The Sultonov system indicator - page 105
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Optimisation of version with programmer's indicator for a little loss limitation filtering + test with forward to today.
You have already been told many times here that such pictures after optimization (adjusting parameters to historical data) do not mean anything.
Forward optimisation is also self-defeating. If you look at statistics, you will find that forward optimization results in the same percentage of parameters being rejected as in conventional "optimization".
At so-called optimization I can get an even better picture in an EA where trades are executed randomly at random moments of time but only by "optimizing" two parameters - SL and TP on a certain history timeframe.
But if your Expert Advisor shows similar pictures on most symbols without optimization, then I will say: Yusuf, you are a genius! I was wrong. Hats off to you...".
You have already been told many times here that such pictures after optimisation (adjusting parameters to historical data) do not tell you anything.
Forward optimization is also a self-deception. If you look at statistics, you will find that forward optimization results in the same percentage of parameters being rejected as in conventional "optimization".
At so-called optimization I can get an even better picture in an EA where deals are executed randomly at random moments of time but only by "optimizing" two parameters - SL and TP on a certain history timeframe.
In this particular case a simple optimization has been performed. Then the test. Then the target date was changed and the test was run again. No pure forward optimization has been performed.
.........
If your Expert Advisor shows this kind of picture on most characters without optimisation, then I will say: "Yusuf, you're a genius! I was wrong. Hats off to you..."
I was wondering the same thing...
It's not without optimization.
I did it this way: I optimized GBPUSD, timeframe D1, period 2014.02.01-2018.04.01
I have launched a test, the period 2014.02.01-2019.04.12 (I am showing only test charts)
Further I have only changed pairs
Clearly not perfect, but in my opinion the potential is there. Or is there?
Also, you understand that there were a lot of spread bounces. According to the parameters, a position is only opened when the spread is no more than 30 (on a 5-digit spread).or use forward testing after optimisation - if the graph has not changed - the potential is there, if the graph has changed - adjusting for historical data
I was wondering the same thing...
It's not without optimisation, though.
I did the following: I optimized GBPUSD, TF D1, period 2014.02.01-2018.04.01
I have launched a test, the period 2014.02.01-2019.04.12 (I am showing only test charts)
Further I only changed pairs
Clearly not perfect, but in my opinion the potential is there. Or is there?
In 5 years 80% given that it is history and optimisation...
even Sberbank is more profitable :-)
or use forward testing after optimisation - if the graph has not changed - there is potential, if the graph has changed - adjust to historical data
I don't quite get it... But did forward testing.
In order from previous...
Didn't quite get it... But did some forward testing.
In order from the previous...
The charts are rather unsteady, it feels like anything goes wrong and everything collapses.
Vladimir, I would even say that this is a frequent occurrence.
The main thing: losses are either flat or trending, while profits are the other way round.
Vladimir, I would even say that this is the case all the time.
The main thing: losses are either flat or trending, while profits are the other way round.
And that always ends up in losing "all the hard-earned money" )).
And the trendy nature of the trade is clear.
The time frame D1 shows itself, plus the one-year Equity Flip.
I do not know how the testing was performed, by opening prices
or ticks (with what percentage of quality?).
How was the drawdown estimated?
Many questions, but for me everything is obvious.
No need to throw stones at me ))))