The alphaheim Dynamic Trend Duo, also known as DTD, is a fully automated trading system for MetaTrader 4 & 5 which is designed to trade with the market trend according to two propriety indicators. The EA will trade with the direction of the longer-term trend, whilst taking trading triggers based on market trend structure. Whilst this is the default configuration of the EA, the criteria can be reversed to take entries with the trend direction change, and confirmation from the trend structure.
In order to perform optimizations and vet a potential trading strategy, it is imperative to ensure that the results obtained from strategy tests and optimizations on MetaTrader 4 & 5 are a true reflection of the EA. As seen in the image below, the default strategy tester for MT4 causes issues when testing scalping EAs. In the first image we use the standard tester, with default data, and in the second we port over to tick data. The initial perception is that of a flawless strategy – but this is simply derived from poor data analysis. In this article we will cover the steps to ensure accurate testing on both MT4 and MT5, and touch on some elementary data science to help filter potential strategies.
