What is the optimum depth of history for identifying a useful signal? - page 7

New comment
 
It takes a few hundred to see a signal and use it, and that's a slightly different figure. It does not take a few hundred to analyse the signal after which it is received. I have already explained that I meant analysis and not visual detection of an extreme signal. I do not understand why this insistence on pretending with a tap... However, you are right.
 
tara:

A few hundred. This is in case anyone is thinking of trading on the weekly signals on a weekly basis (a bit of a tricky solution, I think).

1. We cannot find a stable TS on the minute signals because the market may change unpredictably;

2 Optimal TF - D1 with an analysis of at least 1 year (so far I have T = 268 trading days);

3. On smaller TF and in a short period of analysis you will face the unpredictability of the casino.

 
yosuf:

1. You cannot find a stable TS on minutes, because, operationally, the market can change unpredictably;

2) Optimal TF - D1 with analysis of at least 1 year (so far I have T = 268 trading days);

3. On smaller TF and in a short period of analysis you will face the unpredictability of the casino.

There are no fish there.
 
yosuf:


3. on smaller TFs and in a short analysis you will face the unpredictability of the casino.

Who's asking you to take short cuts?

That's what I'm talking about: how short is NOT short.

 

Strategy Tester Report

1

(Build 765)

Symbol

EURUSD (Euro vs US Dollar)

Period

5 Minutes (M5) 1999.01.04 10:20 - 2015.01.29 20:10 (1999.01.01 - 2016.05.01)

Model

All ticks (most accurate method based on all smallest available timeframes)

Parameters

Bars in history

1187975

Modelled ticks

100323071

Modeling quality

25.00%

Chart mismatch errors

0

Initial deposit

10.00

Spread

Current (1)

Net profit

5768.75

Total Profit

10196.79

Total loss

-4428.03

Profitability

2.30

Expected payoff

4.74

Absolute drawdown

3.00

Maximum drawdown

72.36 (1.89%)

Relative drawdown

43.14% (17.73)

Total trades

1216

Short positions (% win)

608 (53.62%)

Long positions (% win)

608 (57.40%)

Profitable trades (% of all)

675 (55.51%)

Loss trades (% of all)

541 (44.49%)

Largest

profitable trade

49.90

losing deal

-35.88

Average

profitable deal

15.11

losing trade

-8.18

Maximum number

continuous wins (profit)

8 (105.69)

continuous losses (loss)

7 (-59.40)

Maximum

continuous profits (number of wins)

254.48 (6)

Continuous loss (number of losses)

-85.73 (6)

Average

continuous winnings

2

Continuous loss

2
 

I'm sorry it's such a big picture ...Just look at ...Only went 0.01 lots ...Moreover I will say it's only been tested since 1999, only the first 3 months of each year .

I put it up just to hear people's opinions on the system...

 

StrategyTester Report

1

(Build 765)

Symbol

EURUSD (Euro vs US Dollar)

Period

5 Minutes (M5) 2015.01.02 09:00 - 2015.01.29 20:25 (2015.01.01 - 2016.05.01)

Model

All ticks (most accurate method based on all smallest available timeframes)

Parameters

Bars in history

6418

Modelled ticks

535980

Quality simulation

n/a

Errors mismatch graphs

429

Initial deposit

50.00

Spread

Current (1)

Net profit

82.62

Total profit

189.08

Total loss

-106.46

Profitability

1.78

Expectedpayoff

3.44

Absolute drawdown

12.17

Maximum drawdown

77.60 (67.23%)

Relative draw down

67.23% (77.60)

Total trades

24

Short positions (% of winners)

12 (91.67%)

Long positions (% of winners)

12 (16.67%)

Profitable trades (% of all)

13 (54.17%)

Loss trades (% of all)

11 (45.83%)

Largest

profitable trade

27.32

losing deal

-28.71

Average

profitable deal

14.54

losing trade

-9.68

Maximum number

continuous wins (profit)

4 (60.57)

continuous losses (loss)

2 (-28.37)

Maximum

continuous profits (number of wins)

60.57 (4)

Continuous loss (number of losses)

-28.71 (1)

Average

continuous winnings

2

Continuous loss

1
 

I want to note that each transaction has a stop loss and take profit and take profit at least 1.5 times the stop loss, and they are not fantastic stops no more than 100 pips ... are always used the same method ... The only thing that is optimized is the stop and take ... if anyone has code pieces for automatic selection of stop and take (happy to help) .

 
latest schedule
 
owl there is a recovery factor of almost 100
Net Profit/Maximum Drawdown
I have never paid attention to it but I understand from the forums that it is the main indicator
i got 80-100 quid in a micro lot that is 800-100 pips a month
i got 82 quid in January that is 820 pips on euros

not a single year in the test since 1999 the system has not closed at a loss

optimizing only 2 parameters ...stop and take...nothing else ...the principle of trade is unchanged

i just have to make take and stop wholesale because i don't have a code for automatic selection, say on the basis of some principle

1234567891011121314...21
New comment