From theory to practice - page 1692

[Даниил Минин]

aleger:
Review

i have no doubts, i have no doubts about the results.
Somebody thinks it may surprise someone)

Forum on trading, automated trading systems and testing trading strategies

From Theory to Practice

Evgeniy Chumakov, 2019.11.08 08:28

The profitability of what, a zigzag on history in the tester ?

did you use this advisor?

https://www.mql5.com/ru/code/26798

[aleger]

danminin:

tester report, adjusted to the story. cool.
someone thinks this is still a surprise to anyone)

This is exactly the kind of return that is required from an EA called"The Grail".

Thus, almost all the volatility that occurs during the day can be exploited.

[Uladzimir Izerski]

aleger:
Review

At least a demo account would have looked more solid. But as it is, who would believe it?))

[Renat Akhtyamov]

aleger:

This is exactly the return that is required from the Expert Advisor, called "The Grail".

is required and the tester is not a real life tester like AK's

so...

Don't talk like that

;)

Forum on trading, automated trading systems & strategy testing

For those who like to measure ... (for those who like to measure their progress))))

Gulnaz Akhtyamova, 2013.11.24 16:31

Again (result is much better, same M1, same period):

Bars in history 686760
1369514 simulated ticks
Modeling quality n/a
Error of chart mismatch 0
Initial deposit 2 800.00
Net profit 124 363 968.77
Total profit 248141719.02
Total loss -1237750.25
Profitability 2.00
Expected payoff 6877.40
Absolute drawdown 387.36
Maximum drawdown 60535452.83 (40.37%)
Relative drawdown 96.35% (109665.49)
Total trades 18083
Short positions (% win) 14357 (77.20%)
Long positions (% win) 3726 (56.66%)
Profitable trades (% of all) 13194 (72.96%)
Loss trades (% of all) 4889 (27.04%)
Largest
profitable trade 11143549.78
losing deal -11796398.12
Average
18807.16 profitable deal
losing deal -25317.60
Maximum number
continuous wins (profit) 208 (22489663.10)
Continuous Losses (Loss) 132 (-34138.30)
Maximum
Continuous Profit (number of wins) 23767455.36 (113)
Continuous loss (number of losses) -38003927.68 (56)
Average
continuous winnings 51
continuous loss 19

[aleger]

Renat Akhtyamov:

is required and the tester is not a real life tester like AK's

so...

it's not like you can't talk.

;)

The arithmetic given is no closer to real profit taking in forex than anything else published elsewhere

[Renat Akhtyamov]

aleger:
The arithmetic you present is no closer to making a real profit in Forex than anything else you publish elsewhere...

That's what I'm saying, but about your artwork.

you are filling people's heads...

[aleger]

Renat Akhtyamov:

That's what I'm saying, but about your artwork.

you're filling people's heads...

More precisely - showing people a perfectly acceptable goal - the highest possible return,

and a quite affordable tool - trend-tracking technology.

[Uladzimir Izerski]

Evgeniy Chumakov:

We have two price split lines.

The sum of the two lines gives the current price.

The current increment equals = (s.Buy_0 - s.Buy_1) + (s.Sell_0 - s.Sell_1)

Any ideas on what to do next?

Such a chart can only be understood by you.

Where ( from which side does the calculation come at least know?)

[Uladzimir Izerski]

Evgeniy Chumakov:

I mean from where? The time on the chart is from left to right like in the terminal.

Here, it's getting clearer, but not quite.

The calculation of the indicator can be done on the left and on the right. This sometimes plays an important role.

What is "s.Buy_0"? What is the value?

I can suggest that it is the sum of sampling of plus-size increments? Right?

[Uladzimir Izerski]

Good guerrillas in interrogation are always silent!