u/EAForexLab

Friends, i want to show you a great example of the importance of testing algorithms on the highest quality tick data using real spread. An MQL5 market Expert Advisor that demonstrates excellent results is nothing more than a testing grail.

The first image shows the results of the Expert Advisor vendor test from the MQL5 website.
The second image shows my test of this Expert Advisor using high-quality tick data from the broker Darwinex in MT4, utilizing Tick Data Suite.

Have you come across such Expert Advisors on MQL5 market, or sellers of such Expert Advisors?

I ran a simple robustness check on a Gold EA in MT4 and got a result that I think is worth discussing.

The original backtest looked clean: high-quality tick data, realistic spread, and a smooth equity curve.

Then I shifted the quote history by 28 years and ran the strategy again.

The result changed dramatically. The equity curve became unstable and most of the apparent edge disappeared.

That does not automatically mean the EA is fraudulent. There are other possible explanations.

But for me, this is a serious robustness warning.

If a strategy only works on one specific historical placement of the same market structure, I would want to know why before trusting the backtest.

This kind of test can sometimes expose things like:

• hardcoded dates or time-dependent logic;
• excessive curve fitting;
• hidden dependence on a specific historical regime;
• parameters that are much less robust than the original backtest suggests.

What I find interesting is that a backtest can still look technically “good” — real tick data, proper spread, no obvious modelling issues — and yet the underlying strategy may still be fragile.

Has anyone here used time-shifted data or similar robustness tests for EAs?

And what would you consider a reasonable explanation if an EA performs well on the original history but collapses after shifting the same data in time?

I recently ran a poll among the algo traders who follow my channel, asking how they test EAs on MT4 and MT5.

The results were pretty interesting. They also highlighted what I think is a major problem in retail algo trading: many traders are evaluating strategies with testing methods that may not be robust enough, and then putting money behind algorithms that were never properly validated in the first place.

So I thought it would be interesting to run the same poll here and compare the results.

What do you use to test MT4/MT5 EAs?

Would also be interested to hear in the comments why you prefer your particular setup and what you consider essential for a reliable backtest.

I recently tested Scalping Robot Pro MT5. It has 100+ MQL5 reviews and the vendor backtest looks almost flawless.

What I found more interesting was the review history. A number of buyers left positive reviews after only a few hours or days of trading. With a grid-based system, that's nowhere near enough time to see the actual tail risk. The promoted monitoring account was also later replaced by a fresh account with only a short history, so the previous bad period was no longer visible there. This is why I don't put much weight on MQL5 ratings or vendor equity curves by themselves. For me, the real question is whether the strategy survives realistic costs, long enough history and adverse market periods. Do you guys test MQL5 EAs yourselves before buying, or do you use reviews/monitoring to filter them first?