Councillor Manova - page 8

 
chepikds:
but the risk ... remains)) you need stability (aesthetic equity) and a good %!

There is no high-yielding without risky trading, you do not want to take risks, go to the bank and exchange any currency for another, if a currency goes up in value you may exchange it back in a couple of months, if it goes down in value there is nothing to worry about, you can buy goods of a foreign country for this currency and use them or resell these goods

one problem with this system - you become an eternal buyer and buy services first of all from the bank, then the producer of goods, and buyers are known to be the end of the food chain: their imaginary benefits are only good for themselves and are not obvious to others, because the profit of sellers is times higher ;)

 
EvgeTrofi:

It's all there. Try a tester

I've tried it in the tester - but here a question arises why 600 quid is the desired profit - Manov has 120-130 and he (Manov) is happy with it.
 
Started to look at the results of the sdlok - I see that the idea is not fully implemented - now try to figure out where the discrepancy is
 
YOUNGA:
I've been playing the tester, but this begs the question why 600 quid is the desired profit - Manov has 120-130 bucks and is happy with it

it's in rubles
 

To avoid the Stop Loss limits being set like Manov's in the championship, the MaxLoss parameter needs to be set prohibitively high (for example: 1000000).

Keep the new version. Please note that this EA has been tested on brokerage companies with 5 decimal places. Deposit currency: RUR.

Files:
manov_1.mq4  14 kb
 

Symbol EURUSD (Euro vs US Dollar)
Period 5 Minutes (M5) 2009.01.02 10:00 - 2011.01.28 00:00 (2009.01.01 - 2011.01.28)
Model Control points (very rough method, results cannot be taken into account)
Parameters MagicNumber=363111459; BeginStep=800; StepMultiplier=1.5; NeedProfit=125; MaxLoss=1000000; MaxCount=20; Lot=0.01; OnlyOneSide=true;
Bars in history 154300 Modelled ticks 7765577 Simulation quality n/a
Chart mismatch errors 34
Initial deposit 100000.00
Net profit 50641.45 Total profit 110675.75 Total loss -60034.30
Profitability 1.84 Expected payoff 46.33
Absolute drawdown 95683.73 Maximum drawdown 139333.64 (97.00%) Relative drawdown 97.00% (139333.64)
Total trades 1093 Short positions (% win) 528 (70.64%) Long positions (% win) 565 (73.10%)
Profitable trades (% of all) 786 (71.91%) Loss trades (% of all) 307 (28.09%)
Largest profitable trade 382.55 losing deal -1045.24
Average profitable deal 140.81 losing deal -195.55
Maximum number continuous wins (profit) 30 (3345.89) Continuous losses (loss) 17 (-2753.02)
Maximum Continuous Profit (number of wins) 4165.85 (17) Continuous loss (number of losses) -3443.67 (7)
Average continuous winnings 5 continuous loss 2

 
EvgeTrofi:

To prevent Stop Loss limits being set, like Manov's in the championship, the MaxLoss parameter must be set prohibitively high (e.g.: 1000000).

Keep the new version. Please note that this EA has been tested on brokerage companies with 5 decimal places. Deposit currency: RUR.

StepMultiplier=1.5 is a bit different for Manov - parabolic dependence,

the next series is

1,494064
1,22555
1,146135
1,086162
1,074119
1,059679
1,049278
1,037907
1,035553
1,038077
1,023452
1,027615
1,01315
1,022856
1,025931
1,01452
1,011662

and then I wondered if I should trawl a profitable position parabolically after the Beginstep (or maybe immediately)

 

Let's see... Let's open MetaTrader 5 and order the history of trades by symbol.

Among the resulting list, we will find a long queue of open positions (eg 19):

Let's transfer the prices of open positions to Excel, and subtract from each successive price the previous one, to find the distance between the open positions in pips:

Open Price Points
1 1.36698 1095
2 1.35603 541
3 1.35062 369
4 1.34693 293
5 1.34400 198
6 1.34202 185
7 1.34017 160
8 1.33857 140
9 1.33717 113
10 1.33604 110
11 1.33494 122
12 1.33372 78
13 1.33294 94
14 1.33200 46
15 1.33154 81
16 1.33073 94
17 1.32979 54
18 1.32925 44
19 1.32881

Let's graph the dependence of the number of pips on the trade number and select the most suitable trend line:

We get the graph and the equation of dependence:

 

Which is approximately equal to: y = 1145 / x,

where x is the number of the track (the red line in the graph)

Opening price Points Approximately Deviation
1 1.36698 1095 1145 -50
2 1.35603 541 573 -31
3 1.35062 369 382 -13
4 1.34693 293 286 7
5 1.34400 198 229 -31
6 1.34202 185 191 -6
7 1.34017 160 164 -4
8 1.33857 140 143 -3
9 1.33717 113 127 -14
10 1.33604 110 115 -5
11 1.33494 122 104 18
12 1.33372 78 95 -17
13 1.33294 94 88 6
14 1.33200 46 82 -36
15 1.33154 81 76 5
16 1.33073 94 72 22
17 1.32979 54 67 -13
18 1.32925 44 64 -20
19 1.32881 60

 

I'm puzzled as to how Manov's advisor got past the 2010 championship casting. It has been leaking since January with standard settings.

Rewrote the EA according to your comments, but the point remains the same. Overshooting and Leverage.


Symbol EURUSD (Euro vs US Dollar)
Period 5 Minutes (M5) 2010.02.10 00:00 - 2010.12.28 00:00
Model Control points (very rough method, results cannot be taken into account)
Parameters MagicNumber=363111459; BeginStep=1100; NeedProfit=120; MaxLoss=10000000; MaxCount=20; Lot=0.1; OnlyOneSide=true;
Bars in history 66369 Modelled ticks 3302962 Simulation quality n/a
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 6562.11 Total profit 19507.26 Total loss -12945.15
Profitability 1.51 Expected payoff 11.37
Absolute drawdown 6901.36 Maximum drawdown 11127.06 (46.73%) Relative drawdown 76.91% (10320.90)
Total trades 577 Short positions (% win) 287 (85.37%) Long positions (% win) 290 (78.28%)
Profitable trades (% of all) 472 (81.80%) Loss trades (% of all) 105 (18.20%)
Largest profitable trade 172.71 losing deal -520.56
Average profitable deal 41.33 losing transaction -123.29
Maximum number continuous wins (profit) 34 (1230.64) Continuous losses (loss) 20 (-7148.32)
Maximum Continuous Profit (number of wins) 1230.64 (34) Continuous loss (number of losses) -7148.32 (20)
Average continuous winnings 13 continuous loss 3



Files:
manov3.mq4  14 kb