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Historical Tester in JForex4 http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=200&t=50942	Page 1 of 2

Author:	Platform Support [ Thu 20 Mar, 2014, 05:31 ]
Post subject:	Historical Tester in JForex4
Historical tester in under development. It would be implemented as an offline version with the possibility to run the historical price feed on almost the same user interface. That would make manual trading tests possible as well.

Author:	fxsniper [ Thu 03 Apr, 2014, 15:16 ]
Post subject:	Re: Historical Tester in JForex4
Will this tester basically work like a "simulator" where you can run the historical data and practice placing trades, and maybe have an option to "speed" up the data? Thanks!

Author:	Platform Support [ Thu 03 Apr, 2014, 15:19 ]
Post subject:	Re: Historical Tester in JForex4
Exactly!

Author:	SFXbernhard [ Mon 07 Apr, 2014, 08:51 ]
Post subject:	Re: Historical Tester in JForex4
Will it be 100% down compatible with strategies of JForex 2.xx.y?

Author:	Platform Support [ Mon 07 Apr, 2014, 16:30 ]
Post subject:	Re: Historical Tester in JForex4
Yes, it will.

Author:	khofx [ Tue 08 Apr, 2014, 15:04 ]
Post subject:	Re: Historical Tester in JForex4
Offline mode sounds great

Author:	Forex_Monkey [ Mon 14 Apr, 2014, 11:53 ]
Post subject:	Re: Historical Tester in JForex4
I like the JForex4 developments a lot! Keep up the good work, and I look forward to using it live.... However... A few important questions remain about the Historical Tester... In particular, the optimization capabilities it will have : 1) Any idea roughly when we can expect to at least demo this feature? And then, much more importantly, 2) The possibility of better optimization features is extremely exciting ( and perhaps overdue, if it's not rude to say so? ... ) Optimizing more than a few variables at once, over anything but the smallest possible range of values, and over a very small time-frame, is simply not viable if your platform insists on running all variants simultaneously... Yes some clever threading technique is probably possible, but do we really need to go to such lengths ourselves?... I see you intend to introduce a 'standard' back-test style, and a 'brute-force' version. Do either of these address this issue? And is it much to ask for, say, a genetic / evolutionary - style optimization feature ( or similar ) ? Surely not hard to code, no? I've written such programs myself in the past in C++ , and it really was no big deal as I recall. Even MT4 has an 'evolutionary'-feature, but it seems ridiculous to waste the time to write an MT4 version of every JForex program, use THAT to optimize, and then return those values to JForex once more! JForex is so much better, in so many ways... And JForex4 looks better again. Surely there would be very widespread support and appreciation if you could just add this very minor feature, no? Thanks for everything again anyway, and I'm sure I'm not the only one who would LOVE to hear some good news on this front. Cheers!

Author:	Platform Support [ Thu 17 Apr, 2014, 07:46 ]
Post subject:	Re: Historical Tester in JForex4
Forex_Monkey wrote: a genetic / evolutionary - style optimization feature ( or similar ) We will try implementing this.

Author:	Forex_Monkey [ Thu 17 Apr, 2014, 10:20 ]
Post subject:	Re: Historical Tester in JForex4
Thank you very much, I look forward to any developments!

Author:	Forex_Monkey [ Wed 23 Apr, 2014, 15:16 ]
Post subject:	Re: Historical Tester in JForex4
The ability to optimize (and gain feedback in reports) over a wider variety of program performance features would be very handy (something like in MT4, but it wouldn't be hard to do a much better / more versatile job). And the ability for the user to have some input on the 'fitness function' in a genetic tester, for example, would be a distinct advantage over MT4. Seems to be about an appropriate level of sophistication to be hugely appreciated by many of your clientèle. It wouldn't really make your life much harder at all, and may in fact make your life a little EASIER in some ways... letting US figure out those details ourselves! Just some thoughts anyway... Thanks again Dukascopy, looking forward to full and live JForex4!

Author:	liamroche [ Wed 23 Apr, 2014, 17:06 ]
Post subject:	Re: Historical Tester in JForex4
I have to say I did not find the genetic option of MT4 particularly useful. It seemed to be necessary to cover about half of the combinations and there is little incentive not to look at the other half. But maybe others have found more advantage.

Author:	khofx [ Wed 23 Apr, 2014, 17:50 ]
Post subject:	Re: Historical Tester in JForex4
Any estimation when it will be available, either as beta-test or release?

Author:	Platform Support [ Thu 24 Apr, 2014, 17:12 ]
Post subject:	Re: Historical Tester in JForex4
No release date of the Offline version yet.

Author:	Forex_Monkey [ Mon 28 Apr, 2014, 11:04 ]
Post subject:	Re: Historical Tester in JForex4
liamroche wrote: I have to say I did not find the genetic option of MT4 particularly useful. It seemed to be necessary to cover about half of the combinations and there is little incentive not to look at the other half. But maybe others have found more advantage. I found it immensely useful, but used carefully in certain circumstances : If you're trying to optimise lots of variables over perhaps a very tight range, or just a few variables over a very large range of values where these changes can produce large effects, over a long timeframe, being careful to avoid curve-fitting, and when the changes can produce significant improvements in program performance, it can be an extremely useful feature (aside from not being able to run MT4 natively on linux outside of a virtual machine... ) . The main advantages were, for me, that a ) It could be left alone over extended periods of time to optimize, and remain stable b ) It wouldn't make excessive use of processor or RAM c ) It sometimes found configurations and systems which were both effective / profitable, and also sometimes highly counterintuitive ( as in almost 'organic'... not necessarily what I originally expected / designed at all ) Plus many others...

Author:	Forex_Monkey [ Mon 28 Apr, 2014, 15:15 ]
Post subject:	Re: Historical Tester in JForex4
Actually, one of the very most useful things was the ability to graph any one variable against any other, or 'heatmap' the resulting combinations. Add to that a 'fitness-function' which is more directly customizable by the user ( with perhaps a default version for those who don't want to get too involved in that side of things ) , and you'd have a real edge over anything offered anywhere else. In my opinion, anyway...

Author:	Chubbly [ Tue 10 Jun, 2014, 03:50 ]
Post subject:	Re: Historical Tester in JForex4
It would be great if you could put in a genetic tester into the Historical tester. There are some 3rd party ones out there but none that use Dukascopy as a platform. Getting this data in the report after a test would help a lot 1) Equity curve 2) Longest Win/Lose streak and amount 3) Avg Win/Loss size 4) Largest Win/Loss 5) Profit Factor 6) Maximum Draw down 7) Sharpe ratio

Author:	Forex_Monkey [ Wed 18 Jun, 2014, 17:33 ]
Post subject:	Re: Historical Tester in JForex4
Seriously guys... I mean, I don't know quite when on earth I'll have the time... but do you WANT one??? First thing I ever programmed, quite a few years ago now, and in C++... It was really not that hard... And at risk of sounding SLIGHTLY rude here, but I mean, it is KIND OF your JOB, no?... In the meantime, here's something some of you people might find interesting : https://fxbacktesting.com/ Cheers!

Author:	Forex_Monkey [ Wed 18 Jun, 2014, 17:37 ]
Post subject:	Re: Historical Tester in JForex4
( I'm thinking here of your last comment, Chubbly ) ...

Author:	Chubbly [ Thu 23 Oct, 2014, 04:20 ]
Post subject:	Re: Historical Tester in JForex4
Platform Support wrote: Historical tester in under development. It would be implemented as an offline version with the possibility to run the historical price feed on almost the same user interface. That would make manual trading tests possible as well. This sounds like a really good way to have a historical tester. Is there going to be a beta version released we can try this?

Author:	Chubbly [ Sat 06 Dec, 2014, 04:58 ]
Post subject:	Re: Historical Tester in JForex4
Forex_Monkey wrote: In the meantime, here's something some of you people might find interesting : https://fxbacktesting.com/ Cheers! Unfortunately that website has been down for the past 2 weeks. I guess they went out of business?

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