Pair trading and multicurrency arbitrage. The showdown. - page 23

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Alexey Viktorov #:

But this is at a deposit load of 1%

In order to have some tangible output, it is necessary to increase the trading volume 50-100 times, and we see on the chart the drawdown on funds of 2%. But it was fixed at some trading operation, and we do not know what the limit value of drawdown was.
In my opinion, it's a usual game with the tester in attempts to get a satisfactory picture of balance growth.
🤷🏻‍♂️
 
Renat Akhtyamov #:

understandably sly.

You mean with a net?

It's kind of like the refills are coming in. There were problems with EURUSD-USDJPY bunches. I didn't take into account the difference in quotes. I'll rewrite the algorithm today. + I think it is necessary to take out the calculation of lots from the previous indicator, as they should not be the same.

 
Sergey Gridnev #:
To have some tangible output, it is necessary to increase the trading volume by 50-100 times, and we see on the chart a drawdown of 2% on funds. But this was recorded during some trading operation, and we do not know what the drawdown limit value was.
In my opinion, this is a usual game with the tester in attempts to get a satisfactory picture of balance growth.
🤷🏻‍♂️

The idea is to trade with minimum lots on numerous bundles. I don't know about the tester. What is the point of running a demo if it doesn't work in the tester. I will put it on demo when everything will be ready, we'll see.

 
Sergey Gridnev #:
To have some tangible output, it is necessary to increase the trading volume by 50-100 times, and we see on the chart a drawdown of 2% on funds. But this was recorded during some trading operation, and we do not know what the drawdown limit value was.
In my opinion, this is a usual game with the tester in attempts to get a satisfactory picture of balance growth.
🤷🏻‍♂️

Why so immediately, a bucket of cold water on your head? You can't deprive people of illusions. Some people are into heroin, some into forex....

 
Roman Poshtar #:

There are kind of refills going on. There were problems with EURUSD-USDJPY bunches. I did not take into account the difference in quotes. I will rewrite the algorithm today. + I think it is necessary to take out the calculation of lots from the previous indicator, as they should not be the same.

Yes. There are different lots from volatility.

There is a formula... I can look it up... there was a fresh one somewhere....

 
Roman Shiredchenko #:

Yeah. There's lots of volatility still going on.

There's a formula... I can look it up... there was a fresh one somewhere....

I'd appreciate it.

 
Figured out the decimal points in the characters. Checking.
 
Roman Poshtar #:

This is how optimisation goes. The results are more than


More than is a field of dots in the profitable zone, this is just a bad result, dotted areas in the profitable zone. This breaks profitability when the price behaviour changes a little bit, i.e. shifts the parameter point to the side and your current parameters become unprofitable.

 
Valeriy Yastremskiy #:

More than this field of dots in the profitable zone is just a bad result, dotted areas in the profitable zone. This breaks profitability when the price behaviour changes a little bit, i.e. shifts the parameter point to the side and your current parameters become unprofitable.

I understand that here in general both the profit factor and other parameters are calculated in the wrong way. But I can't believe it ) The system is like this.

 
EURUSD-USDJPY is a bit of a mess. The algorithm has been rechecked all right, but the results ). Or these pairs actually move like this, I don't understand. Or maybe the algorithm is not correct.
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