Please tell us your opinion.

 

Testing with a constant 0.1 lot. What is your opinion? Will it work in the future?


Strategy Tester Report #1
test
(Build 216)


Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2008.01.02 10:00 - 2008.04.22 23:59 (2008.01.01 - 2008.04.23)
Model By open prices (only for Expert Advisors with explicit bar opening control)
Parameters IndicatorSymbol="EURUSD";
Bars in history 2893 Modelled ticks 4783 Modeling quality n/a
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 2921.27 Total profit 3554.41 Total loss -633.14
Profitability 5.61 Expected payoff 91.29
Absolute drawdown 183.50 Maximum drawdown 425.07 (4.15%) Relative drawdown 4.15% (425.07)
Total trades 32 Short positions (% win) 16 (50.00%) Long positions (% win) 16 (68.75%)
Profitable trades (% of all) 19 (59.38%) Loss trades (% of all) 13 (40.63%)
Largest profitable trade 861.46 losing transaction -118.01
Average profitable deal 187.07 losing trade -48.70
Maximum number continuous wins (profit) 5 (1532.32) Continuous losses (loss) 3 (-71.36)
Maximum Continuous Profit (number of wins) 1532.32 (5) Continuous loss (number of losses) -165.00 (2)
Average continuous winnings 2 Continuous loss 2




Strategy Tester Report #2
test
(Build 216)


Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2008.01.02 10:00 - 2008.04.22 23:59 (2008.01.01 - 2008.04.23)
Model By open prices (only for Expert Advisors with explicit bar opening control)
Parameters IndicatorSymbol="EURUSD";
Bars in history 2893 Modelled ticks 4783 Modeling quality n/a
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 3396.97 Total profit 4264.31 Total loss -867.34
Profitability 4.92 Expected payoff 42.46
Absolute drawdown 143.57 Maximum drawdown 260.85 (2.14%) Relative drawdown 2.14% (260.85)
Total trades 80 Short positions (% win) 40 (52.50%) Long positions (% win) 40 (70.00%)
Profitable trades (% of all) 49 (61.25%) Loss trades (% of all) 31 (38.75%)
Largest profitable trade 391.49 losing transaction -85.50
Average profitable deal 87.03 Deal loss -27.98
Maximum number continuous wins (profit) 6 (668.07) Continuous losses (loss) 3 (-26.85)
Maximum continuous profits (number of wins) 668.07 (6) Continuous loss (number of losses) -92.57 (2)
Average continuous winnings 2 Continuous loss 1

 

At the opening prices on the hour marker for 3 months...

Whether it will work is unknown (in our experience it is 99% that it won't), but in any case it is necessary to test it for a longer period and at least for the control points. It is necessary to select profitable and loss-making sections, analyze them and select universal settings. And run the tests again.

 
SK. писал (а):

At the opening prices on the hour marker for 3 months...

Whether it will work is unknown (from experience it is 99% that it won't), but in any case it is necessary to test for a longer period and at least for the control points. It is necessary to select profitable and loss-making sections, analyze them and select universal settings. And run it again.

The point is that optimization period was at the end of 2007 (3-4 months), and this period (2008.01.02- 2008.04.22) was not observed by the TC. That is 2008 is out-of-sample.

 

Well, then, "sabsam drugoi business, slushai...eh?"

In a nutshell, what's the technical idea behind the algorithm? Just a rough approximation?

Probably the first time I've seen such a good out-of-sample result.

 

Overall, the impression is more positive than negative. Especially on the out-of-sample. The strategy seems to have a margin of safety: good ratio of profitable and losing trades, and their average values correlate very well. But there are some subtleties:


1. For the first report there are obviously not enough trades to draw any conclusions.

2. There is a skew towards long deals. But it does not suggest anything special.

3. Why such a big initial deposit? It is clear that a $1000 drawdown will be bigger.

4. What is the real MM?

 
rid:

Well, then, "sabsam drugoi business, slushai...eh?"

In a nutshell, what's the technical idea behind the algorithm? Just a rough approximation?

Probably the first time I've seen such a good out-of-sample result.

Adaptive probabilistic neural network.

 
Mathemat:

Overall, the impression is more positive than negative. Especially on an out-of-sample basis. The strategy seems to have a margin of safety. But there are a few subtleties:


1. For the first report there are obviously not enough trades to make conclusions.

2. There is a skew towards long deals. But this does not mean anything special.

3. Why such a big initial deposit? It is clear that the drawdown will be larger on $1000.

4. What will be the real MM?

1. Not much, of course. But I don't like it to be partial.

2. There is a skew, but this is because the upward movement prevails. And there's not a lot more long ones.

3. Yeah, I left it at default.

4. More aggressive, of course.

 
LeoV:
Mathemat:

Overall, the impression is more positive than negative. Especially on an out-of-sample basis. The strategy seems to have a margin of safety. But there are a few subtleties:


1. For the first report there are obviously not enough trades to make conclusions.

2. There is a skew towards long deals. But this does not mean anything special.

3. Why such a big initial deposit? It is clear that the drawdown will be larger on $1000.

4. What will be the real MM?

1. Not much, of course. But I don't like it to be partial.

2. There is a skew, but this is because the upward movement prevails. And there's not a lot more long ones.

3. Yeah, I left it at default.

4. More aggressive, of course.

Exceptionally random result. For almost three months now, of all the instruments only the euro is constantly looking up, which is why you got a positive result.

Try it on others (just not on crosses) and you will see for yourself. And in general H1, in my opinion, is not serious, a pullback from the main trend by 100-200 p. is more like a rule...

 
Sart:

Exceptionally random result. For almost three months now, of all the instruments only the euro is constantly looking up, which is why you got a positive result.

Try it on others (just not on the crosses) and you will see for yourself. And in my opinion, the H1 is not serious, the pullback of 100-200 points from the main trend is rather a rule.

Accidental? At least in 2007 he does not lose. It is making money, but not as much. In my opinion, it is impossible to make a universal TS working for all instruments, for all timeframes and at all times (2000-2008). Each instrument has its own peculiarities in time..... Or am I mistaken?

 
LeoV:
Sart:

Exceptionally random result. For almost three months now, of all the instruments only the euro is constantly looking up, which is why you got a positive result.

Try it on others (just not on the crosses) and you will see for yourself. And in my opinion, the H1 is not serious, the pullback of 100-200 points from the main trend is rather a rule.

Accidental? At least in 2007 he does not lose. It is making money, but not as much. In my opinion, it is impossible to make a universal TS working for all instruments, for all timeframes and at all times (2000-2008). Each instrument has its own peculiarities in time.....

Exactly right, so as long as the euro and at the moment, four waves are confidently looking up, feel free to put this advisor on the real - profits are guaranteed...

 
LeoV:
An adaptive probabilistic neural network.

The result is great, and there is no skew in the number of trades. Could you be more specific: what does adaptive mean, what is the input or at least what is the dimensionality of the input vector, what is the size of the second layer, output is one or two (four), what was the network built on (it is clear from the avatar), how does the second test (network) differ from the first, what are the decision thresholds (or you have a flip), have you tried with other TF and instruments? I am interested, as I myself am torturing PNN, but have not achieved such results. I have not got any effect, thank you.

P.S. To answer your question: I have no doubts that it will work in the future.