Reply

What are you using for back testing?

3 replies

nolube

Customer, bbp_participant, community, 114 replies.

Visit profile

6 years ago #113520

Hey guys, just wondering if anyone is using a different program to MT4 to back test strategies created in EA Wizard?

 

SQ4 will be great because we should be able to use it for testing strategies made in EA Wizard (Right Mark?), but until then – what other options are there?

 

 

0

Mark Fric

Administrator, sq-ultimate, 3 replies.

Visit profile

6 years ago #129544

I don’t know any other option, there is simply nothing else except MetaTrader that would support MT4 EAs.

 

The reason is that they’d have to write their own parser of MT4 language, it is very difficult, and it is shooting at moving target, because the language itself is also updated from time to time.

 

New SQ will be able to do this, because it will interpret the rules, so it will not read generated EA code at all.

Mark
StrategyQuant architect

0

Jason R

Subscriber, bbp_participant, community, 15 replies.

Visit profile

5 years ago #132201

I personally use minute data in MT4 for my rough analysis and optimization (90% backtest accuracy).

If a system shows real promise at that level, I will move it to use real tick data, spreads, slippage and commission using Birts Tick Data Suite. (99.9% backtest accuracy).

The tick data results are usually extremely close to backtests using M1 data. 

This is assuming I’m testing a system that never exits on the same bar that it enters. If I notice that there are trades that exit within the same bar that it opened, it gets moved to tick data suite, or gets discarded. 

0

mikeyc

Customer, bbp_participant, community, 878 replies.

Visit profile

5 years ago #133018

ZuluTrade created their own MQ4 parser for ZuluTrade+ and it’s called zql.

 

https://www.zulutrade.com/zuluscript-guide

 

So this means it is possible to create a MQL4 compatible parser/cross-compiler.

 

@Mark – Perhaps a new product for you, an MQL4 compatible backtester. Perhaps create parser that converts MQL4 to Java internally.  Maybe ZuluTrade will license or work with you?

0

Viewing 4 posts - 1 through 4 (of 4 total)