here we go

The last round of backtesting is complete and I’m starting the forward test with MCNP_EA V.mafr3.64. Everything has been set up, and we should start to see a feed at the right of this page. We’re starting the forward test on the EURUSD (5M). I should say, though, that based on the backtest, this EA could go days without trading. This might turn out to be about as exciting as watching paint dry…


2 Responses to here we go

  1. Whats you balance on the forward testing system. As i can see in the tester results, there where 112 trades in a 5 year period. After how many trades the system is for you tested and proofed?

    • gatornuke says:

      My test balance as of now is still $500k. No trades have been placed since I went live on Tuesday. This is not surprising, since the EA does not trade every day. In fact, in the backtest it sometimes didn’t trade for a week or two, and sometimes evenlonger than that.

      As for the test results: The test was executed for 5 years (358493 5-minute bars), but trading was only allowed after 296910 bars. Therefore, the actual test took place over a 61,583 bar period, or roughly 43 weeks. This was done so that sufficient statistics would be available to the EA during the backtest. Could i have tested over a longer period? sure, and I plan to continue backtesting, but these tests take a very long time.

      Now, as far at what point do I consider the system tested, that’s a good question, and I’m afraid there is no simple answer. One could always say that there is more testing to be done, but I would start to gain confidence in this system after a couple of months where trades are placed and the results are consistent with the backtest results.

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