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counting max achievable profit

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David Jukl
359
David Jukl 2014.10.01 08:32 

Hi guys, I´m building one EA based on MA crosses. This EA uses trailing stops. I want to find out values that would cause profit in majority of cases. I was wondering if we can calculate somehow "max achievable profit" If I open a trade just after 2 MA crosses, what is the max profit I can reach. I would need these values, their average value, modus and median. It can be displayed in chart or in xls file. 

Any ideas? thanks 

Stanislav Korotky
17919
Stanislav Korotky 2014.10.01 12:56  
As a rule, ZigZag indicator is used to calculate maximal possible profit. Just take extremums inside your crossings.
Alain Verleyen
Moderator
30736
Alain Verleyen 2014.10.01 19:41  
marketeer:
As a rule, ZigZag indicator is used to calculate maximal possible profit. Just take extremums inside your crossings.

Why do you need ZigZag for that ? Just calculate the maximum/minimum between 2 crosses.

Something like :

double getMaximum(datetime firstCross,datetime secondCross)
  {
   double high[];

   if(CopyHigh(_Symbol,_Period,firstCross,seconCross,high)!=-1)
     {
      int index=ArrayMaximum(high);
      if(index!=-1)
         return(high[index]);
     }
   return(-1);
  }
David Jukl
359
David Jukl 2014.10.01 20:33  
Thank you!
Stanislav Korotky
17919
Stanislav Korotky 2014.10.01 21:12  
angevoyageur:

Why do you need ZigZag for that ? Just calculate the maximum/minimum between 2 crosses.

Something like :

What your code is supposed to return? Highest high between 2 crosses? This is far from the potential profit inbetween, marked on the screenshot.

ZigZag is a well-known tool for potential profit measurement - this is not my personal invention.

Alain Verleyen
Moderator
30736
Alain Verleyen 2014.10.01 21:41  
marketeer:

What your code is supposed to return? Highest high between 2 crosses? This is far from the potential profit inbetween, marked on the screenshot.

Really ? Why ?

ZigZag is a well-known tool for potential profit measurement - this is not my personal invention.

Then you can maybe explain how.
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