Someone state that the 1 month of live trade is much better than 10 decades of back-test. Is that true?

Perhaps backtest is bad and let's discuss why.

Q1.the information you use for back test isn't same as the really market.
A1.that's ture.But you can download the high-quility data form some internet such as dukascopy,as you exchange just 1or2 lots one time along with your slippage isn't huge with a fantastic broker,I think the back-test can 99% = the live statistics.

Q2.the over optimization stuffs.let's me explan that this first.think about if you go back to 1 year ago and allow you to exchange this season again,will your commerce result be great?sure it'll be good,yeah?So how can an ea be bad if you optimizate it together with the information of last 1 year and back-test with exactly the same data?but as you can never optimizate with data of future,this backtest result do not mean anything.
A2.that's ture as well.But in 1 hand,we can use backtest to check our system but not to optimizate it,in a different hand,we can utilize WFT to make decent use of back test.check this to examine detels about WFT:
http://www.multicharts.com/walk-forward-testing/ http://www.tradestation.com/trading-...ward-optimizer

my question:anybody know an simple way to do WFT using MT4?it takes alot of time when performed by hand.