Stable MTS - page 14

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Oleg Shenker:


I can only say that I have not closed one year without a loss since 2006, taking into account the fact that the last optimization of the EA was done in 2006.

No lot doubling, no martin, no trawls or any other modifications ... I mean probably the EA still has potential ... Yes, and I can also add that I do not have the only one .

 
Oleg Shenker:

Looks like we're finally getting down to business.

The statistics are really good. I'm only confused by the maximum loss trade of 135, with an average loss of 38 and an average gain of 41. Also confused by the 37% drawdown. Looks like the algorithm doesn't use a stop loss.

It would also be very interesting to look at the average and maximum recovery time after a drawdown. Well, roughly speaking, how long on average the robot has been in the red. If it's a few months - that's great, if it's a few years - it's almost impossible to sell it to investors.

I think it makes sense to use an EA if the loss period is less than 1 month, otherwise it's better to trade manually. If in real trading the advisor is at a loss for a month, the advisor needs to be repaired or replaced.
 
Yuriy Asaulenko:
50/50 is a strong regularity). The advisor works on closing unsuccessful trades in a timely manner and apparently accompanying successful ones. And I wouldn't say it's wrong.

I disagree. The average profitable trade is not much bigger than the average losing trade. That is, the robot takes about the same distance both in plus and in minus. It wins due to the fact that there are more profitable trades.

Well, maybe due to a small prevalence of the average profit trade size.

 
khorosh:
I think it makes sense to use an EA if the losing period does not exceed 1 month, otherwise it is better to trade manually. If in real trading the Expert Advisor is losing for a month, it needs to be repaired or replaced.
Why exactly one month? Not two or three? Does it somehow depend on the timeframe? I would prefer to focus on the drawdown. As soon as the MA has exceeded a certain % - the Expert Advisor should stand up and ask for optimization.
 
Oleg Shenker:

I disagree. The average profitable trade is not much bigger than the average losing trade. That is, the robot takes about the same distance both in plus and in minus. It wins due to the fact that there are more profitable trades.

And maybe due to a small advantage of the average profit trade size.

And another thing, look at the mathematical expectation, it is several times bigger than the spread.
 
Oleg Shenker:
Why one month? Not two or three? Does it somehow depend on the working timeframe?
For me, the timeframe does not matter.
 
azfaraon:
You just need to understand I think that with a high percentage of profitable trades you won't live long. There is no balance and it indicates a short-term sharpening, i.e. adjustment.
I'm not quite sure what you mean. The percentage of profitable trades should decrease? And from what fact in the stats do you see that there is no balance? I believe that the presence or absence of adjustment can be judged only by the difference in results between the period, in which the EA has been optimized and the check period. Explain your point.
 
Oleg Shenker:
I'm not quite sure what you mean by that. Should the percentage of profitable trades decrease? And from what fact in the statistics do you see that there is no balance? I believe that the presence or absence of fitting can be judged only by the difference in results for the period, in which the EA has been optimized, and the control period. Explain your point.
I have always approached the market as something alive, not just as numbers. Let's imagine an EA with 80% of profitable trades is like an excellent class, but if it steps out of the class or finds itself in another situation, it will hardly stay like that because it is adjusted to certain conditions.
 
Oleg Shenker:

As for investors, I advise you not to bother. You'll just waste your time and nerves. Because there are very few real investors or they are on the Forbes list. People don't know what they want. Very few people are really willing to take risks. You can't guarantee anything. Nothing is guaranteed for anyone but death.
 
Oleg Shenker:
Why one month? Not two or three? Does it somehow depend on the working timeframe?
Imagine the situation where you are living off the profit of your EA. What would happen if instead of profit it would remain in the drawdown for months. Well, of course, this is purely my personal opinion.
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