"The 'perfect' trading system - page 109

 
C-4:

http://forum.alpari.ru/showthread.php?t=44910&page=177


The process of installing the Automated Management System (AMS) on the server has started.
In a few days, the ACS will start operating in a minimal configuration.
The ACS will help to keep better track of any irregularities in the system and to correct any detected deficiencies more quickly.
I think the next stage is a 100MW Siemens autonomous power substation and of course Glonass ;)
 

Наверное пора ветку переименовать - в честь героя падшего :)

In general, it would be interesting to see the stats of all those angry at ViktorArt (just to be understandable).
 

By the way, if the Adaptive EA is remembered again, a curious new comment has been added to the code base:

https://www.mql5.com/ru/code/9176

"Adaptive Expert Advisor UmnickTrader V3M3P2" test.
It differs from the "Adaptive Expert Advisor UmnickTrader V3" only in the number of trades, i.e., the basic algorithms are identical and have not been changed since creation.
The initial parameters were also not changed and there was no reoptimization - see the test version of "Adaptive UmnickTrader V3 Expert Advisor" below.


EURUSD symbol (Euro vs US Dollar)
Period 1 Minute (M1) 2010.01.04 00:00 - 2011.01.13 01:09 (2010.01.01 - 2011.02.01)
Model All ticks (the most accurate method based on the smallest available timeframes)
Parameters StopBase=0.005; marketOrderOn=false; spred=0.0005; slippage=200; absAmount=1; timeframe=240; currentIdOrder="1"; absAmount2=1; absLimit2=0.04; currentIdOrder2="2";

Bars in the history 377686 Modelled ticks 11885229 Modelling quality 25.00%
Chart mismatch errors 0

Initial deposit 10000.00
Net profit 41776.00 Total profit 142389.50 Total loss -100613.50
Profitability 1.42 Expected payoff 108.23
Absolute drawdown 2585.00 Maximum drawdown 10746.00 (30.84%) Relative drawdown 33.47% (3737.00)

Total trades 386 Short positions (% of winners) 200 (49.50%) Long positions (% of winners) 186 (43.55%)
Profitable trades (% of all) 180 (46.63%) Loss trades (% of all) 206 (53.37%)
Largest profitable trade 3999.50 losing trade -571.00
Average profitable trade 791.05 losing trade -488.42
Maximal number of continuous wins (profit) 7 (3553.50) continuous losses (loss) 11 (-5419.00)
Maximum continuous profits (number of wins) 6476.00 (6) continuous losses (number of losses) -5419.00 (11)
Average continuous gain 2 continuous loss 2
"

 
VictorArt:

By the way, if you think of Adaptive EA again,

Average continuous gain 2 continuous loss 2
"

Nicholas Taleb - "Fooled by chance"...

I recommend it.

:)

 
VictorArt:

It's nice when people aren't afraid to communicate again after a couple of angry posts, hopefully in a constructive way.

If you don't mind my asking: the EA's trading strategy has not changed for several years, but there is autotuning to the market, why don't you want to change the EA's strategy itself if its performance has dropped? Are you a practising trader, or are you only involved in auto-trading, i.e. more involved in codes than in manual trading?

 
IgorM:

It's nice when people aren't afraid to communicate again after a couple of angry posts, hopefully in a constructive way.

If you don't mind answering this question: the EA's trading strategy has not changed for several years, but there is autotuning to the market, why don't you want to change the EA's strategy itself if its performance has dropped? Are you a practising trader or just dealing with auto-trading, i.e. more dealing with codes than with manual trading?


1. I do not understand the question.

What kind of efficiency has decreased?

Perhaps, you mean the PAMM project. As I said at the beginning, it is a different project. It is much more complex. All the details are described in details in the PAMM-project branch.

2. I do not trade manually at all, i.e. I am not a trader.

 
VictorArt:


1. I don't understand the question.

The efficiency of what has gone down?

Perhaps you are referring to the PAMM project. As I said at the beginning, it is a different project. It is much more complex. All the details are described in details in the PAMM-project branch.

2. I do not trade manually at all, i.e. I am not a trader.

I do not understand the answer.

Then what do we do? If we do not trade.

Patent any?

;)

 
Sorento:

I don't understand the answer.

What are we doing then? If we don't trade...

Patent anything?

;)

Fooling around.
 
paukas:
Fooling around.
It's not that simple when you look at it from the jobseeker's point of view... By association, the anecdote comes to mind when a geezer plays chess with a monkey, passers-by praise the monkey, saying how clever he is, and he replies:
"Clever is clever, but the score is 3:2 in my favour!"
 
VictorArt:

"Adaptive Expert Advisor UmnickTrader V3M3P2".
Differs from "Adaptive Expert Advisor UmnickTrader V3" only by the number of trades, i.e. basic algorithms are identical and haven't been changed since creation.

If "basic algorithms haven't changed" and the number of trades has increased, then it means that it will drain faster and investors won't have to suffer as much as with previous smart ones?