"The 'perfect' trading system - page 107

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I apologise for the off-topic. Does anyone's search on this forum work?

Comrade moderators, fix the search, it's broken.

 

It's not working either. =(

I guess we'll have to wait until Monday. No one will fix it now.

 
It's an amazing thing. A programmers' forum is a forum of pragmatists who should, it seems, discuss the subject from the practical viewpoint. Instead of doing it, there is gibberish and verbiage. It is a shame. :(

Victor, as an example of an ideal trading system, offered an EA where the idea is laid out in its "bare" form, without service attachments. Another thing is why he did it.

I commented on it in the Expert Advisor discussion thread. I do not remember any similar Internet advertisement for Expert Advisors. I'm not going to condemn or support it. This is Victor's personal matter.

I want to get back to the discussion of the Adaptive EA algorithm in essence. Optimization of the Expert Advisor gives good results. As for backtesting or forward testing based on optimization results, they give disappointing results. Why? The answer can be found if we look into the implemented strategy.

The decision to enter the market is made on the channel boundaries equal to the value of the StopBase parameter being optimized. The direction of the transaction is selected, by default, by buy.
Limit and StopLoss are equal to StopBase. When StopLoss is triggered, we roll over. The next trade will be opened when the level is more or equal to StopBase value, i.e. the price can go either up or down - it doesn't matter. We deal with a grid strategy.
But... All the grid strategies I know - either averaging or pyramiding - lead to big drawdown of the balance. Victor suggested an original method for calculating the profit and stop loss.

         if( resultTransaction > 0 ) 
         {
     // последняя сделка прибыльная
            arrayProfit[currentIndex] = maxProfit-spred*3;
            arrayLoss[currentIndex] = StopBase+spred*7;
         }
         else 
         {
     // последняя сделка убыточная
            arrayProfit[currentIndex] = StopBase-spred*3;
            arrayLoss[currentIndex] = drawDown+spred*7;
     // изменяем направление сделок
            currentBuySell = -currentBuySell;
         }

Thus, when optimizing the Expert Advisor, we are bound to the last level found and to the history of trades. In order for the EA to trade correctly in an account, it is necessary to provide, besides external parameters, other parameters: direction of the last trade, last decision level, values of arrays arrayProfit[] and arrayLoss[]. The Expert Advisor is sensitive to interruptions in its work, because it loses connection with the history. It is necessary to re-test the EA to create a new set.

There are a couple of logical errors in the code of the EA but we get good results during optimization which means that it has the right to live.

Victor is being sly or, most likely, oversimplifying concerning optimization of only one StopBase parameter.
The following parameters will affect the final result:
StopBase, spred, size of arrayProfit[] and arrayLoss[], choice of TF and direction of the first trade.

Here are some results of optimization for EUR/USD. Initial deposit 100. Period 2009.01.02 - 2010.01.17.

238.56 50 2.34 4.77 64.62 43.13% StopBase=0.018 spred=0.001 number=3 Magic_¹=1 slippage=200 absAmount=0.01 timeframe=60
190.29 74 1.54 2.57 65.86 57.40% StopBase=0.014 spred=0.001 number=2 Magic_¹=1 slippage=200 absAmount=0.01 timeframe=60
209.92 45 2.1 4.66 76.92 51.93% StopBase=0.019 spred=0.001 number=3 Magic_¹=1 slippage=200 absAmount=0.01 timeframe=60
173.25 50 1.62 3.47 63.82 39.96% StopBase=0.018 spred=0.0009 number=2 Magic_¹=1 slippage=200 absAmount=0.01 timeframe=60
162.19 87 1.4 1.86 62.77 52.43% StopBase=0.014 spred=0.0007 number=3 Magic_¹=1 slippage=200 absAmount=0.01 timeframe=60
175.85 66 1.51 2.66 68 64 59.75% StopBase=0.016 spred=0.0006 number=3 Magic_¹=1 slippage=200 absAmount=0.01 timeframe=60

 
fozi >>:

Всем привет.

А продолжение темы будет ?

01.01.2010 End of Trading Interval 32.82% (Total: -46.06%)
30.01.2010 End of Trading Interval 33.92% (Total: -27.76%)

33% per month +-1% - "Profit is nothing - stability is everything!"

It's a bummer with the follow-up so far - no one is interested in talking about the case:

Reuters study reveals decline of Russian science

"The reasons for the sad state of affairs in Russian science are political cataclysms, "brain drain" and lack of interest in scientific research.
The report notes that Russia, once the first to launch a satellite into space, now plays an increasingly marginal role in world science, also lagging far behind in the development of knowledge-intensive industries such as nuclear power.
"Russia's research base is in decline and there is no way out of this situation," the report notes.
"

 
Well, what do you want, science is only needed by powers that aspire to some serious place in the world. What do we need science for, are we China or something?
 
VictorArt писал(а) >>

So there you have it - the perfect Expert Advisor -

Profitability -65%)))

 
 
maybe more will come out... :)
 
LeoV >>:

Ну вот воопщем вот он - идеальный торговый советник -

Доходность -65% )))

And where is the promised stability? Where is Victor with his diplomas, certificates, dissertations?
 
knt-kmrd писал(а) >>

:))) I'll print it out and frame it in my office.
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