mention with some EA&#039;s&#039;.</p><p>Some EA&#039;s in MT4 exported from FSB produce 8 trades per day , while on MT5 the same EA only produce 1 trade per day&nbsp; .</p><p>I do not know why is this happening , so far I have nothing but study the Phenomena .</p><p>It will be good to get some feedback from other users with more experience in these topic.</p><p>This topic is very important since it opens the door of effectiveness of FSB in translating EA&#039;s to MT4 and Mt5.</p><p>The statistics of the EA alone will not be enough to make conclusions, only a complete EA&#039; will allow a comprehensive analysis.</p><p>FSB creates wonderful EA&#039;s but when transferred to MT4 and MT5, the confidence level may change substantially. </p><p>After several searches in the Forum I fond some answers to these topic, but I could not find anything conclusive.</p><p>it will be good to post your EA , so the example can&nbsp; be researched completely.</p>]]></description>
			<author><![CDATA[null@example.com (Maximus1)]]></author>
			<pubDate>Fri, 10 Jul 2020 15:13:00 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/61485/#p61485</guid>
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			<title><![CDATA[Re: Live Demo vs Back test issue]]></title>
			<link>https://forexsb.com/forum/post/61476/#p61476</link>
			<description><![CDATA[<p>Where&#039;s the strat?</p>]]></description>
			<author><![CDATA[null@example.com (footon)]]></author>
			<pubDate>Fri, 10 Jul 2020 08:03:32 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/61476/#p61476</guid>
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			<title><![CDATA[Live Demo vs Back test issue]]></title>
			<link>https://forexsb.com/forum/post/61468/#p61468</link>
			<description><![CDATA[<p>Hi guys,</p><p>I have created an EA (EURUSD, M1, ST/TP 65/110, wanted to make multiple trades per day) and put it on the MT5, Live Demo test and after one day no Trade was taken.<br />I did a backtest exactly for the same period and found the EA was taking three trades.<br />Can anyone help why it is not taking any order on the Live Demo?<br />Would it be possible to happen on Live Real account too?</p><p>Thanks</p>]]></description>
			<author><![CDATA[null@example.com (hd645)]]></author>
			<pubDate>Fri, 10 Jul 2020 03:12:51 +0000</pubDate>
			<guid>https://forexsb.com/forum/post/61468/#p61468</guid>
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