Discussion of article "Extract profit down to the last pip" - page 19

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fxsaber:

Here is the time-weighted average spread by week (in pips).

Plot it in Excel. By eye, it seems to have increased. That does seem to be the reason.

EURCHF

2019.04.08 00:10:02   5.42
2019.04.15 00:05:01   5.91
2019.04.22 00:05:03   7.31
2019.04.29 00:05:44   5.73
2019.05.06 00:31:29   5.79
2019.05.13 00:08:00   4.89
2019.05.20 00:05:02   5.29
2019.05.27 00:27:42   4.69
2019.06.03 00:10:32   4.36
2019.06.10 00:05:01   5.04
2019.06.17 00:05:01   5.09
2019.06.24 00:05:01   5.00
2019.07.01 00:05:00   5.47
2019.07.08 00:05:00   7.92
2019.07.15 00:05:01   5.55
2019.07.22 00:05:01   5.36
2019.07.29 00:05:03   6.03
2019.08.05 00:05:01   6.16
2019.08.12 00:05:02   6.49
2019.08.19 00:05:03   7.21
2019.08.26 00:05:00   6.34
2019.09.02 00:05:01   6.34
2019.09.09 00:05:01   8.14
2019.09.16 00:05:00   5.96
2019.09.23 00:05:01   6.65
2019.09.30 00:05:01   6.15
2019.10.07 00:05:00   6.22
2019.10.14 00:05:19   6.19
2019.10.21 00:05:01   7.79
2019.10.28 00:05:00   6.91

Everything is normal here, so the TS is not draining because of the spread. I will have to look at the changes of potential profit by weeks. Maybe there is something there.


ZY This is a round-the-clock spread. It should be based on the time of trading the TS.

 
fxsaber:

EURCHF

Everything is normal here, so the TS is not draining because of the spread. It will be necessary to look at changes in potential profit by weeks. Maybe there is something there.


ZY This is a round-the-clock spread. It should be based on the time of trading the TS.

and the equity on the trading system, if you test without costs, for October is as beautiful as for August and September?

well, the broker's spreads have not changed, swaps have not changed, commissions have not changed either....

you can also measure earnings by positive slippages by month...
 
multiplicator:
and the equity on the trading system, if you test without taking into account the costs, for October is as beautiful as for August and September?

Forum on trading, automated trading systems and testing trading strategies

Discussion of the article "Scratching out a profit to the last pip"

fxsaber, 2019.10.30 12:43 pm.

When low mat. expectation breaks the result.


October TS trampled on the place(static and interactive). And this is despite the tolerable in stability scratching out pips(static and interactive).


It cannot cope even with the commission below average on retail. Expect to be drained.

Highlighted the link.

 
Igor Makanu:

how to use it? - I really need it!

Print(ZToString()); // At the end of the aisle.
 
fxsaber: Print(ZToString()); // At the end of the pass.

thanks, I still need to deal with MT5 tester - I don't use OnTester() yet... functions, I haven't dealt with them yet, the amount of knowledge is large, I don't have time to learn everything..... it's easier to learn to be a cosmonaut than to learn MT5 ))))

 
Igor Makanu:

ZY: I would like to see the full tester's report from the article, the deals are not interesting, the hat is interesting, I would like to compare with ZZ, if you don't mind sharing it

From the beginning of April to the end of October. The first set that stands on the monitoring. Was received on the 20th of July.

+++++++-+++++++++-+++-+++++++++-++++++++++++-++++++++++++++--+++++++++++-+++---+
-+-++++-++++-+-++++--+--+++++++--++----+++++++--+-+++-+++++--++-+++++++++++-+-++
++--+++-+++-++--++++++++++++++++++++-++-+++++-+++++++-+++++--+++-++-+++++++--+++
+-++++++++++-+++++-+-+--++++++++++++++++++++-++++-++++--++++--++++--++--+++-+-+-
+-+++--++++++-++-+++++++-+--+-++++-+++-+-+++++++-+--+++++++++++++++--++-+----+-+
++--+--+++-+-++-++++-+-+-+++++++++-+++-+++-+--+++-+++++++--+-+++++--+++--++--+-+
--+++--+-+-++++++++++--++++++-
 
Igor Makanu:

thanks, I still need to deal with MT5 tester - I don't use OnTester() yet...

You can call it in OnDeinit, or in the destructor of an object in the global scope (or a static object).

 
fxsaber:

From the beginning of April to the end of October. First set to be monitored. Was received on the 20th of July.

OK, thanks, I'll have something to compare it to.

maybe I can't get away from my idea of finding a big Z-account, but I'm generating TCs, I've achieved a great speed in the optimiser )))) - in general I may be wrong, but the fact that I have optimised 2019.01.01 - 2019.04.01 with a large Z-account ?

then until the current day passes the test without draining.....


in general there is not much information, on analysing the stays, mostly, what I do, some fantasies.

 
fxsaber:

Highlighted the link.

the profit curve seems to be going normally.

and what about positive slippages? did earnings on them decrease in october? or did they remain unchanged?
 

multiplicator:
вроде бы кривая прибыли нормально идет.

The average deal decreased in October (total +5503 pips of profit on 821 positions), so the commission almost does not cover (-3566 pips). I.e. there is a plus in pips, but it is not enough.

What about positive slippages? Did their earnings decrease in October or remained unchanged?


Average slippage value (in pips) per position

Июль     +3.1
Август   +6.6
Сентябрь +4.3
Октябрь  +2.5

From these figures we can clearly see how much we could cover the commission (-4.35 pips) only due to limit orders.


ZY There is a hypothesis of a drain, I will check it.

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