Does the Grail exist? - page 170

 

In my opinion, volatility changes from year to year. And optimization has to be done over and over again. But have it your way: I bring the reports without changing the settings:

3-year report:

H4_eurusd
FIBO-FIBO Group MT4 Demo Server (Build 226)

SymbolEURUSD (Euro vs US Dollar)
Period4 Hour (H4) 2007.05.11 00:00 - 2010.05.10 20:00 (2007.05.11 - 2010.05.11)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersMaximumRisk=0.16; DecreaseFactor=3; TakeProfit=80; TrailingStop=30; StopLoss=40; MACDOpenLevel=2.2; MACDCloseLevel=1; a=9; b=19; c=4; MATrendPeriod=14; sdvig=1; max_orders=1;

Bars in history5594Modelled ticks19467576Modeling quality90.00%
Chart mismatch errors0




Initial deposit10000.00



Net profit26493.50Total profit93131.91Total loss-66638.41
Profitability1.40Expectation of winning92.31

Absolute drawdown4921.33Maximum drawdown7007.56 (57.98%)Relative drawdown57.98% (7007.56)

Total trades287Short positions (% win)167 (47.31%)Long positions (% win)120 (45.83%)

Profitable trades (% of all)134 (46.69%)Loss trades (% of all)153 (53.31%)
Largestprofitable trade4560.00losing transaction-2560.00
Averageprofitable deal695.01losing deal-435.55
Maximum numbercontinuous wins (profit)6 (4402.16)Continuous losses (loss)9 (-2600.11)
Maximumcontinuous profits (number of wins)7749.71 (3)Continuous loss (number of losses)-4960.00 (2)
Averagecontinuous winnings2Continuous loss2



Four years report:

Strategy Tester Report
H4_eurusd
FIBO-FIBO Group MT4 Demo Server (Build 226)

SymbolEURUSD (Euro vs US Dollar)
Period4 Hour (H4) 2006.05.11 00:00 - 2010.05.10 20:00 (2006.05.11 - 2010.05.11)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersMaximumRisk=0.16; DecreaseFactor=3; TakeProfit=80; TrailingStop=30; StopLoss=40; MACDOpenLevel=2.2; MACDCloseLevel=1; a=9; b=19; c=4; MATrendPeriod=14; sdvig=1; max_orders=1;

Bars in history7149Modelled ticks21084915Modeling quality90.00%
Chart mismatch errors0




Initial deposit10000.00



Net profit29224.47Total profit127076.40Total loss-97851.94
Profitability1.30Expected payoff77.11

Absolute drawdown4373.08Maximum drawdown12911.30 (69.65%)Relative drawdown69.65% (12911.30)

Total trades379Short positions (% win)214 (47.66%)Long positions (% win)165 (46.06%)

Profitable trades (% of all)178 (46.97%)Loss trades (% of all)201 (53.03%)
Largestprofitable trade4880.00losing transaction-2760.00
Averageprofitable deal713.91losing trade-486.83
Maximum numbercontinuous wins (profit)6 (5121.87)Continuous losses (loss)9 (-2760.11)
Maximumcontinuous profits (number of wins)8388.87 (3)Continuous loss (number of losses)-5360.00 (2)
Averagecontinuous winnings2continuous loss2
 
sasa987 писал(а) >>
Open your own thread, Titan himself is being nibbled on here....
 

It's a pity if FantasYGold has really gone bust.

I'd love to see the miracle of the account going from $100 to $10,000... in front of the amazed gentlemen of the DCs and the rest of the public.

 
What, two plums at titan already?
 
yuripk писал(а) >>
What, two plums at titan already?
>> it goes like this.
 

Too bad (((( I wanted to believe ))))

 
serii5533 писал(а) >>

sorry (((( wanted to believe ))))

Conflicting feelings, like your smiley faces ;))) ;(((
 
sasa987 >>:

По моему, из года в год меняется волатильность. И оптимизацию надо проводить снова и снова. Но будь по вашему: привожу отчеты без изменения настроек:

отчет за 3 года:

There you have it: 70% p.a. on a 70% drawdown. Excluding overheads. Are you sure you would like to trade on the real with such an Expert Advisor?

Although, at first glance, the results seem quite good, at least there is no complete loss in spite of the long period. Perhaps, the Expert Advisor may be promising if you have worked with it a little more.

As for the optimization, it certainly needs to be done, but the problem is when? The present has already become the past! Therefore, my opinion is that the basic principles of the Expert Advisor should work undeniably.

 

About Titan, didn't want to get in prematurely, although there was a desire to warn the man on a wave of intense euphoria after the showy demo win, but Matemat and others were right about pulling big drawdowns. The future almost never repeats itself, and it's good if it only changes slightly, then there's a chance to make money! Personally, I had a lot of doubts about this, and besides (sorry I didn't notice on the demo) trading with 1:500 leverage is complete madness!

Although I hope he didn't stop his work, but just took into account the lesson provided.

 
peco >>:

Вот вам и ответ: 70% годовых при просадке 70%. Без учета накладных расходов. Вы уверены, что хотели бы торговать на реале с таким советником?

Хотя на первый взгляд довольно неплохие результаты, по крайней мере нет полного слива, несмотря на длительный период. Возможно, поработав над ним еще, советник мог бы быть перспективным.

А по поводу оптимизации, ее конечно нужно проводить, но проблема - когда? Настоящее уже стало прошлым! Поэтому мое мнение такого, что неоспоримо должны работать базовые принципы, заложенные в советнике.

When analysing different EAs, one thing I have noticed is that EAs in an uptrend require different settings than those in a downtrend. Therefore optimisation may be worthwhile when the trend is clearly changing.