Not looking for investors or trying to sell an expert :) just interested in opinions - page 3
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These price trends have a lot more accurate and reliable, so why should we look at the noise on the 1-minute timeframes?
You have misunderstood the recommendation to do a test on the minutes. It's not about the timeframe. In your Expert Advisor, insert an additional option in the external parameters of the indicators you are using - the timeframe size. I.e. instead of "0" - for example:
ma=iMA(NULL, TIMEFRAME, MovingPeriod,1,MODE_SMA,PRICE_CLOSE,0);
After that set TIMEFRAME=60 (if your Expert Advisor works on the clock), but the Expert Advisor should be run in the Strategy Tester at timef=1min. "And you will be happy... ..." and an objective result! Even if we use opening prices...
I was rejoicing that the real profitability would be stable about 2! Was it all in vain? Can you please explain why the result is worse on the minutes?
I don' t know why the result is worse on the minutes ?
What's wrong, can you enlighten me?
Yes, experts use the zero bar as well.
What is there to enlighten? Everything is described in the above posts! When testing on minutes, the quotes are real, and not the ones invented (simulated) by the tester. Hence the difference in the results.
Especially on the daily chart. I can only imagine what the tester "imagines" inside the days!
QUESTION TO THE DEVELOPERS. I wonder if the results of tick generation will be different between minutes and higher timeframes.
Good afternoon!
I too am interested in outside opinions :)
I've been doing forex for over a week :) And after losing a few quid through my own fault, I decided to write an expert, so my impulsive hands do not spoil the profit, but because I still have little experience here, it is very important to know your opinion, whether I go the right way, comrades :)
Put a rough estimate on a 10-point scale so I at least know what level above the plinth I am :) .
If you can, explain what's wrong and what bugs, shortcomings. I am grateful in advance to responsive people.
Strategy Tester Report
Corwin Volot Expert 04
SIG-Lite.us (Build 211)
Symbol
AUDJPY (Australian Dollar vs Japanise Yen)
Period
1 Minute (M1) 2004.01.01 00:09 - 2006.12.29 21:59 (2004.01.01 - 2007.01.01)
Model
All ticks (most accurate method based on all smallest available timeframes)
Bars in history
1042399
Modelled ticks
6463427
Modeling quality
25.00%
Initial deposit
5000.00
Net profit
14260.20
Total profit
23328.89
Total loss
-9068.69
Profitability
2.57
Expected payoff
59.17
Absolute drawdown
1716.29
Maximum drawdown
4741.56 (31.80%)
Relative drawdown
49.33% (3196.76)
Total trades
241
Short positions (% win)
0 (0.00%)
Long positions (% win)
241 (77.18%)
Profitable trades (% of all)
186 (77.18%)
Loss trades (% of all)
55 (22.82%)
Largest
profitable trade
5931.70
losing deal
-2342.99
Average
profitable deal
125.42
losing trade
-164.89
Maximum
continuous wins (profit)
17 (451.70)
Continuous losses (loss)
3 (-2738.97)
Maximum
Continuous Profit (number of wins)
5961.90 (4)
Continuous loss (number of losses)
-2738.97 (3)
Average
continuous winnings
4
continuous loss
1
QUESTION TO THE DEVELOPERS. I wonder if the results of tick generation will be different between minutes and higher timeframes.
It has been checked long ago. Perhaps, it is different in the new builds. Make an experiment, it will be interesting for everyone.
I too am interested in outside opinions :)
I lost a few quid through my own fault, I decided to write an expert, so my impulsive hands do not spoil the profit, but as I still have little experience here, it's very important your opinion, whether I go the right way, comrades :)
Put a rough estimate on a 10-point scale so I at least know what level above the plinth I am :) .
That's what I don't quite understand. Well, how can you give a score if you do not describe the tactic by which the expert works! Maybe he flips a coin there in the code and is re-timed! However, your main mistake is incorrect in presenting the result! If you optimized EA for December 2006, where are the results outside the optimization period? Please provide.
I do not quite understand. How can you give an estimate if you have not described the tactics by which the EA is working! Maybe he tosses a coin there in the code and re-timed! However, your main mistake is incorrect in presenting your result! If you optimized EA for December 2006, where are the results outside the optimized period? You should submit it.
Tactics are not really important, because you can argue endlessly about taste and colour. I am more interested in the criteria of expert estimation, i.e. how to judge an EA regardless of the strategy it uses. Of course, we have to reject variants with coins and optimization for a certain history :)
As for myEA, I haven't optimized it for dates only for this currency pair. I have not flipped a coin either. It is not necessary, because a coin has only two sides and it seldom flips :)
Below is the result for 2003.01.01 - 2006.01.01 no parameters or settings were changed in the Expert Advisor, I just set another testing period.
Strategy Tester Report
Corwin Volot Expert 04
SIG-Lite.us (Build 211)
Symbol
AUDJPY (Australian Dollar vs Japanise Yen)
Period
1 Minute (M1) 2003.01.01 20:02 - 2005.12.31 00:35 (2003.01.01 - 2006.01.01)
Model
All ticks (most accurate method based on all smallest available timeframes)
Bars in history
1079100
Modelled ticks
5935278
Modeling quality
25.00%
Initial deposit
5000.00
Net profit
14916.39
Total profit
31402.78
Total loss
-16486.39
Profitability
1.90
Expectation of winning
36.03
Absolute drawdown
1089.33
Maximum drawdown
6374.60 (61.98%)
Relative drawdown
61.98% (6374.60)
Total trades
414
Short positions (% win)
0 (0.00%)
Long positions (% win)
414 (75.36%)
Profitable trades (% of all)
312 (75.36%)
Loss trades (% of all)
102 (24.64%)
Largest
largest profitable deal
11821.97
losing deal
-4672.38
Average
profitable deal
100.65
losing trade
-161.63
Maximum number
continuous wins (profit)
17 (450.24)
Continuous losses (loss)
3 (-5461.90)
Maximum
Continuous Profit (number of wins)
11882.17 (4)
continuous loss (number of losses)
-5461.90 (3)
Average
continuous winnings
3
continuous loss
1