Stable MTS - page 19
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Do you take responsibility for your words? Then start organizing your queue according to the list!
I bring to your attention the result of testing the trading algorithm on a real tick history over 1.5 years (with a fixed lot, without reinvestment):
All as ordered, as they say "What the doctor ordered". If you want to go deeper into detailed analysis of trades, I can post the full report on YandexDisk (a decent-sized file).
P.S. If anything, you can consider a 20% commission on the profits of the investors you bring in as a commercial offer.
Since 1999, lot fixed 0.1 with no reinvestment.
From 1999, lot 0.01 per 1000, reinvested by Williams.
Since 1999, lot fixed 0.1 with no reinvestment.
From 1999, lot 0.01 per 1000, reinvested by Williams.
Good afternoon. I haven't read the whole thread, but what I see doesn't seem to me to be the right question. It would be more correct to ask what is the maximal drawdown of the Expert Advisor with 0.1 lot and what is its profit for the year (maximum, minimum). Then the estimate of the Expert Advisor can be performed by the ratio of profit per year to the maximal drawdown. My Expert Advisor shows 60 to 150 percent per year according to this criterion. If we are talking about a 10% drawdown, then the bank should be 10 times the maximum drawdown. We have 6-15% per annum.
My Expert Advisor worked on the FxPro investment program on five currency pairs. It didn't lose on others, but the market pattern kept it near zero. Advisors should be tested from 2001 to 2016. In 2005-2006 the markets pattern changed from flat to trend, and since good owls should hold both patterns, this is the only way to test. Mine is holding confidently. Now participation in investment programs is closed for Russians, so I don't participate any more, I can only trade for my own money).
https://1drv.ms/f/s!Am3679CGgAPPhaUMyGNtVdoH7sr-YA
The programme has been closed for Russians. The link to this programme no longer opened for me from Russia, it opened for me from Holland
I'm in Spain, it will open for me.
file opens everywhere))) the link works. I mean the access to FxPro website. For the Russians it opens a completely different site .....
I understand correctly that the maximum DD on the balance sheet is 44%, how is it possible that the capital does not sag, but the balance sheet does?
My words are valid if the algorithm really works (online, not only in tester) by those parameters I've stated.
I disagree. If you close the sdp at equal time intervals, and ignore the spread, then in the case of a random entry there will indeed be 50% winning trades and 50% losing trades. If you introduce a spread, the losing trades will immediately outweigh the losing ones. If you allow manager or advisor to wait and close a trade at his discretion, there will be much more losing trades (saw a profit, did not close, got SL). Moreover, if the manager is allowed to wait out any losses, then there will be much less loss-making trades (all martingel strategies work on this), but there is another problem, the probability of a catastrophic loss (the so-called tail risk).
So you are in a hurry to guarantee a result. I personally tried it. There is no guarantee. If a trade goes to zero and does not come back - no matter how you look at it, it will be loss-making. If a trade went to profit, I didn't close it, and it came back and went into minus, then my waiting skills are working against me. The statistics can be anything.
What does over-waiting have to do with it? We have a clear stop. The loss on a losing trade is strictly limited.
Equal time intervals have absolutely nothing to do with it either. Entry is random. Exit at stop or un-limited profit. No one is forcing you to close a trade after T minutes or hours. Closing profitable ones is the simplest and not the best example: trailing stops.
Spreads, yes, get in the way, but if you put a stop >(3-5) spread, the spread is compensated by the profit.
You tried it wrong.)) When working even with an accidental process, you have to take their statistical characteristics into account.
This is where the whole game is about the correct support of the trade. I already wrote that I modeled it on FORTS to work out algorithms of transaction support, and TS was in stable profit - about 16% in 3 months from the transaction. Of course, this is not for real.
But let's get back to the source of this post: if TS has a profit/loss trade ratio ~50/50, then this EA may make profit only due to maintenance of trades.
In his post my friend has shown a probabilistic Expert Advisor (3-4 pictures in different modes) where the profit/loss ratio is stably 70/30. This already deserves attention.
What does over-sitting have to do with it? We have a clear stop. The loss on a losing trade is strictly limited.
Equal time periods have absolutely nothing to do with it either. Entry is random. Exit at stop or un-limited profit. No one is forcing you to close a trade after T minutes or hours. Closing profitable ones is the simplest and not the best example: trailing stops.
Spreads, yes, get in the way, but if you put a stop >(3-5) spread, the spread is compensated by the profit.
You tried it wrong.)) When working even with an accidental process, you have to take their statistical characteristics into account.
This is where the whole game is about the correct support of the trade. I already wrote that I modeled it on FORTS to work out algorithms of transaction support, and TS was in stable profit - about 16% in 3 months from the transaction. Of course, this is not for the real world.