Challenge automated trading using MT4!! Let's get started! EA Life | Episode 13 How to backtest an EA② [Makoto Kakizawa]

Masanao Kakizawa Profile

Kakizawa Masanobu. Since 2009, he has been developing automated FX trading systems and has provided numerous automated trading systems such as EasySniper and MultiAgent to securities firms and users. At Invast Securities’ automated trading service "SISTRE 24," the provided strategy MultiAgent achieved an overwhelming result and high appraisal in the 2016 Annual Award. Additionally, at Himawari Securities’ automated trading service "Ecotre," the provided strategy "Hikae Me Venus" kept the number of users in first place for more than a year from 2013 to 2014. The number of users surpassed 700. He is currently offering Dream Agent FX, an evolved version of MultiAgent.

In this series, we focus on FX automated trading systems, specifically EA (expert advisor) that runs on MetaTrader 4 (MT4), and have professional trader Masanobu Kakizawa guide you through the knowledge and know-how needed to operate them. If you are considering operating an EA, or if you are already using an EA, please use this as a reference.

*This article is a republished and re-edited version of an article from FX攻略.com June 2019 issue. Please note that the market information in the main text may differ from the current market.

Get Historical Data

Hello. This time is part 2 of "How to Backtest an EA." Following the instructions for operating the backtesting tool explained last time, did your backtest actually run for the intended period? Most people probably saw results only for a much shorter recent period, just a few months, compared to the period they set.

That’s because to perform backtests you need historical price data that corresponds to the period. This historical data is called “historical data,” and as a preparatory step for backtesting, you need to acquire (import) historical data for the required period. This time, I’d like to explain about obtaining that historical data.