stevehopwoodforex.com
https://www.stevehopwoodforex.com/phpBB3/
Print view

Best Backtester
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=1446
Page 1 of 1
Author:  westy [ Fri Feb 01, 2013 1:55 pm ]
Post subject:  Best Backtester

Hi,
I have tried doing a search on the forum for posts about this, but couldn't locate anything.
I want to carry out backtests on EA's to improve settings - and I have come to you guys for help and advice.

I am looking for a better method to run backtests than the (hopeless) Empty4 strategy tester.
Bear in mind, I only have Empty4, not Tradestation etc.

I know the quality of the data is critical, but I'm not sure how/where I get better data :?:

Go ahead, treat me like an idiot - I don't mind :oops:

All the best
westy
Author:  garyfritz [ Fri Feb 01, 2013 4:46 pm ]
Post subject:  Re: Best Backtester

I'm not aware of any other backtester for MQL. There might be one but I've never heard of it. If you want decent backtesting, you have to go to another platform and language. (Which is not all bad. I'd never heard of crims/brokers robbing their customers with doctored price feeds&etc until I started using Empty4.)

Tradestation's backtester is very reliable, but it's limited to single symbols. There are ways to do multi-symbol stuff like in Empty4 but then you can't backtest it.

There's Zorro, which has some very powerful features. It's also got some serious limitations but those might be acceptable.

Other than that, your best options are probably NinjaTrader (free for backtesting) and AmiBroker (not sure of its forex support).
Author:  monkeh [ Fri Feb 01, 2013 5:49 pm ]
Post subject:  Re: Best Backtester

westy wrote:Hi,
I have tried doing a search on the forum for posts about this, but couldn't locate anything.
I want to carry out backtests on EA's to improve settings - and I have come to you guys for help and advice.

I am looking for a better method to run backtests than the (hopeless) Empty4 strategy tester.
Bear in mind, I only have Empty4, not Tradestation etc.

I know the quality of the data is critical, but I'm not sure how/where I get better data :?:

Go ahead, treat me like an idiot - I don't mind :oops:

All the best
westy

you find everything you need for 99.9% tick quality backtest in Empty4 here:

http://eareview.net/tick-data
Author:  mrpipstrader [ Sat Feb 02, 2013 12:34 am ]
Post subject: 

There's also another data project happening here - still a work in progress but looks very promising.

http://www.tickstory.com/

It includes support for Birt's data from monkeh's post above.
Author:  phil_trade [ Sat Feb 02, 2013 1:24 pm ]
Post subject:  Re: Best Backtester

I'm using ForexTester.
Language Pascal or C+ with all trading MQL command. Debugger and multi currency backtester.
10 years M1 data for 18 pairs included, Import module (Ok with TickStory)
Author:  westy [ Sat Feb 02, 2013 4:48 pm ]
Post subject:  Re: Best Backtester

Thanks for the help guys... I'll take a look at what you have suggested.

Cheers
Author:  garyfritz [ Sat Feb 02, 2013 5:25 pm ]
Post subject:  Re: Best Backtester

phil_trade wrote:I'm using ForexTester.
Language Pascal or C+ with all trading MQL command.
?? What do you mean "all trading MQL command" ? They say on the ForexTester site that you can't test Empty4 EAs:

Q: Can I test Expert Advisers and indicators from Empty4 with your software?

A: No. The only software where you can use them is Empty4 itself. But those experts and indicators can be rewritten by a programmer into ForexTester format using Forex Tester API libraries.
Author:  phil_trade [ Sat Feb 02, 2013 5:28 pm ]
Post subject:  Re: Best Backtester

garyfritz wrote:
phil_trade wrote:I'm using ForexTester.
Language Pascal or C+ with all trading MQL command.
?? What do you mean "all trading MQL command" ? They say on the ForexTester site that you can't test Empty4 EAs:

No, you can't run MQL EA but you have all MQL command emulate like this one

Code: Select all

SendInstantOrder( PaireDevise[kk], op_Buy, Nbre_Lot_Debut , 0, NewTP ,'', 1 , OrderHandle) ;
All times are UTC Page 1 of 1