For those who are convinced that all EAs with a martin are losing out. - page 41

 
khorosh:

The latest version of the martin on the real.


Let's call things by their proper names, it's not a martin, it's an EA on something else that includes a martin "for a tick" and (maybe) occasionally applies a lot increase, so no one can say that this screenshot is in the wrong topic :)
 
evillive:
Let's call things by their proper names, it's not a martin, it's an EA on something else that includes a martin "for a tick" and (maybe) occasionally applies a lot increase, so no one can say that this screenshot is in the wrong topic :)

There are no indicators. Geometric lot progression is used for the subsequent averaging trade.
 
You mean you go in from the brink and then fiddle with the money management to take a profit? Huh...
 
khorosh: The last version of martin on real.
The tester does not show drawdowns within the trades themselves, especially since you like to test on large TFs and at opening prices.

Why is there no deposit load chart in the tester, like on the Alpari PAMM? It tells a lot about the account.

I haven't used the tester for a long time. But I would prefer to test on minutes (at opening prices, to be faster), but with rare deals (say, less than once in 15-30 minutes). Then we will get a more or less precise picture. The owner of the idea is paukas. If I have not passed something wrong, he will correct me.

 
Mathemat:
Due to particularities of the tester, drawdowns are not displayed within the trades themselves, moreover, you like to test on large TFs and at opening prices.

Why is there no deposit load chart in the tester, like on the Alpari PAMM? It tells a lot about the account.

I haven't used the tester for a long time. But I would prefer to test on minutes (at opening prices, to be faster), but with rare deals (say, less than once in 15-30 minutes). Then we will get a more or less precise picture. The owner of the idea is paukas. If I have something wrong, he will correct me.

I usually test it at M15 open prices to save time. I was comparing the maximal drawdown when testing by ticks - the difference is within 10% of the absolute drawdown value. Therefore I always have in mind that the real drawdown will be 10% larger. This difference is created at the expense of 15 minute bar tails. It would be good if the tester could test not only by points, but also by high and low. Then the maximal drawdown would be the same as when testing by ticks.
 
Mathemat:
Because of the specifics of the tester the drawdowns within the trades themselves are not displayed - especially since you like to test on large TFs and at opening prices.

Why is there no deposit load chart in the tester, like on the Alpari PAMM? It tells a lot about the account.

I haven't used the tester for a long time. But I would prefer to test on minutes (at opening prices, to be faster), but with rare deals (say, less than once in 15-30 minutes). Then we will get a more or less precise picture. The owner of the idea is paukas. If I gave something wrong, he will correct me.


Sorry for cutting in, but nothing prevents you from calculating the equity and the margin level in the Expert Advisor and displaying these values on the price chart after each run in the Strategy Tester. This way you will always know the maximal drawdown of funds in general, and inside trades in particular.

As for the one-minute tests and moreover trading on minutes - it seems to me that this is a common misconception. In this case you are trading noise and nothing but noise. And this is the destiny of kamikazes.

Who says that we have to trade every day (and place 100 orders each)? It is not profitable for anybody but brokerage companies. The less frequently we trade and the more we carefully determine the appropriate moments for trading - the higher the quality of trading.

The grid trader we are talking about here is easily adjusted for 50-70 trades per year. But the profitable trades are 96-98%, and the maximum drawdown of funds is about 15%.

khorosh:
I usually test on M15 open prices to save time. I compare maximal drawdown when testing by ticks - the difference is within 10% of the absolute drawdown value. Therefore I always have in mind that the real drawdown will be 10% larger. This difference is created at the expense of 15 minute bar tails. It would be good if the tester could test not only by points, but also by high and low. Then the drawdown results would be as good as when testing by ticks.


Why do you need highs, lows, and ticks? Do you want to deliberately make a difference between testing and real trading? Do you want to cheat yourself?

The oupen is the only constant value. If you will both trade and test on the oupen, then the real trades should exactly match the tester trades. If it is not so, the price of such a test and such an Expert Advisor is insignificant.

As for the profitability of your EA at 50-60% per annum, you're getting upset. This is a very good return. But the drawdown is. Not good. Try to get rid of random entering and make fewer deals. There are only 4-5 non-failure trends per year. Their average is easy to measure. Take a losing streak in the middle of such a trend, and trade quietly from there. You will see that the final drawdowns will not be large. You will sleep well and soundly. Especially after a series of losing trades. -:)))

 
GEFEL:


Sorry to interrupt the conversation, but nothing prevents you from calculating the available funds and the margin level in the EA itself, and after each run in the tester, display these values on, say, a price chart. This way you will always know the maximal drawdown of funds in general, and inside trades in particular.

As for the one-minute tests and moreover trading on minutes - it seems to me that this is a common misconception. In this case you are trading noise and nothing but noise. And this is the destiny of kamikaze.

Who says that we have to trade every day (and place 100 orders each)? It is not profitable for anybody but brokerage companies. The less frequently we trade and the more we carefully determine the appropriate moments for trading - the higher the quality of trading.

The grid trader we are talking about here is easily adjusted for 50-70 trades per year. But the profitable trades are 96-98%, and the maximum drawdown of funds is about 15%.


Why do you need highs, lows, and ticks? Do you want to deliberately make a difference between tests and real trading? Do you want to cheat yourself?

The oupen is the only constant value. If you will both trade and test on the oupen, then the real trades should exactly match the tester trades. If it is not so, the price of such a test and such an Expert Advisor is insignificant.

As for the profitability of your EA at 50-60% per annum, you're getting upset. This is a very good return. But the drawdown is. Not good. Try to get rid of random entering and make fewer deals. There are only 4-5 non-failure trends per year. Their average is easy to measure. Take a losing streak in the middle of such a trend, and trade quietly from there. You will see that the final drawdowns will not be large. You will sleep well and soundly. Especially after a series of losing trades. -:)))

Yes, the drawdown is not shown on the test chart within the trade, but it is calculated and the maximal drawdown is shown in the tester report. I also use my function for max drawdown calculation that also displays time and date of max drawdown at the end of the test.

"Why do you need highs, lows and ticks?

To measure the maximum drawdown. The Open test does not give the true drawdown (underestimates it). You can open trades on oupens, but test on ticks, then the maximum drawdown will be determined correctly.

 
GEFEL: As for testing on minutes and moreover trading on minutes - it seems to me that this is a common misconception. In this case you trade with noise and nothing but noise. This is the destiny of kamikaze.

Do not confuse trader on minutes and tests on minutes. I specifically stressed that

I would prefer to test on minutes (at opening prices, to be faster), but with rare trades (say, not more often than once in 15-30 minutes).

 
For example, you go from Moscow to Novosibirsk by car. You can leave the car for at least a minute while you are driving, just like in trading, the robot (or you) is always in the market even if you work on the daily, but mistakes (lost profit) have less impact on the overall result.
 
khorosh:

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"Why do you need highs, lows, ticks?

To measure the maximum drawdown. The oupen test does not give the true drawdown (it underestimates it). You can open trades by oupen, but test by ticks, then the max drawdown will be determined correctly.


This is understandable. But don't you have enough margin for mini drawdowns when trading candlestick shadows? Such a reserve is a must.

And if you trade by oupens and test by ticks, these are two completely different processes. Neither the amount of deals, nor their results will coincide with the real trading. Then, testing by ticks, you are measuring some abstract drawdown. Do you need it?