Scold :) Interested to hear your opinion regarding...

 

Actually not a grail, as I have not searched for it and am unlikely to do so :)

The Expert Advisor uses nothing but MM, i.e. it does not use turkeys, i.e. in general :)

All that's built into it is shooting moose early on :) well growing fat profits of course :)

Strategy Tester Report

AS+TP

FtTrade-Server (Build 216)


SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2007.06.12 00:00 - 2008.06.11 23:00 (2007.06.12 - 2008.06.12)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersLossSpreds=4; ProfitSpreds=70; Lots=0.1;

Bars in history7151Modelled ticks1944321Simulation quality90.00%
Plot mismatch errors7




Initial deposit10000.00



Net profit3493.84Total profit10307.52Total loss-6813.68
Profitability1.51Expected payoff6.99

Absolute drawdown304.94Maximum drawdown937.32 (8.82%)Relative drawdown8.82% (937.32)

Total trades500Short positions (% win)242 (8.26%)Long positions (% win)258 (11.63%)

Profitable trades (% of all)50 (10.00%)Loss trades (% of all)450 (90.00%)
Largestprofitable trade210.45losing transaction-20.00
Averageprofitable deal206.15losing trade-15.14
Maximum numbercontinuous wins (profit)5 (1042.51)Continuous losses (loss)48 (-725.44)
Maximumcontinuous profits (number of wins)1042.51 (5)Continuous loss (number of losses)-725.44 (48)
Averagecontinuous winnings1Continuous loss10
 



30 p.a. does not excite

 

well, why quote my whole post? :)

30 годовых не возбуждает

it's just a thought, and it's only a part of the multicurrency TS

although put 0.5 lot here, not 0.1, and you get 170% p.a. with a 35% drawdown :)

 
Mischek писал (а) >>

30 p.a. Doesn't excite me

:-)) well, 30% p.a. doesn't excite me.... Tell that to any foreign investor!

They squeak and rejoice in 5-7% p.a. profits but guaranteed!

So, tell me! You have $ 1,000,000-00 will not excite you 333,000 a year?

well, it's not even worth the cost of the internet at 100$ = 30$.

---

You have to take into account that the lot is even! 0.1

and if you add a modest profit margin of more than 30% ---

---

But just test the strategy without MM, unless it is a Martin, or somehow the strategy has an MM.

 

Anti-peeper))

Is the direction of entry random or alternating short-long? How are the two profitable series of 10 figures each taken? How much is leaking in summer 2006? :-)

And where did the 3p spread on the eurobucks come from???

Try replacing the fixed take with something else: e.g. a trailing stop (not necessarily in pips) for half a position, set when the current take is reached and the first half of the position is closed. To filter out flat periods, you can use the ATR on the daily - change the conditions or don't trade when it starts to decline sharply.

 

Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2007.06.12 00:00 - 2008.06.10 23:59 (2007.06.12 - 2008.06.11)
Initial deposit 10000.00
Net profit 3763.40 Total profit 8057.75 Total loss -4294.35
Profitability 1.88 Expectation of winning 22.40
Absolute drawdown 0.00 Maximum drawdown 404.98 (3.45%) Relative drawdown 3.45% (404.98)
Total trades 168 Short positions (% win) 43 (53.49%) Long positions (% win) 125 (75.20%)
Profitable trades (% of all) 117 (69.64%) Loss trades (% of all) 51 (30.36%)
Largest profitable trade 309.59 losing transaction -142.05
Average profitable deal 68.87 losing trade -84.20
Maximum continuous wins (profit) 11 (354.47) Continuous losses (loss) 3 (-302.20)
Maximum Continuous Profit (number of wins) 748.29 (8) Continuous loss (number of losses) -302.20 (3)
Average continuous winnings 3 Continuous loss 1

same period without mm

lot 0.1

---

Stop Takes Adaptive

----

this is unlikely to excite either!

 

Mischek
wrote (a) >>

30 per annum doesn't excite you.

and now it's exciting!

and it's the same system! which was in the post above with a constant lot

it's the same one with MM screwed on!

so never rush to judgement!

 
Yura, it's exciting. Will you show me a report in five years - on 0.1?
 
YuraZ писал (а) >>

and now we're getting it!

and this is the same system! which was in the post above with a fixed lot

it's the same one with MM screwed on!

so never be too quick to judge!

I`ve got a feeling of excitement, I`ve forgotten about MM. I`ve got 10% profitable trades, Alexander`s are wrong, I`ve got 70%.

I do not understand the foreigners squeaking for 7 per annum.

Alex, if you are not too lazy, he has a simple MM (10% of the deposit).

Just a second Alex says "doesn't use anything other than MM"

The excitement has faded.

 

Well, if you're going to make such a big deal about it))))), I can show you this. O.O.D., MM on. Exciting?

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Hour (H1) 2008.01.02 10:00 - 2008.06.19 23:59 (2008.01.01 - 2008.06.20)
Model By open prices (only for Expert Advisors with explicit bar opening control)

Bars in history 3894 Modelled ticks 6785 Modeling quality n/a
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 198560.57 Total profit 302756.68 Total loss -104196.11
Profitability 2.91 Expected payoff 1985.61
Absolute drawdown 85.00 Maximum drawdown 20812.50 (12.92%) Relative drawdown 32.78% (14239.50)
Total trades 100 Short positions (% win) 50 (58.00%) Long positions (% win) 50 (62.00%)
Profitable trades (% of all) 60 (60.00%) Loss trades (% of all) 40 (40.00%)
Largest profitable trade 17320.00 losing transaction -9445.00
Average profitable deal 5045.94 losing deal -2604.90
Maximum continuous wins (profit) 5 (42907.50) Continuous losses (loss) 3 (-972.26)
Maximum Continuous Profit (number of wins) 42907.50 (5) Continuous loss (number of losses) -16239.50 (2)
Average continuous winnings 2 continuous loss 1

 
LeoV писал (а) >>

Well, if you're going to make such a big deal about it))))), I can show you this. O.O.D., MM on. Exciting?

Profitability2.91Expectation to win.1985.61
Absolute drawdown85.00Maximum drawdown20812.50 (12.92%)Relative drawdown32.78% (14239.50)
Total trades100Short positions (% win)50 (58.00%)Long positions (% win)50 (62.00%)
Profitable trades (% of all)60 (60.00%)Loss trades (% of all)40 (40.00%)

Yes.NN ?

Reason: