Discussion of article "Developing a cross-platform grid EA: testing a multi-currency EA"

 

New article Developing a cross-platform grid EA: testing a multi-currency EA has been published:

Markets dropped down by more that 30% within one month. It seems to be the best time for testing grid- and martingale-based Expert Advisors. This article is an unplanned continuation of the series "Creating a Cross-Platform Grid EA". The current market provides an opportunity to arrange a stress rest for the grid EA. So, let's use this opportunity and test our Expert Advisor.

The results were very good. But how would the EA behave during the recent market drop?

This part concerns the main topic of our article. The next testing period is from 2016.01.01 to 2020.04.01.

Multi-currency EA testing results with the same settings, trading the fixed lot:

Balance graph when trading 11 instruments at once (fixed lot)

At first glance, the drop is almost imperceptible. Let us now take a look at testing results:

 Recovery Factor  Profit factor Net profit
 Max drawdown Trades
 13.91  2.54
 1 971
 141.69
 1 400

Now you see the difference. The recovery factor decreased by 7. The maximum drawdown increased by 1.5 times. Profit remained practically unchanged. We actually lost what we had earned from January till the end of February. This is more than a 30% drop.

Author: Roman Klymenko

 
It is difficult to verify your conclusions. The Expert Advisor does not start in any way. And it does not give any errors.
 

So much work has been done and I can't see it.

Loaded your set file from the archive. I get an error in the left corner of the window: Timer NOT SET

Can you upload a working set file for GbpUsd?

 

Good afternoon everyone.


Has anyone figured out the work of the Expert Advisor?

I tried it with the standard set file, the account stood for a couple of days, nothing happened.
I looked at the differences in the settings in the tester report and in the settings of the set file - the difference in marketwatch false-true and allSymb_max_prices=200.

I don't really understand what they are responsible for.

 
Can you send me a Preset to test, Cos this system is too complicate to set it up. TKS
 
I wonder if it is possible to create such an algorithm for Forex, is there a significant difference between Forex and stocks in this regard?
 

Yes, everything is running - but trades are not opening - history is loaded - set file is loaded into the tester - does not open trades.


the second set with 25 symbols. The first tester also does not open trades....

Please help with settings...



does not make trades in the tester:


 
noteca #:

Good afternoon, everyone.


Has anyone figured out the work of the Expert Advisor ?

I tried it with the standard set file, the account stood for a couple of days, nothing happened.
I looked at the differences in the settings in the tester report and in the settings of the set file - the difference in marketwatch false-true and allSymb_max_prices=200.

I don't really understand what they are responsible for.

I'm looking into it now, he has tickers there with the prefix *.m - this is apparently a mini on roboforex - I'm making corrections now.

Here I have a ticker - highlighted - with the prefix "m".





Here.

I've uploaded the history.

The curveballs have gone...

 
SERGEI TABALENKOV #:
Сложно проверить Ваши выводы. Советник не запускается ни в какую. И ошибок не выдает.

пока в тестере запустился исправно. Сеты выложу. И робота тоже.


noteca #

:

Good afternoon, everyone.


Has anyone figured out the work of the Expert Advisor ?

I tried it with the standard set file, the account stood for a couple of days, nothing happened.
I looked at the differences in the settings in the tester report and in the settings of the set file - the difference in marketwatch false-true and allSymb_max_prices=200.

I don't really understand what they are responsible for.

I figured it out - everything is working so far - these parameters don't seem to affect....


SERGEI TABALENKOV #:
It is difficult to check your conclusions. The Expert Advisor does not start in any way. And it does not generate any errors.

exclude *.m in the ticker name - write it as you have in your broker.

Valery Pavlushev #:

So much work has been done, but I cannot see it.

I downloaded your set file from the archive. I get an error in the left corner of the window: Timer NOT SET

Can you upload a working set file for GbpUsd?

exclude *.m in the ticker name - write it as in your broker.

In general, while testing, if there will be more "bugs" - in general, about the names of symbols here, of course, it is necessary to specify the author of the article, IMHO, if for people ... :-)

the test is going on - the flight is normal, if there will be any more "bugs" - I will write here:


in general, everything is set up normally in the tester, it is being tested. Robot (without MT5 edits) and set will be posted after the test, the second set with MM.

Note: When starting a test or putting on trades, check the name of the symbols being traded - those symbols should be entered in the set.



For a long time during the last year "went" to review these similar cycles of articles, there is time to understand... :-)

here is the test from the article:

I will post after the test on the same parameters - on the same values. There is something to work on in terms of optimisation...

here is basically the forward from year 20:

in general, here are the intermediate layouts (forward essentially from 2020) - the chatter is about 10 000,00 - it will be necessary to reoptimise.

here is the closing at exceeding the number of averages - more than 3, as the author of the article reported:

in general, it is unambiguous to reoptimise - it is impossible to trade on such values:

(the idea of limiting the number of averages is a good one).

in general downward slope - it is impossible to trade on such values now:


Files:
 

where without increasing the lotness of the set - the first one - it is also perfectly clear that it is impossible to trade at such values - you need overoptimisation: