Which mash-ups are the best to cross? - page 8

New comment
 
Neutron:

It is clear that in this perverted but illustrative way we are trying to exploit the main property of a smooth curve - it is more likely to continue movement in the chosen direction. It allows combining the whole class of trend-following TSs of all kinds of algorithms based on intersection of MAHs. One problem... it all doesn't work!

don't rush to bury them ))))

2010

0.3 lots

3 lots

EURUSD

 

that was by eye and this is a 10 year optimisation + stoploss


//This is a suggestion, I'll correct it tomorrow.

 

Reminder: it is forbidden to post balance sheet pictures in technical branches without a report header.

Just kidding. But I'd like to make it a reality.

 
 
These 10-year tests are a laughing matter. It's not a question of passing or failing, it's a question of the drawdown. And small and frequent drawdowns are preferable to rare but large ones.
 
Well, now you can see the biggest drawdown, which in principle was not visible in the picture (76.49%). The pictures without the report figures are a fraud and a trick on the public...
 
Mathemat:
Well, now you can see the biggest drawdown, which in principle was not visible in the picture (76.49%). The pictures without the report figures are a fraud and a trick on the public...
A good indicator in this regard is the Sharpe ratio, unfortunately MT does not calculate it.
 
FION:
These 10-year tests are a laughing matter. It's not a question of passing or failing, it's a question of the drawdown. And small and frequent drawdowns are preferable to rare but large ones.
Well, the drawdown is not that big, and it is absolute. It's laughable - from the point of view that it's a clean slippage - in 10 years.
 
ZZZEROXXX:
Well the drawdown is not that big of a drawdown either, absolute. Laughable - from the point of view that it's a clean sweep - over 10 years.
What do you mean a small loss - a couple of years in a row, I'd like to see someone who wants to wait it out.)
 
Mathemat:
Well, now you can see the biggest drawdown, which in principle was not visible in the picture (76.49%). The pictures without the report figures are a fraud and a trick on the public...
Relative drawdown yes, not good. If you go in at the wrong time it's dead. And what report figures are you referring to? I am not cheating, but to prove that the potential is there.
123456789
New comment