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Forex Forum → Expert Advisor Studio → Backtest Quality

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Posts: 2

Topic: Backtest Quality

Hello Traders,

Backtest quality stats metric replaces the previous Ambiguous bars.

Backtest quality is a number between 0 and 100.

Backtest quality of 100 means that the backtest is absolutely correct and must match the real trading performance.

EA Studio emits signals for opening and closing positions only at Bar Open, which guarantees maximal precision. The only exceptions are exits at Stop Loss or Take Profit. These exits happen during the bar. EA Studio executes the SL and TP at the exact price.

If a strategy uses SL and TP, it may happen that both protections are in the range of a single bar. EA Studio uses a defensive algorithm in that cases and activates the SL. It does that on purpose to prevent showing of overestimates backtesting results. However, EA Studio marks all such cases as "ambiguous" because the result may be different on the real trade. All other bars are "precisely" calculated.

The Backtest quality parameter shows the percentage of the "precise" bars relatively to all bars with trades.

You can use the Backtest quality parameter as an Acceptance Criteria. You can also show it on the Editor or the Generator page by editing the Backtest Output options from Tools -> Settings.

Re: Backtest Quality

Good addition, thank you very much!

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Forex Forum → Expert Advisor Studio → Backtest Quality

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