There's an "advertorial" for something very similar called 'Genetic Builder' in the Apr-Jun '12 'FX Trader Magazine.
(The online version is free to read after registration.)
Regards,
Peter
Thanks for a prompt and comprehensive reply. I'll investigate those links.
I agree about 'smallest timeframe' testing. My strategy actually uses EMA on timeframes from M5 to D50.
It turns out I did have a 'noob' issue. My tick data obviously has the real spread within in but the importing...
My first post so forgive a 'noob' question....
I've writen a strategy in MQL and I'm testing in Metatrader 4. I'd like to understand why I get diferent results on the M1 and M5 timeframes in the Strategy Tester in Metatrader.
Before someone states the obvious:
(i) I have a month of tick...