How can one tolerate losses, or a life of waiting for profits? - page 8

 

I tried withdrawing funds on every trade - as a compensator of positive slippage and commission.

It turned out that the test results are strongly distorted, and oddly enough - the recovery factor before withdrawal was 35.88 and became 84.73, and the drawdown of funds was 1176 and became 498.

The results are completely distorted - the solution will be to recalculate everything on my own at deinitialization and then look through the file with results, but it is very uncomfortable and I cannot do it quickly.

And the exact drawdown calculation cannot be done during deinitialization, if stops are floating, including, if they are absent at all - drawdown at each tick (bar) must be considered.
Тестирование стратегий - Алгоритмический трейдинг, торговые роботы - Справка по MetaTrader 5
Тестирование стратегий - Алгоритмический трейдинг, торговые роботы - Справка по MetaTrader 5
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Тестер стратегий позволяет тестировать и оптимизировать торговые стратегии ( советники ) перед началом использования их в реальной торговле. При...
 
Aleksey Vyazmikin: I tried withdrawing funds on every trade - as a compensator of positive slippage and commission.

It turned out that the test results are strongly distorted, and oddly enough - the recovery factor before withdrawal was 35.88 and became 84.73, and the drawdown of funds was 1176 and became 498.

I get the impression that you need to reduce the deposit. Or to increase the lot. Try in the strategy the Entry Precision coefficient, on which the lot depends

 
STARIJ:

I get the impression that you need to reduce the deposit. Or increase the lot. Try the Entry Precision coefficient in the strategy, which determines the lot


What the hell is an"Entry-Efficiency Ratio"?

 
Aleksey Vyazmikin: What kind of a beast isthe "precision-entry factor"?
Scared of the beast? So many already use a variable lot depending on the probability of a positive outcome of the trade!
 
STARIJ:
Scared of the beast? So many already use a variable lot depending on the probability of a positive outcome of the trade!

I have plans to use a lot increase depending on the length of the losing series. How is your method implemented? Isn't it the same as changing the volume depending on the range of the stop loss?

 
Aleksey Vyazmikin: I have plans to use a lot increase depending on the length of the losing series. How is your method implemented? Isn't it the same as changing the volume depending on the distance of the stop loss?
Try it both ways, i.e. all the variants and combinations you can think of. Something will be the most effective.
 
STARIJ:
Try it both ways, i.e. all variants and combinations that come to your mind. Something will be most effective

I'm hampered solely by my low level of language knowledge, or I would have tried it a hundred times by now :) So I have to think twice about an idea before realizing it.

The funny thing is that the other day an error in the code (more exactly, the discrepancy between MT4 and MT5 in the sequence of passing the variables to some indicators) when implementing one idea created a great filter - now I use it together with another idea, which turned out to be worse, but it's still good.

 

This is what I get now (after a number of tweaks) when testing "Every tick based on real ticks" with a 50ms delay, and withdrawing 3.4 deposit units per lot.

Figures are a bit distorted due to partial withdrawal.

Implemented it this way:

if (Use_Comission==true)
{
 int LotPos=StringToInteger(Order.Market_Order_Info(ALL,ALL,ALL,"Lot"));//Получаем текущий объем позиции
 if (LotPos!=LotOld)
 {
  int LotDelta=0;
  if (LotPos>LotOld)LotDelta=LotPos-LotOld;
  if (LotPos<LotOld)LotDelta=LotOld-LotPos;
  TesterWithdrawal(LotDelta*Comission);
  LotOld=LotPos;
 }

}

From a report of 3773 trades, each trade 1 lot, gets 3773*3.4=12828.20 - withdrawals 13719 delta 890.8 .

Please advise if anyone knows why I have such a difference?

 
Aleksey Vyazmikin: Please advise if anyone knows why I have such a difference?

Is it worth taking into consideration? The main thing is that the outcome is positive

 
Most importantly, you are on the right track. To learn the language, use short test scripts