counting max achievable profit

408

David Jukl 2014.10.01 06:32

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

31575

Stanislav Korotky 2014.10.01 10:56 #1

As a rule, ZigZag indicator is used to calculate maximal possible profit. Just take extremums inside your crossings.

38979

Alain Verleyen 2014.10.01 17:41 #2

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);
  }

408

David Jukl 2014.10.01 18:33 #3

Thank you!

31575

Stanislav Korotky 2014.10.01 19:12 #4

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.

38979

Alain Verleyen 2014.10.01 19:41 #5

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.

To add comments, please log in or register