how much does a profitable system cost? - page 23

 
FEAR: A trading system or strategy should be as simple as 2+2=4, then it will be a trading strategy
Who said that? Do you have a rationale?
 
LeoV:

I agree. And because there are no guarantees of future profitability. That is why a discussion on the subject of "how much does it cost" is absolutely useless.

That's why I asked the author for a start - by what criteria will he determine that the TS offered for his purchase will work in the future?

There is no guarantee that a purchased "profitable TS" will be profitable in the present, and there is no point in talking about the future at all.

A "profitable system" sold to him is another matter, and only in the present time.

 

LeoV: That's why I asked the author to begin with - what criteria will he use to determine that the TS he is offered to buy will work in the future?

The criteria are simple: 1. passing the test over a long period of time (say since 2000) simulation quality of at least 90%
2. Invariability of input parameters over the entire period of the test (or built-in automatic optimization and operation of the Expert Advisor only for the forward period till the next optimization, etc.)
3. Not significant changes of profit/loss during testing in the corridor of +-15% from the optimal system parameters (testing of the adjacent neighborhood)
4. Maximum drawdown of equity should not exceed 15% (for a scalper - 5%)
5. Average return for the testing period should be no less than 100%, but no less than 80% per annum (fixed lot)
6. TP and SL at least exceed 10pips (for the scalper not less than 5pips)
7. Number of trades for the year at least 120 (for scalper at least 600-700)

 
AlexGrin:

LeoV: That's why I asked the author to begin with - what criteria will he use to determine that the TS he is offered to buy will work in the future?

The criteria are simple: 1. passing the test over a long period of time (say since 2000) simulation quality of at least 90%
2. Invariability of input parameters over the entire period of the test (or built-in automatic optimization and operation of the Expert Advisor only for the forward period till the next optimization, etc.)
3. Not significant changes of profit/loss when testing in the corridor of +-15% from the optimal system parameters (testing of the adjacent neighborhood)
4. Maximum drawdown on equity of no more than 15% (for a scalper 5%)
5. Average return for the testing period should be no less than 100%, but no less than 80% per annum (fixed lot)
6. TP and SL at least exceed 10pips (for the scalper not less than 5pips)
7. Number of trades for the year at least 120 (for scalper at least 600-700)

Imho the most important criterion that TS will work in the future, is the work of TS in Non Stop mode.
 

david2...

1. passing the test over a long period (say since 2000)

 
AlexGrin:

david2...

1. passing the test over a long period (say since 2000)

For example: let's take scalping on minutes TP=10p, you have 10,000 trades in 12 years. You have 6 years of profit, then 2 years of loss, then 4 years of profit.

Where is the guarantee that the next 2 or 5 years will not be losing?

And if you use the same strategy to trade 15 minutes, then you may have 90 years of profit, then 30 years of loss, then 60 years of profit.

You test the system for 12 years you get solid profits, you think you have found the grail, and you have no idea that it will not work for the next 30 years.

 

AlexGrin: Критерии просты: 

1. passing the test over a long period (say since 2000) at least 90% modelling quality
2. Invariability of input parameters for the whole period of the test (or built-in automatic optimization and expert work only on the forward period until the next optimization, etc.)
3. Not significant changes of profit/loss when testing in the corridor of +-15% from the optimal system parameters (testing of the adjacent neighborhood)
4. Maximum drawdown on equity of no more than 15% (for a scalper 5%)
5. Average return for the testing period should be no less than 100%, but no less than 80% per annum (fixed lot)
6. TP and SL at least exceed 10pips (for the scalper not less than 5pips)
7. Number of trades for the year must be min 120 (for scalper at least 600-700)


Do you think it is possible?

Particularly unclear is point 2.

 
LeoV:


Do you think this is possible?

Particularly unclear is point 2.


There is such a system.
 
odiseif:

Good afternoon all ......Recided to ask the experienced))) How much is a system that gives about 25% a month with a leverage of 1:100 ...... And if there are links to such systems, where to buy or where to sell, I ask everyone who visits this thread to insert a link .... can also be in a personal note to observe the rules of the forum and not to do from a branch of advertising ..... simply give their opinions on how much would sell the system with a profit of ..... or who for how much will buy a system

I have my own exclusive trading system for professional forex trading. The system includes three Expert Advisors to trade on theEURUSD1H pair, which are balanced and complement each other perfectly.Stable trade in automatic mode with returns up to 50%, and in the summer (June, July, August) period up to 75-100% a month. I can sell several copies . This will not make it any less profitable, and I will be pleased that a few more people will be able to earn their living .... . :)) Price $3000.

 
AlexGrin:

LeoV: That's why I asked the author to begin with - what criteria will he use to determine that the TS he is offered to buy will work in the future?

The criteria are simple: 1. passing the test for a long period (say since 2000) quality of simulation is not less than 90%.
2. constancy of the input parameters over the entire period of the test (or built-in automatic optimization and expert work only on the forward period till the next optimization, etc.)
3. Not significant changes of profit/loss when testing in the corridor of +-15% from the optimal system parameters (testing of the adjacent neighborhood)
4. Maximum drawdown on equity of no more than 15% (for a scalper 5%)
5. Average return for the testing period should be no less than 100%, but no less than 80% per annum (fixed lot)
6. TP and SL at least exceed 10pips (for the scalper not less than 5pips)
7. Number of trades for the year at least 120 (for scalper at least 600-700)

Better so.

1. Passing the test since 1999 with at least 100% modeling quality and profit in each year. Note that the input parameters are optimized for 1999-2011, while the forward test for 2012 shows a deposit growth. At least 6 months of the forward test should be real and coincide with the backtest over the same period.

2. The average profit per year > 50%.

3) maximum equity drawdown should not exceed 15% at 10% risk per trade

4. Recovery factor > 10

5. number of trades >60 per year.

6. Percentage of profitable trades not less than 60%.

7. Ratio of average profitable trades to average losing trades > 2:1

8. Ratio of maximum profitable trade to maximum unprofitable trade > 3:1

9. Average profit > 10 pips with average spread of 1-2 pips

10. Number of input parameters: < 20

11. The system is not sensitive to delays of up to one minute and requotes. Shows approximately the same results with different brokers (e.g. FXCM and Alpari).

12. Time of position holding > 1 minute and < 1 day

13. No averaging or martingale!

Who has such a system, write to me in person. We agree on price.