Current location - Trademark Inquiry Complete Network - Futures platform - Why do you always feel that the back test of foreign exchange EA is good?
Why do you always feel that the back test of foreign exchange EA is good?
1. No one can go. Otherwise, backtesting is based on historical induction and deduction of the future, and the future of the speculative market is always unknown and unpredictable, so there are too many variables in the effectiveness of the future market. 2. Aside from the accuracy of the backtesting data, it is difficult to simulate the transaction costs of different platforms, differences in trading rules, slippage, delay, disconnection and various manipulations of traders encountered in real accounts during the backtesting stage. 3. Backtesting is often carried out within the framework of a certain time period, and often different entry points will lead to different and distinct operation results, even in the whole time period, and it is inevitable that the parameters will be over-optimized. Almost all EA developers have the psychology of more perfect chart presentation, which will inevitably determine the over-optimization of parameters, and if you do this, it will often be counterproductive, because history is history after all. 4. Manual intervention in running EA in a real account often takes only an hour to backtest the 1-year history, while running EA in a real account takes real minutes and seconds, and backtesting results quickly, even if the continuous losses and floating losses last for several months are invisible. However, in a real account, after all, it is real funds, which is probably a great psychological test for EA operators. I met too many investors who intervened in EA's operation, which is absolutely undesirable. Because people are the most unstable factor in the transaction process. 5. I don't advocate taking the back test report or simulated operation in the account as an important evaluation index of EA. At present and in the future, I strongly advocate that it should be evaluated by the real-time operation under the real account, because this is the most authentic and reliable, but the process will be very long, but then again, isn't it a good thing to be long? If you don't even have patience to make money, I'm afraid it's hopeless.