fun with equity curves!
Ha, well, a win is a win... what can you say!
So what does it mean with the equity curve so far away from balance? I saw one similar recently and couldn't get my head around why equity would be such a differnce from balance.
V
how did you keep the equity so constant and make the balance so smoothly moving despite the chaotic price moves during this period? It seems you had some big open positions (in profit) in the middle of the curve but how did you make it so smooth? I can't see any offsetting positions to keep the equity flat, I see no short positions, only long, you must have been heavily exposed to the market with all these open positions, why isn't this visible in the equity curve? Did you use real prices and carefully crafted trades or was this a generated price curve?
boy, so many questions.
check this out. this is the source code of this awesome piece of work:
int start()
{
int ticket;
ticket=OrderSend(Symbol(),OP_BUY,0.1,NormalizeDouble(Ask,Digits),3,0,0,"",0,0,Green);
return(0);
}
this is the next big thing. having a good spread it even spits out a PF>1,1 :D
btw I consider selling this system, since this is definitely a masterpiece. I call it: Magic Forex Quantum Droid. Turbo. Just have to set up the dll and a fancy website...
I see.
The whole "equity curve" above is only the closing of all the trades. All that can be seen in the above chart happens at one point in time, at the end of the test. This explains everything :-)
This is one of the flaws in the backtester that I find extremely annoying and misleading: It won't plot anything when opening a trade, only when closing. This allows for funny "positive" spikes during the closing of a martingale for example that will completely hide the drawdown by simply closing the profitable trades first.
boy, so many questions.
check this out. this is the source code of this awesome piece of work:
this is the next big thing. having a good spread it even spits out a PF>1,1 :D
btw I consider selling this system, since this is definitely a masterpiece. I call it: Magic Forex Quantum Droid. Turbo. Just have to set up the dll and a fancy website...
Woah, where can i find this Awesome "Magic Forex Quantum Droid. Turbo". Must get my hands on it while supplies last. I'm guess it's only being sold to the first 10k customers as to not kill the signal until v2 comes out. Is there a video advertisement which have those Awesome sound effects like a holly-wood Si-fi movie and huge texts flying through ulter-space? I find those very informative.
Now this one here is called: the neuro magic hook master.
| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 1 Hour (H1) 2008.01.02 01:00 - 2008.02.06 23:00 (2008.01.01 - 2008.02.07) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | |||||
| Bars in test | 1625 | Ticks modelled | 118226 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 151.71 | Gross profit | 634.37 | Gross loss | -482.66 |
| Profit factor | 1.31 | Expected payoff | 1.12 | ||
| Absolute drawdown | 345.19 | Maximal drawdown | 742.25 (6.85%) | Relative drawdown | 7.13% (740.71) |
| Total trades | 135 | Short positions (won %) | 135 (75.56%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 102 (75.56%) | Loss trades (% of total) | 33 (24.44%) | ||
| Largest | profit trade | 8.03 | loss trade | -17.49 | |
| Average | profit trade | 6.22 | loss trade | -14.63 | |
| Maximum | consecutive wins (profit in money) | 102 (634.37) | consecutive losses (loss in money) | 33 (-482.66) | |
| Maximal | consecutive profit (count of wins) | 634.37 (102) | consecutive loss (count of losses) | -482.66 (33) | |
| Average | consecutive wins | 102 | consecutive losses | 33 | |
The code is a bit more sophisticated than last time, but still no "trade picking" or something like that. Just a normal bug, that's it.
Hi,
I believe that he got the stop-out or say margin call placing as many trades as possible winnings and lossings and the results got that way. I did this in the past with unlimited number of trades eventually closing everything with margin call.
There is no surprise here :)
Thanks for sharing anyways <^_^>
Good luck,
SF
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fun with equity curves!