What is the optimum depth of history for identifying a useful signal? - page 8
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
when tested since 1999, the full system net profit over 18000 micro lot drawdown is not more than 100 quid a micro lot
take profit at least 1.5 times stop
max stop 100 pips
when tested since 1999, the full system net profit over 18000 micro lot drawdown is not more than 100 quid a micro lot
take profit at least 1.5 times stop
max stop 100 pips
I'm not interested in the chart readings when entering the market... I only use the price chart when setting a stop and take out.
As for the off-topic, I got here the right way ... Because from my point of view I found the maximal depth ... For example I will make an opt optician built-in ... The obligatory condition is that the advisor should have a stop and takeaway ...
Strategy Tester Report
Moving Average
(Build 765)
Symbol
EURUSD (Euro vs US Dollar)
Period
4 Hours (H4)
Model
Every tick (the most accurate method based on all available minimum timeframes)
Parameters
Lots=0.1;
Bars in test
1489
Ticks modelled
1210061
Modelling quality
n/a
Mismatched charts errors
277
Initial deposit
1000.00
Spread
Current (1)
Total net profit
658.89
Gross profit
909.16
Gross loss
-250.27
Profit factor
3.63
Expected payoff
50.68
Absolute drawdown
102.50
Maximal drawdown
275.92 (20.84%)
Relative drawdown
20.84% (275.92)
Total trades
13
Short positions (won %)
9 (55.56%)
Long positions (won %)
4 (50.00%)
Profit trades (% of total)
7 (53.85%)
Loss trades (% of total)
6 (46.15%)
Largest
profit trade
342.78
loss trade
-65.46
Average
profit trade
129.88
loss trade
-41.71
Maximum
consecutive wins (profit in money)
4 (286.99)
consecutive losses (loss in money)
3 (-125.31)
Maximal
consecutive profit (count of wins)
431.08 (2)
consecutive loss (count of losses)
-125.31 (3)
Average
consecutive wins
2
consecutive losses
2
StrategyTester Report
Moving Average
(Build 765)
Symbol
EURUSD (Euro vs US Dollar)
Period
4 Hours (H4) 2015.01.06 00:00 - 2015.01.30 08:00 (2015.01.06 - 2016.01.01)
Model
Every tick (the most accurate method based on all available timeframes)
Parameters
Lots=0.1
Bars in test
1111
Ticks modelled
283171
Modelling quality
90.00%
Mismatched charts errors
0
Initial deposit
1000.00
Spread
Current (1)
Total net profit
233.63
Gross profit
281.63
Gross loss
-48.00
Profit factor
5.87
Expected payoff
58.41
Absolute drawdown
77.23
Maximal drawdown
325.23 (22.11%)
Relative drawdown
22.11% (325.23)
Total trades
4
Short positions (won %)
4 (75.00%)
Long positions (won %)
0 (0.00%)
Profit trades (% of total)
3 (75.00%)
Loss trades (% of total)
1 (25.00%)
Largest
profit trade
145.47
loss trade
-48.00
Average
profit trade
93.88
loss trade
-48.00
Maximum
consecutive wins (profit in money)
2 (153.47)
consecutive losses (loss in money)
1 (-48.00)
Maximal
consecutive profit (count of wins)
153.47 (2)
consecutive loss (count of losses)
-48.00 (1)
Average
consecutive wins
2
consecutive losses
1
Well, that is, you have chosen the depth of history at which the optimization parameters change more slowly in the sliding window than in the current month. All of this can be put into a normal predictive function.