• From: Ontario, Canada
  • Registered: 2016-04-16
  • Posts: 33

Topic: No trades in MT4 backtest

Hi there I am new to FSB as I just began my 14 day trial yesterday.  So far I love the possibilities with this software.

However, I have created a couple EAs for the EurUsd 1HR chart that tested very well in FSB and on the MonteCarlo test but when a run a 1 year back test in MT4 (2015) the EA shows 0 trades taken.

One of the EA in particular was created using the Strategy Generator and within FSB it shows lots of trades taken in 2015.  The EA operates using a donchian channel with a period of 127 and shift of 163 as its primary entry indicator. 

I noticed that when I load a donchian indicator on to the 1 HR EurUsd chart in MT4 with those settings the indicator completely disappears.  It is the shift of 163 that is the culprit with respect to the indicator dissapearing.

A second EA I created using the Strategy Builder uses a round number entry along with various oscillators.  Same thing, does not take any trades on the MT4 back test.

Any ideas as to why the EAs may not be taking any trades on MT4 back test but appear to perform very well on the FSB backtest?

Thanks in advance.

Serge

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,972

Re: No trades in MT4 backtest

The most probably reason is difference in the data files or in the settings.

You have to use data files exported from MT in order to produce the same results. There are several ways to do that.

See these link for more info:
Data Sources
Importing MT4 HST Data
6 - Importing Historical Data From MetaTrader

There are also useful scripts for exporting data and settings from Meta Trader in the Premium Club.

Popov's Website

  • From: Ontario, Canada
  • Registered: 2016-04-16
  • Posts: 33

Re: No trades in MT4 backtest

Ok, thanks very much I will try to import the MT4 data before generating any more strategies and see if that helps.