Strategy tester. - page 9

 
I've been testing... I ran into two flies at once. One nailed me immediately. The balance in the middle of testing was negative -658$ (of course, the equity was above the roof). Is such a situation possible in reality? And the second mulligan, the balance and equities lines went beyond the top-bottomlimits of the figure.

Dear developers, please comment.
 
Judging by the Equity and Balance charts, the Expert Advisor opened long positions on the Euro around 2002, but was never able to close orders and lock in profits. Equity is Balance + Unfixed_Profit.
Either there is an error in logic or it is a strong fit. True, the negative area on the chart is not clear. So the third option is also possible.
 
Judging by the Equity and Balance charts, the Expert Advisor opened long positions on the Euro around 2002, but was never able to close orders and lock in profits. Equity is the Balance + Unfixed_Profit. <br / translate="no"> Either there is an error in logic or it is a strong fit. True, the negative area on the chart is not clear. So the third variant is also possible.

Testing was performed on the watch. The history is from 12.03.2004. The Expert Advisor has traded pending orders in both directions. The orders that do not trigger are deleted. New pending orders create a pyramid. Open positions are closed when the profit exceeds 200 pips.
 
Then I don't know :(
 
Horrible lags are observed while testing an Expert Advisor that uses indicator readings from different t-fs, in 5 min of work
1 2001.01.05 02:00 buy limit 1 1.00 1.4894 1.4840 1.5082 0.00 100000.00 2 2001.01.08 00:00 modify 1 1.00 1.4895 1.4841 1.5063 0.00 100000.00 3 2001.01.09 00:00:00 modify 1.00 1.4893 1.4803 1.5099 0.00 100000.00 4 2001.01.09 00:00 sell 2 1.00 1.4964 1.5283 1.4893 0.00 100000.00 5 2001.01.09 11:24 t/p 2 1.00 1.4893 1.5283 1.4893 710.00 100710.00 6 2001.01.09 11:24 buy 1.00 1.4893 1.4803 1.5099 0.00 100710.00 7 2001.01.10 00:00 modify 1.00 1.4893 1.4718 1.5099 0.00 100710.00 8 2001.01.10 00:00 sell limit 3 1.00 1.5099 1.5162 1.4876 0.00 100710.00 9 2001.01.11 00:00 modify 3 1.00 1.5099 1.5153 1.4866 0.00 100710.00 10 2001.01.11 00:00:modify 1 1.00 1.4893 1.4664 1.5099 0.00 100710.00 11 2001.01.12 00:00:modify 3 1.00 1.5099 1.5293 1.4866 0.00 100710.00 12 2001.01.0112 00:00:00 modify 1.00 1.4893 1.4802 1.5099 0.00 100710.00 13 2001.01.12 16:32 s/l 1.00 1.4802 1.4802 1.5099 -898.75 99811.25 14 2001.01.15 00:00 modify 3 1.00 1.5099 1.5293 1.4866 0.00 99811.25 15 2001.01.15 00:00 sell 4 1.00 1.4783 1.5093 0.0000 0.00 99811.25 16 2001.01.15 02:30 close at stop 4 1.00 1.4779 1.5093 0.0000 40.00 99851.25

it is not clear why the indicator used on a smaller tf is constantly deleted and added again, maybe the time is just spent on its recalculation?

2005.08.28 15:05:18 2001.01.12 20:00 exp1_3s_1 GBPUSD,M30: removed 2005.08.28 15:05:18 2001.01.12 20:00 exp1_3s_1 GBPUSD,M30: loaded successfully 2005.08.28 15:05:17 2001.01.12 20:00 exp1_3s_1 GBPUSD,M30: removed 2005.08.28 15:05:17 2001.01.12 20:00 exp1_3s_1 GBPUSD,M30: loaded successfully 2005.08.28 15:05:17 2001.01.12 20:00 exp1_3s_1 GBPUSD,M30: removed 2005.08.28 15:05:17 2001.01.12 20:00 exp1_3s_1 GBPUSD,M30: loaded successfully 2005.08.28 15:05:16 2001.01.12 19:30 exp1_3s_1 GBPUSD,M30: removed 2005.08.28 15:05:16 2001.01.12 19:30 exp1_3s_1 GBPUSD,M30: loaded successfully 2005.08.28 15:05:16 2001.01.12 19:30 exp1_3s_1 GBPUSD,M30: removed 2005.08.28 15:05:16 2001.01.12 19:30 exp1_3s_1 GBPUSD,M30: loaded successfully


Model 2, build 182, WinXP SP2

 
2 avm Your situation with a negative balance is possible and tested in real life!!!, the account balance is a dry balance (in your case, the balance, and you can work (open deals) at the expense of current (paper) profit, like ;) "Equity - unfixed Balance".
At the right edge of the chart you have "fixed it" - got it all in Balance.
Fixing of profit and reopening in the same direction is the task of MTS.

Good luck,
Micky Mogol.
 
2 Mogol.
Thank you.
 
We are experiencing terrible lags in testing the Expert Advisor

i got it wrong in parameter passing: i mixed up the sequence of two parameters for custom indicators (first like int, second like double), i asked a question "what will happen if the number of passed parameters is more or less?

PS. in addition I have found some slowness (see next thread) related to the combination of check for a new bar by time and call for indicators in the code
 
2 avm Your situation with a negative balance is possible and tested in real life!!!, the account balance is a dry balance (in your case, the balance, and you can work (open deals) at the expense of current (paper) profit, like ;) "Equity - unfixed Balance". <br / translate="no"> On the right side of the chart you "fixed" it - got everything in Balance.
Fixing of profit and reopening in the same direction is also the task of MTS.



I don't understand this statement, especially the real account part. Please, tell me more about Balance, Equity, Profit and Margin to cover positions.

To clarify, my understanding of Equity = Balance + Profit (current Profit may be negative).
Also Equity=Margin+Free Margin+Swaps (swaps may be negative).
Also, there is Margin Leverage=Equity/Margin and Margin Leverage cannot be below Margin Call, which at Alpari is at 20% (0.20).
How can we get a negative Balance with this system of equations?
Maybe there is something I do not understand?
 
I don't understand this statement, especially the real account part. Could you elaborate on the relationship between Balance, Equity, Profit and Margin to cover positions. <br / translate="no">.
To clarify, my understanding of Equity=Balance+Profit (current Profit may be negative).
Also Equity=Margin+Free Margin+Swaps (swaps can also be negative).
Also, there is Margin Leverage=Equity/Margin and Margin Leverage cannot be below Margin Call which at Alpari is at 20% (0.20).
How can we get a negative Balance with this system of equations?
Maybe there is something I do not understand?

Indeed, I would like to know quite definitely how all these account indicators interact with each other. Theoretically, it is clear that at "under the sky" eqiti, the los poses will suck the money out of the balance. And if the balance is much smaller than the equities, it can become negative. In this case the brokerage company always has an opportunity to slam open positions to "replenish" the balance, so that the account would not fall below the conditions for a stake.