Yakalfer

100% automatic trading is possible! Products like TradeStation, MultiCharts, TradeLink, etc. exist to meet this need. Many websites display real-time performance of these automatic strategies. But I have never found on the web, a trader who displays the logic of a winning strategy.

http://www.strategyxchange.com/StrategyQuotes.asp

https://www.fxstat.com/perfomances

http://championship.mql5.com/2010/en

That is a good question ! ;-)

Is it possible to find this ratio on MultiCharts strategy performance summary ?? Maximum Favorable Excursion (MFE) and the Maximum Adverse Excursion (MAE) are on the Trade Analysis section but I don't know how to read these two charts... And I don't find the ratio MAE/MFE... Thanks for your help.

What is the performance ratio the most relevant?? Is this the Profit Factor or Sharpe ratio or something else?? What indicator used to rank performance of the strategies ...

Thank you for this answer! Indeed, tssupport has solved my problem. However, I would like to know if there are on this forum, traders who use MC in Automatic Trading on a Forex account, to share with them the pitfalls and tips on this topic ...

For months, I try to use the Auto Trading with MultiCharts on the forex market. The strategy itself is fine and gives correct results in backtest mode and real time mode on FXCM data provided by IQFeed. The problem appears when I try to use the automated trading on FXCM account. The strategy does not calculate at all the exit price in the same way as in 'Real Time' Mode. The one and only difference I see between the two situations is that in local mode, the strategy uses fxcm data provided by iqfeed, while in Auto Trading the strategy uses Real-Time Data from Broker (fxcm broker in my case...) And the only parameter associated with the data and may justify the errors of calculation could be the Big Point Value (BPV) of the instrument. In the case of data used locally, the fxcm data provided by iqfeed, the BPV is set to 1, and verifiable through QuoteManager. But in the case of Real-Time Data from Broker used by Auto Trading, I have no way of knowing what is used as the BPV ... Assuming that the BPV is say, 10000, how can my strategy runs well in Real Time Mode (BPV=1) AND in Auto Trading Mode (BPV = 10000)? Briefly, what is the solution to my strategy has the same behavior with two values of BPV?? Thank you in advance !

Thank you all for these answers! To avoid contamination of the thread I confine my question whether TS is the right software solution for testing strategies ;-)

I just bactest a strategy that runs on the intraday forex unit time 15 minutes. Without optimization, this strategy shows a profit factor of 5 over the period tested. I optimized one of the parameters, which improved the profit factor to 7. I then tested this set of parameters on a new period of data, which confirmed the return. Finally, I turn left the strategy on a demo account and then the strategy burn the account ... Therefore I would like to know what it is like books and literature on the issue of backtest ...

What do you mean ??? what can I do ? what is the answer to my questions ?

To backtest properly and profitably (I use TS), can you tell me sites, articles, books to learn how to do and why today my backtest highly profitable materialize by systematic loss ... Thank you in advance!

My correspondent at FXCM told me that it is possible on the real accounts but not on the demo accounts ....