how to identify price reversal points - page 19

 
bibars:

Even with 100% successful trades, the ratio (tp/sl = 10/100) == plum!
And at 110% ?
 
paukas:
And at 110% ?

I think at 110% it won't lose any more). But seriously, even if the tester shows a good percentage of profitable trades, with profit/loss ratio of 1/10, the Expert Advisor will lose 100% on the real account. At least that's how it works for me.
 
bibars:

I think at 110% it won't lose any more). But seriously, even if the tester shows a good percentage of profitable trades, with profit/loss ratio of 1/10, on a real account the Expert Advisor will lose 100%. At least, that's how it works for me.

And what about 101%? ))))) It all depends on the TS.

 
andreybs:

Here is the chart for the first 5 months of this year (tp/sl = 10/100). Note the number of trades - 319 and % successful - 96.92% with a drawdown of 22.11%. I think it's not bad for some oscillator with no tweaks, no filters, no TS.

Do you know what the sharpe ratio is? Your balance curve is very unconvincing - just move the part starting from 262 trades to the beginning of the period and the deposit will be drained. The curve should resemble a straight line when viewed from a long distance. Profitability is at least 2. IMHO.
 
andreybs: tp/sl = 10/100.



What is the deposit load at this ratio?
 
LeoV:

What is the deposit load at this ratio?

None, it's not the TS. ZZZEROXXX asked to convert the indicator to EA. In this form only the % of successful trades is relevant. To quote you:

Nothing new with this oscillator. You will make some money on successful trends and lose in flat or uncertainty. Even your screenshot is full of losing entries.

Here you have the statistics - 97% of successful entries. And the fact that the chart is sawn, so it needs a normal output (not sl=100, the TS should close unsuccessful entries in time and extend successful positions), but this is a topic for another thread. Here we discuss entry on price reversal.

 
paukas: This is bullshit. If the MO is positive, you can do that. But it's better the other way round.

The ratio of average profit to average loss is even worse - about 1:20. And the profitable trades are 96%. So what's the big deal here?

It would be bullshit if the profit factor were higher than 1.14. It is too unreliable, it can very easily swing below 1.

 
andreybs:

(not by sl=100, the TS should close unsuccessful entries in time and extend successful positions), but that's a topic for another thread.


And when the TS will close unsuccessful entries in time and prolong successful ones, the percentage of profitable trades will fall at least by half.
 
andreybs: None, it's not a TS.

What do you mean, nothing? You don't open any positions?

Deposit load is the ratio of the volume of a position opened to the size of the deposit, expressed as a percentage.

 
adept:

I meant to replace the black and grey histograms with curves, then they will show divergences (on the black one)

the crossovers are not interesting

Done. Green is on High, red is on Low. SMA has been used in the oscillator.

IMHO the dynamics of High and Low are too broken - it is difficult to analyse the divergence.