Download MetaTrader 5

Backtest Optimization: beside main signal which of the following mostly increases profit with lower drawdown?

To add comments, please log in or register
Ronnie Mansolillo
5585
Ronnie Mansolillo  
  • 17%
    (10)
  • 14%
    (8)
  • 27%
    (16)
  • 8%
    (5)
  • 5%
    (3)
  • 12%
    (7)
  • 7%
    (4)
  • 10%
    (6)
  • 0%
    (0)
Total voters: 59
Ronnie Mansolillo
5585
Ronnie Mansolillo  
:-) glad to know that only 9% has my same experience. In all my backtest following primary trend take profit is the factor that much increases profits in my tests  giving at the same time a lower drawdown.
Dua Yong Rew
5456
Dua Yong Rew  

Price level to execute a deal

does this mean entry and exit?

Then exit can be take profit and stop loss and trailing stop. so 3 choice for me. 

Ronnie Mansolillo
5585
Ronnie Mansolillo  
doshur:

Price level to execute a deal

does this mean entry and exit?

Then exit can be take profit and stop loss and trailing stop. so 3 choice for me. 

Price level to execute a deal is buy or sell limit order.

doshur but you need to choose the one that mostly affects positively your strategy.

For me all listed help optimization parameters but only one to be choosen.

Ronnie Mansolillo
5585
Ronnie Mansolillo  

Poll Winners:

Price level to execute a deal and Take Profit.

I do personally agree.

Rogerio Figurelli
Moderator
41414
Rogerio Figurelli  
Rosiman:

Poll Winners:

Price level to execute a deal and Take Profit.

I do personally agree.

Timeout, anyway, in my opinion, it depends too much on each strategy and custom optimization algorithms (if enabled).
Ronnie Mansolillo
5585
Ronnie Mansolillo  
figurelli :
Timeout, anyway, in my opinion, it depends too much on each strategy and custom optimization algorithms (if enabled).

Rogerio, I agree with what you've said.

Going into  my strategies  I do read that all of the exit options (also all together)  greatly improve both the profit and the drawdown so is a good starting point for optimization.

Rogerio Figurelli
Moderator
41414
Rogerio Figurelli  
Rosiman:

Rogerio, I agree with what you've said.

Going into  my strategies  I do read that all of the exit options (also all together)  greatly improve both the profit and the drawdown so is a good starting point for optimization.

Ronnie, thanks for sharing your experience.

Can you also share how long time you are used to backtest?

Ronnie Mansolillo
5585
Ronnie Mansolillo  
figurelli:

Ronnie, thanks for sharing your experience.

Can you also share how long time you are used to backtest?

It is Only one year. But everyday since stare. 
Rogerio Figurelli
Moderator
41414
Rogerio Figurelli  
Rosiman:
It is Only one year. But everyday since stare. 
Very good, thanks for sharing.
To add comments, please log in or register