Billy, where's my money, or How to write a New Year's Miracle in a couple of hours - page 2

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Kino:

What is the ratio of profitable to unprofitable trades in figures and average amounts ?

Updated... should be on the screenshot... I will update test posts periodically...
 
Yep, already there) The ratio seems to be good. Maybe a lot x2 of the last closed if moose ?
 
Kino:
Yep, already got it) Maybe a lot x2 of the last closed if moose ?
I'll take note... First I'll make full tests on three TFs of two versions of EA, then we'll think...
 

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Billy, where's my money, or How to write a New Year's Miracle in a couple of hours

Tapochun, 2014.12.31 09:09

So... The first test is being prepared... Standard WPR EURUSD... In the first version only the indicator period is optimised.

M5 period - no New Year's miracle so far (unless of course you consider a New Year's miracle to be losing $75 in 4 years with 0.01 lot - best result)...

M15 - ok, we didn't lose! The best result +386 $ (0.01 lot), the drawdown on the balance 12.65%. Tester report is attached.

M30 is even better. The best time was +446$, but the drawdown has increased up to 16%, however we can see that trading on М30 is more suitable for the current market situation. Tester report is attached.

H1 - just in case. Not very good results.


So, the test on EURUSD is completed. My spirits are slowly picking up. Let's see what will happen next. ) Let's start the test on USDCHF.

M5 - chiff, not very good yet... Losing...

M15 - we are on the upside, but not very good. +173$...

M30 - showing a profit of +238$... but the chart is flat. I wonder if we'll get over +1000$ profit today with 0.01 lot? Who thinks?

 

Note the position of equity to balance on the test, equity is almost always below the balance, maybe try the trend option, open a sell when there is a -95 cross from top to bottom and close when there is a -95 cross from bottom to top,

In good trends there should be profit, the main thing is to stay in zero on the flat. Closing can also be done at other levels, e.g. at 50.

 
Olegts:

Note the position of equity to balance on the test, equity is almost always below the balance, maybe try the trend option, open a sell when there is a -95 cross from top to bottom and close when there is a -95 cross from bottom to top,

In good trends there should be profit, the main thing is to stay in zero on the flat. Closing can also be done at other levels, e.g. at 50.

It is certainly possible to try, but how long will it take...? How do I filter the trend/float? If there is time left, I will do it for sure. Right now, I want to run what I have... and then... I'm thinking maybe to try averaging over "important" levels?
 
Tapochun:
It's certainly possible to try, but how long will it take...? With what to filter the trend/flat? If there's time left, I'll do it for sure. Right now, I want to run what I have... and then... I think maybe I should try to average out the "important" levels?
I don't need filtering, you don't need filtering on current EA, although it earns on flat, if trend variant works in profit and even hangs on the spot, you can combine both EAs into one, trend one will smooth out strong drawdowns of flat, that should improve sharpening factor and recovery factor, and this will give a chance to increase risks.
 
Olegts:
and you don't need to filter, because you don't filter on the current EA, although it earns on the flat, if the trend version will work in profit and even hang around, you can combine both EAs into one, the trend one will smooth out the strong drawdown of the flat one, which should improve the Sharpe and recovery factor, and this will enable you to increase the risk.
How will the trend be determined?
 

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Billy, where's my money, or How to write a New Year's Miracle in a couple of hours

Tapochun, 2014.12.31 09:47


So, the EURUSD test is over. My spirits are slowly picking up. Let's see what happens next... ) Let's start the test on USDCHF.

M5 - chiff, not very good yet... Losing...

M15 - we are on the upside, but not very good. +173$...

M30 - showing a profit of +238$... but the chart is flat. I wonder if we'll get over +1000$ profit today with 0.01 lot? Who, what do you think?

So, test on USDCHF is completed. Results are worse than EURUSD. The franc does not want to raise our spirits, well, let's see what the pound will show...

M5 - yes, definitely, on M5 in the current interpretation this Expert Advisor does not want to work profitably.

М15 - +278$. Drawdown of the balance is 14%.

М30 - +229$. Chart is flat over the last 3 years... Mm... graaal! Where are you!?

 

I don't quite understand, why are the wizards in the EA? Weren't you originally going to build an EA based on WPR?

I understood that you were talking about this one

Where levels and period are in the settings

Now, as far as I understand, WPR is used as a filter for small EAs, it's a little different.... If i look at the chart they are for trend trading andWPR is for flat trading so i don't understand...

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