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Thread: Backtest/optimization Leverage

  1. #1

    Default Backtest/optimization Leverage

    Hi Funyoo,

    Do you (or anyone else) know how leverage is determined in the backtester/optimizer?

    I ask because i did an extensive optimization of Cumulative MA EA over 10 years, the account-leverage i choose during MT4 setup was 1:100 (Alpari NZ)

    Now when the extensive optimization was finished (After 2 months) i demo-forward tested on a 1:100 account and a 1:500 Account, but the 1:100 account was pretty fast blown.

    I found out by demo-forward testing with another EA (that is able to show account leverage) that it shows 1:500, but i had chosen 1:100 during setup.

    So it seems that my EA is optimized with a 1:500 leverage in stead of 1:100 leverage that i intended.

    So i want to do a new optimization but need to know that it optimizes at 1:100 Leverage for sure, is there a solid way to set or determine the leverage for optimization ?

    Thanks in advance.

  2. #2
    Administrator funyoo's Avatar
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    Default

    Quote Originally Posted by CycleTrader View Post
    Hi Funyoo,

    Do you (or anyone else) know how leverage is determined in the backtester/optimizer?

    I ask because i did an extensive optimization of Cumulative MA EA over 10 years, the account-leverage i choose during MT4 setup was 1:100 (Alpari NZ)

    Now when the extensive optimization was finished (After 2 months) i demo-forward tested on a 1:100 account and a 1:500 Account, but the 1:100 account was pretty fast blown.

    I found out by demo-forward testing with another EA (that is able to show account leverage) that it shows 1:500, but i had chosen 1:100 during setup.

    So it seems that my EA is optimized with a 1:500 leverage in stead of 1:100 leverage that i intended.

    So i want to do a new optimization but need to know that it optimizes at 1:100 Leverage for sure, is there a solid way to set or determine the leverage for optimization ?

    Thanks in advance.
    Hi CycleTrader,

    You can check the leverage with this indicator.
    Attached Files Attached Files

  3. #3

    Default

    Hi Funyoo,

    I've put this indicator during a visual backtest on the chart and correctly displays the leverage at 1:500.
    That function is what i needed, thank you!

    We now see that backtest leverage is not the same as the leverage choosen during install. (1:100)
    (Next step is find a platform that will backtest in 1:100.)

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100, alpari, backtest, demo, funyoo, indicator, mt4, thank you

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