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MT4 Backtest, limitations

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Threshold

Customer, bbp_participant, community, 715 replies.

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7 years ago #112201

I’ve been running serveral systems on MT4 backtest to build a portfolio in EA Analyzer.

I just recently noticed that a lot of my strategies have not traded all the way to the specified date.
Its been set to 2000.01.01 – 2014.02.26

But… a lot of the strategies only show trades from 2000.01.01-2013.01.07
This cannot be because of the number or amount of trades. Some of these strategies were Daily strategies that only had 30-40 trades for 14 years.
1 of them was a H1 strategy that had 1000+ trades.

Why is my MT4 showing the test is finished but it hasn’t tested all of the data?
Here is my portfolio, you can tell it has a lot of flat assets for 2013…

 

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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7 years ago #124733

Hello,

 

MetaTrader has some limit on number of trades it accepts, including pending orders.

 

I think this is the problem in your case – your strategy simply makes maximum of orders, ten MT4 stops testing. What you can do is to test the strategy on a half of data, save it to report and the text it again on another half.

Then use EA Analyzer -> Tools -> Merge two reports to merge the two reports into one.

Mark
StrategyQuant architect

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