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Best application/website for monitoring of account

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Ilya

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5 years ago #237870

Hi,

I was wondering which tool you guys are using to monitor and compare specific EAs performance on your accounts? (If I have an mt4 account running 50 charts with 50 EAs, and I want to compare each ea’s performance over a period of time). I currently use the SQX backtesting option on the live period of time that the EAs ran and export them, but that’s an estimation, rather than exact performance. Does FXblue allow this distinction?

Recommendations would be very helpful.

Ilya

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mabi

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5 years ago #237874

Fxblue works fine for this.

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hankeys

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5 years ago #237912

FXblue is rocking – but it only tells you, what is the performance on demo or real acc for the period of time you are trading, which will be very short at the start

But are you seeing exactly what you see in backtest? Thats the crucial question, because you will be building portfolio from backtest.

These tool we dont have right now and need to do it manually or think about some automatic comparation.

Imagine that you will have this kind of strategy in reall acc – backtest tells you, that its profitable, but on real account its not so much (slippage, gaps)…and thats not the worse situation 🙂

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hankeys

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5 years ago #237915

this is strategy traded 2 years on real acc – to the end of 2017 has been profitable, from BT you see that the profit is 2x higher, and from 2018 the strategy starts to “die”, but backtest tells you still in profit, but in real acc is already in loss

these infos you will not get from fxblue or backtests, but only from comparation

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You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.

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hankeys

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5 years ago #237917

BLACK lines – backtest from SQ3

GREEN lines – backtest from TDS

RED lines – real acc

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.

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Enric

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5 years ago #237940

@hankeys. The differences between your backtests and reality are exaggerated don’t you think?. What is TDS; Tradestation??.

I’m following my SQ3 backtest vs MT4 execution and differences are quite acceptables, so far I have between 9 to 30 trades depending of the strategy.

 

And yes. It’s all manual. Pure Excel craft work

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Ilya

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5 years ago #237953

Enric, TDS is tick data suite, running mt4 testing using tick data. (Essential tool, though now SQX has the ability to export FXT and HST to mt4, so though a bit less automatic, you don’t necessarily need TDS).

I’m not sure how you are doing it manually unless you only have up to 10 strategies or so.. anyway I am working on something quick which will require you to export a CSV from fxblue, export a CSV from SQX and then just load them to a Google Data Studio report I created, and all comparisons are made for you. Once I’m done and happy with the result I’ll share it here..

The need to test live results vs TDS (MT4) backtest results also, never occurred to me.. that would be much more difficult to automate for 50 strategies for example.. there will always be some difference because the Dukascopy data isn’t exactly the same as your broker’s data, therefore backtesting on Dukascopy ticks, and comparing to your broker live ticks, would never yield the same results, but as long as the live results make me happy and aren’t way off from SQX backtest, I would not bother..

 

Ilya

 

 

 

 

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Enric

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5 years ago #237956

Hey Ilia. I don’t Backtest by tick but by minute. If you’re willing to accept so big differences between backtest and real I don’t see the point to demand a tick precission. So far I’m having 30 strats in real and yes; I export CSV from SQ3, export CSV from FXBlue and load them to Excel. It takes a lot of time because I don’t have it automated although I don’t do it dayly, just quarterly.

We’re close to take advantage of QuantAnalizer (QA). QA can load MT4 historical results but unfortunatelly you can’t filter/select by Magicnumber, only by pair 🙁

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