Norm? - page 18

 
tol64:
Well why "no one ever" ? Ordinary things, immediately come to mind. )) It is more interesting to work on these schemes programmatically and test them thoroughly. ))

Yes, it is very enlightening and entertaining.... leads to many insights, but in practice - barriers have long been built against these schemes, it's just that few people notice them..... more often than not only with a scramble.... forehead.... :-)))

But it's useful to just dig in, here I agree...

.....With this scheme, you can not count on super profits, if you go back to the casino, the profit after the series is 1 chip(breakeven + minimum), and if doubling was 5..... then - "loaded almost the entire deposit in the deal"

 
IvanIvanov:

Yes, it is very enlightening and entertaining.... leads to many insights, but in practice - barriers have long been built against these schemes, it's just that few people notice them..... more often than not only with a scramble.... forehead.... :-)))

But it's useful to just dig in, here I agree...

You can, of course, test and run to bash your forehead in. Or you can test it properly and not run, but do more interesting things. )))
 

There is no martin and other heresies. There is no money management at all. Trail doesn't count. Not yet! I have my own formula on paper that turns even an EA holding zero into a profitable one. If my EA shows similar results to the test one I will introduce my own money management. Maybe my position manager will be a separate owl... in development for now.

p.s. By the way the management formula is new as well as my owl's working principle. I have not found any analogues on the net. It takes 2.5 lines.

 
By the way, there is also a method of calculating EA efficiency... If anyone needs I can sell the code for OnTester through the market - price $1000
 

Forgive me if I'm a newcomer, it's boring to read everything, so I just skimmed over the top of the topic.

Judging from the topic: 1600% for 13 years, that's a little more than 24% per year, it's somehow not impressive.

At the same time it is not clear (from graphs and pictures) what is the maximal drawdown (I am a beginner), I look at the table and see the figure: relative drawdown by figures is 13%.

It means that for the sake of 23% I will bear the risk of losing 13%, it's really sad, it is much more pleasant to have a theoretical drawdown of about 5% at most!

And did I get it right that my favourite indicator CAR/MDD (Compounded Annual Return/maximum drawdown) is the "profitability" indicator in the picture?

 
ksbr:

Forgive me if I'm a newcomer, it's boring to read everything, so I just skimmed over the top of the topic.

Judging from the topic: 1600% for 13 years, that's a little more than 24% per year, it's somehow not impressive.

At the same time it is not clear (from graphs and pictures) what is the maximal drawdown (I am a beginner), I look in the table and see the figure: relative drawdown by figures is 13%.

It means that for the sake of 23% I will bear the risk of losing 13%, it's really sad, it is much more pleasant to have a theoretical drawdown of about 5% at most!

And did I get it right that my favourite indicator CAR/MDD (Compounded Annual Return/maximum drawdown) is the "profitability" indicator in the picture?


description and all pictures herehttps://www.mql5.com/ru/market/product/618
Торговый робот (Expert Advisor) TimeMachine
Торговый робот (Expert Advisor) TimeMachine
  • 30 000.00 USD
  • Lev Ilyukov
  • www.mql5.com
Общее описание Стратегия рассчитана, прежде всего, на среднесрочное инвестирование от полугода. Это не тот советник, который даёт вам 100% выигрышных сделок по пять пипсов в течение месяца-двух и потом за день-два...
 
lordlev:
description and all pictures herehttps://www.mql5.com/ru/market/product/618

There's what I've seen so far.

The graph is beautiful, but the table talk about a 13% drawdown on a 23% yield is awful.

here are our dream returns: http://investor.micex.rts.ru/ru/statistics/2012/

;)

 
ksbr:

There's something there that I've already seen.

Then you're looking in the wrong place. If it works as well as in the tester in the real world, he's golden. If.
 
ksbr:

There's what I've seen so far.

The graph is beautiful, but the table talk about a 13% drawdown on a 23% yield is awful.

here are our dream returns: http://investor.micex.rts.ru/ru/statistics/2012/

;)

how do you calculate the profitability? initial balance 10000 - profit 350000 - maximum drawdown on funds 2200. As the result we have: the profit was 3500% with the initial balance drawdown of 22% Bad?
 
lordlev:
How do you calculate the profitability? initial balance 10000 - profit 350000 - maximum drawdown on funds 2200. As the result we have: the income was 3500% with initial balance drawdown of 22% Bad?

I didn't count, that's the point, I was checking the interpretations of the pictures. For 13 years (since 1999) I got 1600% or in 13 years my deposit has increased 16 times, which corresponds to (with reinvestment) 1,24 times a year (24%) on average (1,24 to the extent of 13). Next I was naturally interested in the drawdown, the table shows a relative figure of 13.43%. That's all I saw, a rather mediocre yield (especially if you subtract inflation) and not weak (in comparison) risks.

After your figures: balance sheet of 10000 - profit of 350000. What period is that for? 22% is a solid drawdown, but what annual return are we talking about?

P.S. I'm still sorting it out and am far from clearly understanding the tester's logic, especially considering what especially surprised me: it doesn't show a table with all trades, you cannot look them on a chart right away.

The optimised parameters are not shown in terms of fit, as Ami does, for example. All this (I hope) can be coded with your own hands?