Figure out if an EA attempts to cheat backtests

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gu00hero
Posts: 26
Joined: Fri Jun 26, 2020 11:20 am

Figure out if an EA attempts to cheat backtests

Post by gu00hero »

Figure out if an EA attempts to cheat backtests by reading data from a HST file and display a message if that happens.

Unicorn_Madness
Posts: 3
Joined: Thu May 13, 2021 8:11 pm

Re: Figure out if an EA attempts to cheat backtests

Post by Unicorn_Madness »

You mean EA's that have certain data stored into them so they don't take a trade during those dates and times during a backtest, with the purpose of making backtests look good?
That would be a great feature, but I don't think it can work. The scam EA seller usually stores those dates/times directly into the EA.

Or did I misunderstand something?
If possible it would be great for retail/amateur EA traders.

tickstory
Posts: 4380
Joined: Sun Jan 06, 2013 12:27 am

Re: Figure out if an EA attempts to cheat backtests

Post by tickstory »

Hi Gu00hero, that's an interesting one. Have you seen this particular technique of reading HST files used before?

Unicorn_Madness made a good point - there would be a number of ways to produce an EA that wasn't entirely truthful. It would be hard to detect, for example, if an EA's code was a genuine attempt to avoid trading at volatile times versus avoiding a foreknown period of volatility.

Maybe you could shift the dates of your export along with using our Walk-Forward analyzer to adjust parameters for any suspicious period to see if you can make it trade. If it didn't trade during a certain period, then this could raise question-marks. Of course, there would be exceptions to this for some strategies that are specifically designed to trade at certain times (such as scalpers during market open, etc).

Aside from that, I'm not sure if there are some definitive rules that could be applied.

Gu00hero, it's an excellent idea though. If you or others have some suggestions based on some known cheat methods, perhaps we can throw around some ideas about whether it's possible to detect them.

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