ElectricSavant's™ Challenge - page 19

 
 

better Better's EA

hi ES,

hi FseXy,

i have here a statement from bactest that has excited me so much that i am posting here to see if it is for good reason.

 
dunhill:
hi ES,

hi FseXy,

i have here a statement from bactest that has excited me so much that i am posting here to see if it is for good reason.

Personally, I think you are focusing on the wrong figure (profit) - how about the 64% d/d, no apparent stoploss, and only 30 trades and 3 months of data. And its a backtest! You could easily optimise any lame strategy to produce similar results...

 
dunhill:
hi ES,

hi FseXy,

i have here a statement from bactest that has excited me so much that i am posting here to see if it is for good reason.

Let me guess this EA is Bogie-ATC2007-1? Forward LIVE testing is all that matters. I personally don't trust the Strategy Tester and DEMO accounts.

Please stay on topic, back to you ES...

 

hi ES,

i apologise if i have put you off with that unreal, curve-fitted backtest.

but surely you know that many strategies have been developed by curve-fitting and reverse engineering.

this EA has been backtested over a lively 2007 and seems quite robust.

and i remember your definition of "robust" is for a 34% roi against 17% intraday-max-dd.

and i am not sure where the strategy tester report reflects that intraday-dd.

anyway i've put it on EU for the period of the last 6 weeks or so, just to show

the strategy tester's DD reading.

thank you.

p.s pls mind that modelling quality - it is n.a. (not 90% or 99%)

there is no modelling required - it is 100% - based on closed candles - absolutely as good as a forward test.

 

hi ES, hi FseXy,

also attached is that backtest (on closed candles) for 2007 up to today

on GJ.

thank you.

p.s. FseXy, you will remember me by the pm i received from you some time last year.

i'm still afraid i may have my carriage ahead of the horses.

p.p.s. ES, it's your thread i hope i'm not spamming here - pls remove these if so.

 

dunhill,

If your forward tests reveal that there is not a max intraday DD from the highest banked balance of 17% (you have to manually watch the float or use a bal/eq tool) and if this is your EA and you would like to enter it in the Challenge then you are very Welcome.

I do not want to insult you by even asking you to enter your work...and I understand if you do not want to share your EA. May I remind you that I do not need to see your EA actually as you can set up a remote solution for your privacy.

Contact me if you are up to it...and Thank you for the encouraging posts...Maybe somebody can beat this...and I remember you from way back at FF and it would be awesome if it were you that beat this Challenge™

ES

dunhill:
hi ES,

i apologise if i have put you off with that unreal, curve-fitted backtest.

but surely you know that many strategies have been developed by curve-fitting and reverse engineering.

this EA has been backtested over a lively 2007 and seems quite robust.

and i remember your definition of "robust" is for a 34% roi against 17% intraday-max-dd.

and i am not sure where the strategy tester report reflects that intraday-dd.

anyway i've put it on EU for the period of the last 6 weeks or so, just to show

the strategy tester's DD reading.

thank you.

p.s pls mind that modelling quality - it is n.a. (not 90% or 99%)

there is no modelling required - it is 100% - based on closed candles - absolutely as good as a forward test.
 

Good back test? Have you tested this EA live? Using a SL?

ES: Touch the sky EA has had some drawdown, that was to be expected since the last uploaded statement. Account now stands at 22k balance.

 
dunhill:
....

and i am not sure where the strategy tester report reflects that intraday-dd.

I think the "Relative drawdown" figure on the tester report does tell the maximal intraday drawdown relative highest prior balance. And that's also the same figure used in the %DD column in the optimisation results. I might be wrong, of course, but those numbers have seemed to be right for me so far, whenever I've checked in more detail.

Btw, the ElectricSavant Ratio[TM] indicator that I posted in this thread can be applied to a testing chart that is brought up after a test, and it will tell you the figures at end. That one I know of and there might be other indicators you can use that do the same.

 

No one is spamming here, unless they are not motivated to enter the ElectricSavant Challenge™

ES

Reason: