I have been doing some retrospective tests with several EAS in MT4.I have realized that the EAS that depend on market volatility begin to lose money around 10/2006.The strangest thing is that this occurs in all pairs.It would be rare for all volatility of the Forex market to disappear in a single month.Is this a problem with MT4 data?Has anyone else noticed the same?Is this with other data sources other than MT4?The Breaking of A Wave Cannot Explain The Whole Sea.
I wrote an EA to measure volatility at certain times of the day ... it is not exactly the subject, but maybe it is useful in some way.
You should check the history M1 in your MT4 and make sure it comes from live accounts, preferably from a reliable broker.Greetings.
This sounds more like a problem with MT4 data.Did you verify with another source like Dukascopy or TrainingView?Sometimes MT4 records have holes or are poorly tight.
Not that volatility suddenly disappears, is that the quality of MT4 data is ... say, questionable.If you are serious with this, use a serious broker data.
If all your EAS fail in the same period and in all symbols, the problem is in the data, not in the market.Download another data set and test again.
The same thing happened to me years ago.I compared the data with Bloomberg and the volatility had not changed as much as it seemed in MT4.Check your source well.
Maybe that month there were fewer high -impact events or changes in monetary policy.Did you compare volatility in the VIX or in Forex options?
MT4 and reliable data in the same prayer ... hahaha, good joke.
Check the Spreads.Some brockers manipulate historical data so that it seems that certain periods were less volatile.
Posting Permissions
Reply With Quote