Tester charts of future championship participants - page 27

 

Mishell, is this a variation of last year's ATC-participating EA? Actually quite good at first glance, especially the PF and the 50x initial deposit for 67 trades at almost constant lot (5?). And how does it behave on early history at lot 1 (if that question is relevant to this strategy)?

 
Mathemat писал(а) >>

Especially PF and 50x initial deposit for 67 trades at almost constant lot (5?). And how does it behave in the early history at lot 1 (if that question is relevant to this strategy)?

No, the lot is not constant, it depends on the size of the deposit and the number of losing orders. You should start with 1 lot. On the early history (since 2003) it steadily identifies reversals on long timeframes (Day, Week) and so-so on H4, H1. Although, on a steep Up-trend it is rather accurate. But now we are in a falling market with a high probability of flat. So anything is possible.

 
Here is my test. EA with constant lot size (2 by default). The risk is 15%.
 
Explorer писал (а) >>

And there is no lot progression for what reason?

And judging by the maximum drawdown = 8914, the risk is 90%, not 15...

 

And here is my :

simple
MetaQuotes-Demo (Build 218)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2008.01.02 09:00 - 2008.09.04 23:00 (2008.01.01 - 2008.09.05)
ModelAll ticks (most accurate method based on all smallest timeframes available)
Bars in history5205Modelled ticks1675435Modeling quality90.00%
Chart mismatch errors1




Initial deposit10000.00



Net profit662010.99Total profit929011.35Total loss-267000.36
Profitability3.48Expected payoff3740.18

Absolute drawdown4082.52Maximum drawdown57021.00 (32.19%)Relative drawdown77.69% (20600.52)

Total trades177Short positions (% win)99 (72.73%)Long positions (% win)78 (76.92%)

Profitable trades (% of all)132 (74.58%)Loss trades (% of all)45 (25.42%)
Largestprofitable trade8632.00losing transaction-7364.00
Averageprofitable deal7037.96losing deal-5933.34
Maximumcontinuous wins (profit)42 (352153.50)Continuous losses (loss)6 (-18079.92)
MaximumContinuous Profit (number of wins)352153.50 (42)Continuous loss (number of losses)-22092.00 (3)
Averagecontinuous winnings9continuous loss3
 
Serg_ASV >> :

And there is no lot progression for what reason?

And judging by the maximum drawdown = 8914, the risk is 90%, not 15...

Wrong I think, as the author is rather referring to the drawdown from the current deposit, not the initial one.

 
wrestler писал (а) >>

I think you are mistaken, because the author is rather referring to the drawdown of the current deposit, not the initial one.

Since the EA has constant lot size, such drawdown may occur at start-up as well, which may lead to MarginStop. Therefore I do not agree with the statement that the risk in this EA is 15%. Just enable lot progression (when starting at 10000 lot is 2.0 and add 1 lot for every 5 000 profit) and see how the drawdown changes. With a deposit of 80,000 the lot size will be 16 - and the drawdown will be 72,000.

 
Serg_ASV >> :

Since the EA has a fixed lot size, this drawdown can also occur at the start, which can lead to a MarginStop. Therefore I do not agree with the statement that the risk in this EA is 15%. Just enable lot progression (when starting at 10000 lot is 2.0 and add 1 lot for every 5 000 profit) and see how the drawdown changes. With a deposit of 80,000 the lot size will be 16 - and the drawdown will be 72,000.

It could very well be 15%. You don't know how the stop is calculated. It may well be that the stop is calculated based on the size of the deposit and as the balance increases the stop increases, although it looks a bit strange with a constant lot.

 

The enemy will not get through

 
KimIV писал(а) >>

The enemy will not pass.

+1 here's a picture that catches the eye. Learn how to do it properly. The more features you put out into the public domain, the cooler the curve.