How about that!!!

 

I would like to present you an Expert Advisor

based on modified Stochastic + ADX

works on 5 minute timeframe

results after 2 months of work with initial deposit 10000, lot is fixed 10, can be changed independently during the process, StopLoss 65, TakeProfit 150, TrailingStop 20

stochastic parameters (5, *, *)

works only on Sell


Masterforex-Demo (Build 220)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2008.10.01 00:00 - 2008.11.28 22:55 (2008.10.01 - 2008.12.01)
ModelAll ticks (most accurate method based on all smallest available timeframes)

Bars in history13252Modelled ticks748745Modeling quality57.92%
Chart mismatch errors1




Initial deposit10000.00



Net profit1684780.00Total profit1826586.00Total loss-141806.00
Profitability12.88Expectation of winning2665.79

Absolute drawdown600.00Maximum drawdown724988.00 (79.69%)Relative drawdown79.69% (724988.00)

Total trades632Short positions (% win)632 (98.73%)Long positions (% win)0 (0.00%)

Profitable trades (% of all)624 (98.73%)Loss trades (% of all)8 (1.27%)
Largestprofitable trade3000.00losing deal-36058.00
Averageprofitable deal2927.22losing deal-17725.75
Maximum numbercontinuous wins (profit)624 (1826586.00)continuous losses (loss)8 (-141806.00)
MaximumContinuous profits (number of wins)1826586.00 (624)Continuous loss (number of losses)-141806.00 (8)
Averagecontinuous winnings624continuous loss8
 

This is all fine. As I understand it - these are the results for the optimisation period from 2008.10.01 to 2008.12.01. What about after 2008.12.01 and up to today? with the parameters selected during optimisation?

 
LeoV >> :

This is all fine. As I understand it - these are the results for the optimization period from 2008.10.01 to 2008.12.01. What about after 2008.12.01 and up to today? with the parameters selected during optimization?

Here are your results, lot has changed 1.0


Masterforex-Demo (Build 220)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2008.12.01 00:00 - 2008.12.31 18:00 (2008.12.01 - 2009.01.02)
ModelAll ticks (most accurate method based on all smallest available timeframes)
Bars in history1499Modelled ticks260481Modeling quality90.00%
Chart mismatch errors0




Initial deposit1000.00



Net profit3388.00Total profit3388.00Total loss-0.00
Profitability
Expected payoff282.33

Absolute drawdown1290.00Maximum drawdown3360.00 (47.52%)Relative drawdown47.52% (3360.00)

Total trades24Short positions (% win)8 (100.00%)Long positions (% win)16 (100.00%)

Profitable trades (% of all)24 (100.00%)Loss trades (% of all)0 (0.00%)
Largestprofitable trade300.00losing transaction-0.00
AverageDeal282.33losing trade-0.00
Maximum numbercontinuous wins (profit)24 (3388.00)Continuous losses (loss)0 (-0.00)
MaximumContinuous Profit (number of wins)3388.00 (24)Continuous loss (number of losses)-0.00 (0)
Averagecontinuous winnings24Continuous loss0
 
tyler писал(а) >>

here are your results, lot modified 1.0

Is this an optimisation?

 
Strategy Tester Report
!Graal_For_Tester!
DigitalDealing-Server (Build 220)

Symbol EURUSD (Euro vs US Dollar)
Period 30 Minutes (M30) 2000.01.01 00:00 - 2008.12.30 23:30 (2000.01.01 - 2008.12.31)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters SL=90; TP=40; Passes=20; NumArround=0; ArrVol=1000000; OptStep=2;
Bars in history 112852 Modelled ticks 18360464 Simulation quality 90.00%
Chart mismatch errors 0
Initial deposit 1000.00
Net profit 118328.20 Total profit 141291.50 Total loss -22963.30
Profitability 6.15 Expected payoff 31.10
Absolute drawdown 26.72 Maximum drawdown 498.26 (0.64%) Relative drawdown 8.09% (122.72)
Total trades 3805 Short positions (% win) 1846 (93.34%) Long positions (% win) 1959 (93.31%)
Profitable trades (% of all) 3551 (93.32%) Loss trades (% of all) 254 (6.68%)
Largest profitable trade 43.08 losing deal -101.18
Average profitable deal 39.79 losing trade -90.41
Maximum number continuous wins (profit) 86 (3440.26) Continuous losses (loss) 2 (-189.46)
Maximum Continuous Profit (number of wins) 3440.26 (86) Continuous loss (number of losses) -189.46 (2)
Average continuous winnings 15 Continuous loss 1

 
xrust писал(а) >>
!Graal_For_Tester!
I don't remember such an EA from you. Did you make a new one?
 
Hi Victor ! I'm experimenting with self-optimisation, go to my forum I posted it there in the lab.
 
xrust, especially for me, post the result of the same EA, with the same parameters, on the same history (in short, everything is the same), but put an option for opening prices. Don't change anything yourself, let it optimise itself as it can.
 

I can assure you it will be the same. it works for bars as it is. sign up for my forum, I'll give you access - download the code, maybe you'll have some thoughts....

SZY actually will put it in the ball, but the concept of combing - I want to write an article or something ...

 
tyler >> :

I would like to present to you an Expert Advisor

Based on modified Stochastic + ADX

works on 5 minute timeframe

the results for 2 months of working with initial deposit 10000, lot constant 10, in the process can change by itself, StopLoss 65, TakeProfit 150, TrailingStop 20

stochastic parameters (5, *, *)

only works on Sell

On a stake, start over. Constant 0.1 lot from 01.01.1999 till nowadays starting deposit 500 quid maximum. Consider that dough from real is withdrawn monthly to the initial deposit. I.e. drawdown not more than the starting deposit.

Let's have a test. Shall I throw in a quote? :)
 
xrust писал(а) >>

will be the same, I assure you.

What did you say? An advisor that is on M30, at opening prices will give a rising straight equity with no drawdown... shall I go on? Obviously, there's no need to blather - miracles do not happen. Well, or tell me, what is the trick, Wiknik.