Econometrics: let's discuss the CU balance sheet. - page 26
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got it.... I didn't realise it was necessary to go into such a wilderness with a machine like this to analyse the drawdown on history. the whole world is doing it so much easier.
how? we'd love to hear about it....
(((no..... Excuse me!!! So what's up with the curve, can you lower it?
To hang around zero? Of course I can.
how ? we would love to hear....
already written in this thread - look for it
Everything can be solved by taking the balances from the championship: both the number of trades is large and the TS are different. But then I couldn't get the balances into the file. If someone can do it or teach me how to do it, then I will make similar calculations and see what happens.
Championship balances (or better still equities) can be pulled to a file. For this purpose, just make an Expert Advisor that can read trades history and reproduce trades in the tester on the same period of history. At the same time, the current equity is written to the file on every bar. I would do it in two steps (it's easier). The first one - conversion of the report to a binary file of the market positions history. The second - reproduction of this history in the tester for generation of the resulting equity history file. Like this.
But I won't be doing that. Firstly: I don't think the bulk of the Championship EAs are worthy of detailed study. Most of them are rubbish, with a blatantly non-optimal MM.
Secondly: it's much easier to check on your own TSs, there's much less fuss. And if we do not have enough of our own - two codebases at our disposal. :)
But if you really want to investigate by this (or other) method championship TCs, you can order the tools in the "work". I think it's not expensive - it's not really difficult.
О! I remember! I'll find it.....
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Here, I found a ready-made "device": https://www.mql5.com/ru/articles/242
I take it that this post is referring to me.
At least analyse the balance line, you will never know what will happen in the future. You can write an Expert Advisor that, as a result of optimization, will show excellent results, while in real life it will only fail. Using your method of analysis, you can come to the conclusion that the Expert Advisor is amazingly good.
Hello, why do you want to test it at all?
The analysis of the balance line is only needed to decide whether to invest in this system (or trader), to understand and understand how you will feel about it, but not to assess the future. This analysis is done with the assumption that the same trading style will continue in the future. The only thing you can do is to calculate the deviations in order to draw the biggest possible surprises (drawdowns, etc.).
The end of the paragraph negates the beginning, don't you think?
Expert Advisor should not just have a balance line after optimization, but a balance line from trading on the forward periods. What you are doing now is an indication of how well the Expert Advisor has optimized.
My TS is not optimised at all.
Maybe you do know econometrics etc really well, but the fact is you are applying it in the wrong place.
Your profile is not for you to judge.
.
Let's move on to the constructive, first discarding the mentoring tone.
Help me take the balances from the championship. I think we'll get a very clean experiment.
Championship balances (or better still, equity) can be pulled into the file. For this purpose, we just need to make an Expert Advisor, which can read the history of trades and reproduce the trades in the tester on the same history section. At the same time, the current equity is written to the file on every bar. I would do it in two steps (it's easier). The first one - conversion of the report to a binary file of the market positions history. The second - reproduction of this history in the tester for generation of the resulting equity history file. This is approximately like this.
But I am not going to do that. Firstly: I don't think the bulk of the championship experts are worthy of detailed study. Most of it is rubbish, with a blatantly sub-optimal MM.
Secondly: it's much easier to use your own TS and have less fuss. And if we do not have enough of our own, we have two codebases at our disposal. :)
You don't need to run anything. You only need the tables with the trades below the picture. A huge number of EAs that have worked in conditions close to real.
Help. just a .csv file. Or anyone else.
Here you are: practically a ready-made "device" : https://www.mql5.com/ru/articles/242
I don't know how to select tables from HTML.
You don't need to run anything. You only need the tables with the trades below the picture. A huge number of EAs that have worked in conditions close to real.
Help. just a .csv file. Or anyone else.
What is the problem then? You open an account in the terminal, save the history in .xlsx file, open it in excel, and do what you want.
You can delete unnecessary rows (and columns) and then save it as .csv
Example in the trailer (Surgeon's Transaction History)
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Your helplessness outside your sandbox is sometimes astounding. Are you going to hatch?
I know only two methods of evaluating the performance of a TS over a certain period - capital gains (a priori above the "risk-free" rate) and risk-adjusted capital gains
it is ????
So what's the problem then? You open the account in the terminal, save the history to an .xlsx file, open it in excel, and do whatever you want.
For example, you can delete unnecessary lines and then save it as a .csv
Here's an example in the trailer (surgeon's transaction history)
--
Your helplessness outside your sandbox is sometimes astounding. Are you going to hatch?
You're not appreciated, especially if you don't comment.
Thanks.
I will try it now.