You need to write an advisor. I have an idea. - page 7

 
mpeugep >> :
Testing...results tomorrow morning



Digital Dealing Corp.


Account: 41070 Name: Yury V. Reshetov Currency: USD 2009 January 16, 07:21
Closed Transactions:
TicketOpen TimeTypeSizeItem PriceS / LT / PClose Time PriceCommissionTaxesSwapProfit
116661612009.01.15 20:52balanceDP 1.00 WMZ Z203817024195100.00
116662892009.01.15 20:54buy limit0.01eurusd1.30481.30381.31462009.01.15 20:561.3121cancelled
116670652009.01.16 00:00buy0.01eurusd1.31151.31511.32132009.01.16 02:541.31510.000.000.003.60
[sl]
116671502009.01.15 21:07sell0.01eurusd1.31351.31451.30372009.01.15 21:201.31450.000.000.00-1.00
[sl]
116718142009.01.16 01:33sell0.01eurusd1.31531.31631.30552009.01.16 02:001.31630.000.000.00-1.00
[sl]
116798292009.01.16 02:43sell0.01eurusd1.31691.31761.30712009.01.16 03:251.31760.000.000.00-0.70
[sl]
116823242009.01.16 05:00sell0.01eurusd1.32171.32271.31192009.01.16 05:061.32270.000.000.00-1.00
[sl]
0.00 0.00 0.00 -0.10
Closed P/L: -0.10
Open Trades:
TicketOpen TimeTypeSizeItem PriceS / LT / P PriceCommissionTaxesSwapProfit
No transactions
0.00 0.00 0.00 0.00
Floating P/L: 0.00
Working Orders:
TicketOpen TimeTypeSizeItem PriceS / LT / PMarket Price
116804142009.01.16 03:00buy limit0.01eurusd1.32081.31981.33061.3217
116849102009.01.16 06:01sell limit0.01eurusd1.32501.32601.31521.3215
Summary:
Deposit/Withdrawal: 100.00 Credit Facility: 0.00
Closed Trade P/L: -0.10 Floating P/L: 0.00 Margin: 0.00
Balance: 102.93 Equity: 102.93 Free Margin: 102.93


Gross Profit: 3.60 Gross Loss: 3.70 Total Net Profit: -0.10
Profit Factor: 0.97 Expected Payoff: -0.02
Absolute Drawdown: 2.00 Maximal Drawdown: 2.00 (1.94%) Relative Drawdown: 1.94% (2.00)
Total Trades: 5 Short Positions (won %): 4 (0.00%) Long Positions (won %): 1 (100.00%)
Profit Trades (% of total): 1 (20.00%) Loss trades (% of total): 4 (80.00%)
Largest profit trade: 3.60 loss trade: -1.00
Average profit trade: 3.60 loss trade: -0.93
Maximum consecutive wins ($): 1 (3.60) consecutive losses ($): 2 (-2.00)
Maximal consecutive profit (count): 3.60 (1) consecutive loss (count): -2.00 (2)
Average consecutive wins: 1 consecutive losses: 2


PS. There are two lines in the log overnight marked in red: one on connection break and one on no bidding when modifying an open long - trawl.

 
mql4com писал(а) >>
The results will be disappointing since this is the case when modeling by opening prices shows excellent profit. Profit increases as timeframe increases. But with the "all ticks" model with the minute history downloaded we can forget about the profit.

The tester is glitchy as hell. Attention developers. Glitch in the tester when processing the trailing orders. Model for bar opening.

 

I got a picture like this:

This is FDAXH9 minutes...

A detailed stack is attached.

Files:
statement.rar  7 kb
 

The picture isn't impressive yet, but I'll keep testing, as there are also plums in the visualisation mode at the beginning of the test section.

I'll post a report by 6 o'clock.

 
Due to the glitches detected in the tester, there is only one way to get acceptable results for opening prices. Namely, we can place pending orders without take and loss. I.e. a take and loss should be set only at the opening of the next bar after the pending order triggering.
 

The picture so far


 
Reshetov >> :
Due to the glitches found in the tester, there is only one way to get an acceptable result for the opening prices. Namely, we can place pending orders without take and loss. In other words, you should set a take and loss only at the opening of the next bar after the delay has triggered.

And rightly so! as there are still errors...

Could you implement this?

 
mpeugep >> :


>> Could you implement?

I'm not interested anymore.

 
mql4com >> :
The results will be miserable as this is the case when modelling by opening prices shows a magnificent profit. Profit increases as timeframe increases. But in "all ticks" model with one minute history uploaded we can forget about the profit.

100%

This is a consequence of small TP and SL. If they are normal and at the opening prices the results will be closer to the real ones.

 
has anyone changed the expert as Yuri advised?