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Posts: 10

Topic: Move EA to another broker

Hi,
If I have tested the EA using tickdata with 99% accuracy then it should not be a problem moving to a different broker.
My only concern is that the EA does not have anywhere the comm or the spread data as that comes when I test it against the broker data.
Is there a way to test on tickdata and then incorporate the comm and spread and swap rates etc in the EA.
Thanks

Re: Move EA to another broker

The Spread, Commissions, Swaps ... are characteristics of the market and they are not stored in the expert file.
You can simply move your EA to the other broker and test it to see the performance.

3 (edited by araza 2017-11-07 05:44:10)

Re: Move EA to another broker

what I was trying to get at was that if I have put in the work to make a portfolio and for some reason have to change the broker then I might have to reinvent the wheel. Of course I can test it and if the results are not what they are supposed to be then I am back to square one on an EA that was performing well..bigger problem when it is a portfolio.
any suggestions on getting this to work better or easier

people test against tickdata that is not broker specific..if that works then how can comm data be incorporated better?

Re: Move EA to another broker

Each broker is unique.. all have their own banks that they deal with .. therefore the data can be unique for each one.

Certainly if you are changing brokers you will have to reoptimize because the data bars are different.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Move EA to another broker

Are you talking about MT tick data in tester? That is not real tick data first of all. Secondly, the 99% number thingy is another mambo-jumbo. Thirdly, what kind of data isn't broker specific? A synthetic set of average data from more than 3 brokers put together? Dave says correctly - reoptimize your portfolios. If you have valid strats, the majority of them should work just as well after reoptimization.

6 (edited by araza 2017-11-13 08:22:08)

Re: Move EA to another broker

Thanks...
A strategy created and backtested on tickdata of 5 years and then checking it against broker data which is not very longterm should work fine..correct? or should I give up on the tickdata and work only on broker data even though on some timeframes it is about a years worth of data.
Can I really trust the robustness of the strategy on such shortterm data.
Regards,

7 (edited by sleytus 2017-11-13 09:36:25)

Re: Move EA to another broker

My 2 cents...

I think it is all about optimizing / training your strategy against different patterns.  The more patterns, the better.  However, like with everything in life, there is a trade-off.  Long-term data (i.e. many years) will include patterns that may never be seen again -- hence, you'll be training your strategy with irrelevant data -- which will skew the settings and yield poorer stats when your strategy encounters more recent patterns.  Also, when you use many years worth of data then there are many more bars to calculate and optimizations take longer -- hence, limiting your ability to test lots of different strategies.

I think it is more about the number of bars and using recent data.  As an example, for H4 I'm using around 3000 bars.  I think that works out to about 16 months.  Actually -- it's 8 months each of recent EURUSD and USDCHF stitched together.

When I do a sanity check against MT4 or MT5 back testers using longer data horizons, the results are roughly consistent with FSBPro -- which means that optimizing / training with 3000 bars may be sufficient.  So, I'm gaining confidence emphasizing recent data horizons when generating and optimizing / training.

In a round about way I guess I'm agreeing with Blaiserboy and footon.  I don't think it is essential to use your Broker's data -- especially if you are trading longer time frames.

Re: Move EA to another broker

I have never used Tick data because FSBPro examines the bar structure.

Sleytus makes some good points about the number of bars in a test.. and I am aware that he is keeping track.... I have always used a lot more bars than he suggests.... I will do some research on my own to see if I can use fewer bars..

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Move EA to another broker

Thanks for the replies.
FSB uses bar data so tick data is out. Does MT4 use tick data..is there any value in backtesting in MT4 using tick data.
Regards,

Re: Move EA to another broker

Myself, I trust that FSBPro has a serious look at each bar as it is processing the data and I try to stay away from MT4 except for trading.

You will notice that for backtesting, that FSBPro loads all of the time frames, whereas MT4 loads only what is called for by the strategy.

In my brief experience I have found that I do not need MT4 for very much.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

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