Topic: EA Studio Results vs MT Strategy Tester
One of the claims of EA Studio is as follows: "The exported EAs show the same or very near results tested with the MT's strategy tester."
Is there a video describing how to make this comparison?
- Popov
- Lead Developer
- Offline
Re: EA Studio Results vs MT Strategy Tester
Hello Alan,
There is nothing special.
Import data from your broker to EA Studio.
You only have to pay attention to the Commission because it cannot be exported from the Data Export script.
When you test the expert in the MetaTrader tester, set the "Use date: From, To" to match the EA Studio data.
I'm using the Control points for testing. However, Open Price only works the same way.
Please see here a very close backtest for a single Expert Advisor:
This is a Portfolio Expert Test.
To be even more precise, you may disable the indicators based on Exponential Moving Average.
3 2023-07-04 12:54:41 (edited by Alann 2023-07-04 13:07:43)
Re: EA Studio Results vs MT Strategy Tester
Here are my results. I have added the commission to the symbol in EA Studio. I see similar balance lines but the end price is about 2:1 apart from each other. Lot sizes are the same! Does the Strategy Tester use the commission? Also, I notice in your Strategy Tester that it only shows the balance line whereas in my Strategy Tester, it shows the balance/equity line.
Note: I couldn't figure out how to show charts.
- Popov
- Lead Developer
- Offline
Re: EA Studio Results vs MT Strategy Tester
> Does the Strategy Tester use the commission?
EA Studio uses commission, for sure. Regarding the MetaTrader's Tester - nothing is sure.
> If I remove the commission from the symbol in EA Studio, the end price of both EA Studio and the Strategy Tester are similar.
The commission can be applied "per side" (both at Open and Cose) or at Close only.
It can be of a fixed amount or per round lot.
Please check various variants and see what makes sense in your case.
Your broker's website must list commission information (however, we never know what the MT Tester is doing).
Having a Balance curve shape similar to EA Studio and MT Tester is enough to guarantee the correctness of the backtest.
I also struggle to receive the exact results. Sometimes I cannot figure out how the MT calculates a simple position that enters at Bar Open and exits at the next Bar Open with perfectly known prices and fixed spread.
> Also, I notice in your Strategy Tester that it only shows balance line, whereas in my Strategy Tester, it shows the balance/equity line.
This depends on the strategy.
If a strategy keeps the positions open for a short time, the Balance line and the Equity line overlap.
If a strategy keeps the position open for a long time, the Balance line is a horizontal line from the Open price until the bar before the closing. The Balance will jump to the closing price at the closing bar.
On the other hand, the Equity line is calculated from the floating profit/loss at every bar.
It may significantly deviate from the balance line and will be visible.
The Equity line is more fluid. That's why we calculate the Drawdown metrics on the Equity line.