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if some member who is interested in doing backtest with tickdata of 99% modeling quality, try to download from other forum:

 

url: hxxp://www.trader-f0rex.fr/forum/systemes-de-trading-auto/16519-99-modeling-quality-when-backtesting-mt4-build-225-a.html

 

All the instructions are given in the forum.

 

As the title says, I prepared a set of tools that enable testing with 99% modeling quality. I also downloaded and processed the tick data from Dukascopy, but uploading the CSV files is quite a pain in the a** so, for now, I'm only uploading the EURUSD tick package (it's about 400 MB compressed, ~4.5GB uncompressed). I'll upload other currency pairs if there's enough interest.

 

Thanks are appreciated.

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I did a little special test on this one to try and figure out how curve-fitted it is. There are two backtests, one normal using dukascopy tickdata and one where I've mirrored the ticks so that it moves in opposite direction but still is likely marketdata. My hypothesis is that a "normal" curve-fitted strategy would fail this test. It didn't...

 

http://www.4shared.com/file/TgEP0Ji1/MoneyMaker_EURUSD_5Min_TestRep.html

 

 

Compare price at first trade with the last on each report and you'll see that they are not the same.

 

Update: I've updated the report zip-file with an additional report. I realized that just mirroring tickdata is not enough to test for curvefitting. So, I added noise and the results look completely different... The noise consists of ~5% of the tick data not being mirrored., i.e., same distance of movement but sometimes not same direction.

Edited by askalas
Updated report-files
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I use Moneymaker5M_2.0m_Demo (first post), very good backtest, but I can not see all orders in my live account. Example: IF on backtest are was 30 trades, in live account about 15-20.. And I believe it because I can not see the SLIPPAGE parameter/setting. Or I am not right? The slippage is very very important. Anybody can fix this problem in metaeditor? Slippage and max spread filter would be needed very much. Thanks!
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