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My Scalper EA tested with Birt’s Tick Data Suit v2

3 replies

7 years ago #115743

I’ve just coded a scalper (not from SQ) and back tested it with Birt’s Tick Data Suit v2 🙂

I’ve made a little back test demo video as well in showing how I used TDSv2 to test:

https://youtu.be/dwy1Hr3ufoM

TDSv2 test parameters:

Tick data source: Dukascopy
Full data range tested: Jan 2004 to Sep 2016
Symbol: EURUSD
Time Frame: M5
Variable spread range: 1 to 3 pips (10 to 30 points)
Slippage: Dealer Style (fav/unfav – 10/10)
Modelling quality: 99%

In Sample & Out of Sample Tests:

“In Sample” data range: Jan 2004 to Dec 2014 (EA was developed, tested and optimized using this data range)
“Out of Sample” data range: Jan 2015 to Sep 2016 (This data range was intentionally left out of scope from the development phase for Out of Sample testing)

7 years ago #139944

does it work on true fx?

7 years ago #139945

does it work on true fx?

Haven’t tried but I am going to 🙂

7 years ago #140040

Just uploaded another Back Test video using TDSv2, this time back tested on Dukascopy Real Spread + $4 round trip commission.

https://youtu.be/YYTIm0KnzqA

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Risk Disclosure:
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

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Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

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