Suggestions for EA (Loosing to Profit) - page 2
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I ran that on a Tester and it looks like this:
Bars in test 38172
Ticks modelled 16728857
Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit -6840.20
Gross profit 12137.20
Gross loss -18977.40
Profit factor 0.64
Expected payoff -3.63
Absolute drawdown 7191.50
Maximal drawdown 7250.10 (72.08%)
Relative drawdown 72.08% (7250.10)
Total trades 1886
Short positions (won %) 602 (14.95%)
Long positions (won %) 1284 (11.53%)
Profit trades (% of total) 238 (12.62%)
Loss trades (% of total) 1648 (87.38%)
Largest
profit trade 181.80
loss trade -130.70
Average
profit trade 51.00
loss trade -11.52
Maximum
consecutive wins (profit in money) 3 (152.80)
consecutive losses (loss in money) 383 (-1560.00)
Maximal
consecutive profit (count of wins) 347.90 (2)
consecutive loss (count of losses) -1560.00 (383)
Average
consecutive wins 1
consecutive losses 8
The results are almost equal as your trade results.
I ran that on a Tester and it looks like this:
Bars in test 38172
Ticks modelled 16728857
Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit -6840.20
Gross profit 12137.20
Gross loss -18977.40
Profit factor 0.64
Expected payoff -3.63
Absolute drawdown 7191.50
Maximal drawdown 7250.10 (72.08%)
Relative drawdown 72.08% (7250.10)
Total trades 1886
Short positions (won %) 602 (14.95%)
Long positions (won %) 1284 (11.53%)
Profit trades (% of total) 238 (12.62%)
Loss trades (% of total) 1648 (87.38%)
Largest
profit trade 181.80
loss trade -130.70
Average
profit trade 51.00
loss trade -11.52
Maximum
consecutive wins (profit in money) 3 (152.80)
consecutive losses (loss in money) 383 (-1560.00)
Maximal
consecutive profit (count of wins) 347.90 (2)
consecutive loss (count of losses) -1560.00 (383)
Average
consecutive wins 1
consecutive losses 8
The results are almost equal as your trade results.
Interesting, any recommendations or suggestions?
I'm going to change the risk:reward ratio to 1:1, and see what the win ratio is
trying with new settings: forward testing
Risk:Reward Ratio
strategy tester: eurusd: 1H:
Risk:reward = 1:1
Bars in test 2286
Ticks modelled 9279186Modelling quality 42.47%
Mismatched charts errors 2
Initial deposit 10000.00
Total net profit -20.15
Gross profit 165.23
Gross loss -185.38
Profit factor 0.89
Expected payoff -0.52
Absolute drawdown 40.96
Maximal drawdown 81.53 (0.81%)
Relative drawdown 0.81% (81.53)
Total trades 39
Short positions (won %) 7 (57.14%)
Long positions (won %) 32 (46.88%)
Profit trades (% of total) 19 (48.72%)
Loss trades (% of total) 20 (51.28%)
Largest
profit trade 14.05
loss trade -18.76
Average
profit trade 8.70
loss trade -9.27
Maximum
consecutive wins (profit in money) 4 (30.53)
consecutive losses (loss in money) 4 (-49.36)
Maximal
consecutive profit (count of wins) 30.53 (4)
consecutive loss (count of losses) -49.36 (4)
Average
consecutive wins 2
consecutive losses 2
strategy tester: eurusd: 1H:
Risk:reward = 1:1
Bars in test 2286
Ticks modelled 9279186Modelling quality 42.47%
I think you need to address this issue . . .
"Modelling quality 42.47%"
I think you need to address this issue . . .
"Modelling quality 42.47%"
Do you have any suggestions?
How do i increased the quality?
I didn't see much options for modelling quality
Do you have any suggestions?
How do i increased the quality?
I didn't see much options for modelling quality
What data are you using ? you need better data than the data you get from your Broker . . . I have posted on this before, use the search and you will find plenty of info.
strategy tester: eurusd: 1H:
Risk:reward = 1:1
Bars in test 2286
Ticks modelled 9279186Modelling quality 42.47%
Mismatched charts errors 2
Initial deposit 10000.00
Total net profit -20.15
Gross profit 165.23
Gross loss -185.38
Profit factor 0.89
Expected payoff -0.52
Absolute drawdown 40.96
Maximal drawdown 81.53 (0.81%)
Relative drawdown 0.81% (81.53)
Total trades 39
Short positions (won %) 7 (57.14%)
Long positions (won %) 32 (46.88%)
Profit trades (% of total) 19 (48.72%)
Loss trades (% of total) 20 (51.28%)
Largest
profit trade 14.05
loss trade -18.76
Average
profit trade 8.70
loss trade -9.27
Maximum
consecutive wins (profit in money) 4 (30.53)
consecutive losses (loss in money) 4 (-49.36)
Maximal
consecutive profit (count of wins) 30.53 (4)
consecutive loss (count of losses) -49.36 (4)
Average
consecutive wins 2
consecutive losses 2
After you improve the modeling quality like RaptorUK suggested. Also take a look at the number of trades, the first set had 1886 trades, thats a pretty good amount of trades tested. Your run had 39 trades, I'm not sure what the dates tested are but I would test much longer dates so you get more trades tested, 39 is really not a good sample. You could have just hit a good streak of trades, or you could have hit a bad streak and maybe the EA is much better then these results.
I see 1:1 seams to have improved the win/loss ratio, that is a good thing. Now that there seams to be some hope, I would use the optimizer to test a diiferent series of numbers for exmple:
Instead of testing the following
SL = (2 * std) * 0.9
TP = (2 * std) * 0.9
I would do an optimize run that had (1*std) -> (5*std) and also in on the same run try 0.3 - > 1.5 on both the SL and TP. I would start out on a 12 month run. If you get decent results from some of those runs I would then add into the EA an hours to trade routine and use the values you got from the previous run to see if you can improve it even more without have to trade 24/7.
Good luck, keep posting the results.
Interesting, any recommendations or suggestions?
I'm going to change the risk:reward ratio to 1:1, and see what the win ratio is
Judging from the results, i will not recommend any optimization. Until these strategy & logic issues are look at.
First, I didn't have as much time after running that 7 year test on a H1, and so much motivation to look thru all the lines of codes in the EA, but i was certainly struck by the use of 2 magic numbers - for "slow" trades, and "fast" trades. What kind of strategy is this, I thought?
Then, I glance across for coding patterns, try commenting out the slowmagic number. The ea didnt work, as expected.
Then, i commented out the other fast magic number. And surprise, surprise, the ea compiles without error.
So, it seems, the logic is completely incomplete of what is desired? For sure, your EA are only filling based on some slow MA logic, but never on the fast?
Since you are the owner of this EA, you should have better answers to all these, than my simple ways.