1200 subscribers!!! - page 34

[fxsaber]

Taras Gonchar:
I have a concrete suggestion:
in signals next to each month where the profit per month is specified, specify the maximum drawdown for the same month in red brackets.

It's just one thing when the signal has a drawdown once every three years (for example 50%), and another thing when this drawdown is every month.
and their drawdown rates are the same

That's a good suggestion. There is an even more far-sighted one.

Before calculating the Gain, the profit of each closed position (both negative and positive) should be reduced by K^(TimeCurrent-CloseTime), where K is the attenuation coefficient: slightly more than one.

Then in calculating Gain it will turn out that distant results have much less influence than close ones. Now Gain is calculated with a coefficient equal to exactly one.

It looks like we should develop a library that would be able to show the final Gain of any stats, including OnTester, in that way during optimization. The optimizer should not create situations when it makes profit in the beginning of the history, and then shifts near zero. I will add this as well.

Forum on trading, automated trading systems and trading strategies testing

1200 subscribers!!!

fxsaber, 2017.01.17 11:56

Does it make sense to output the threshold value in points of slippage at copying, when the subscriber risks losses?

Does anyone find this stuff useful? Although, it's unreal to get constructive in this sea of flooding...

[Andrey F. Zelinsky]

Taras Gonchar:
I'm off. I have work to do.

Yes, yes, don't be distracted.

[Server Muradasilov]

Yerlan Imangeldinov:
It's as if you are from another static world. Athletes are not asked why they do not box in their old age but they admire them. In signals the situation is completely different, there is not static profitability and static history.

You have compared :) The most important thing is the profitability of people, static is not static. Of all the subscribers, maybe ten percent look at the whole set of indicators, which Metaccotes kindly provide, which were scrupulously developed (not all, of course, together with the inhabitants of the forum), many people have died for the benefit of the service - and here again, for each individually necessary)

About the risks discussed above, if anything ......

[Афанасий Грозный]

Andrey F. Zelinsky:

I'll tell you and others like you my little secret.

I am attracted to intrigues and fights. I am interested in the precedent itself, in the reactions of the various parties to it. That is, I am interested in people as such.

In this case -- the signal under discussion -- is that precedent, and the attention to it is what creates the intrigue and brawl that I'm interested in.

As I don't broadcast my trade, this signal is not a competitor to me and it doesn't affect my business in any way.

But my statements are being read. And this is what is important to me. Some people agree, some do not. Some find them sensible, some find them absurd. I respect any opinion.

As for me ...considering all you said above we can assume that you are an asocial manipulator with an inflated ego... nothing personal - just so I translated your words about intrigues and about "obsession to be heard"...)))

[fxsaber]

fxsaber:

Does anyone find these things useful? Although, it's unreal to get constructive in this sea of flurry...

There's a lack of standard means of getting the Signal's stats. If it were, it would have a lot of Market Products, that could find signals in the service in a very custom way. Through CGraphics it would be possible to output different information visually.

[fxsaber]

fxsaber:

Before calculating the Gain, the profit of each closed position (both negative and positive) is reduced by K^(TimeCurrent-CloseTime), where K is the attenuation coefficient: slightly more than one.

Then in calculating Gain it will turn out that distant results have much less influence than close ones. Now Gain is calculated with a coefficient equal to exactly one.

It looks like we should develop a library that would be able to show the final Gain of any stats, including OnTester, in that way during optimization. The optimizer should not show situations when there is a profit in the beginning of the history, and then the situation when it shifts near zero.

Do I correctly understand that during the optimization of my TS, it is logical to multiply lots in OrderSend byK^(TimeCurrent-CloseTime), to achieve such a fading effect?

Actually, it would be cool if the tester itself had such a feature, where you could set this attenuation coefficient via GUI. This would allow testing Market Expert Advisors using this method in the tester and would provide the MT5 tester with some reasonable charm of an algotrader compared with its competitors. Moreover, the implementation is very simple.

[Renat Fatkhullin]

fxsaber:
There are not enough in-house tools to get Signal's stats. If they were, there would be a lot of Market Products, which could find the desired signals in the service in a very custom way. It would be possible to output different information in a simple way through CGraphics.

There is a section for managing the trading signals in MQL5. It does not display signals history.

A group of functions designed to manage trading signals. These functions allow:

• get information about trading signals available for copying,
• read or set preferences for trading signals copying.
• Subscribe to signals and unsubscribe from them using the MQL5 language.

Function	Action
SignalBaseGetDouble	Returns the value of a property of double type for the selected signal
SignalBaseGetInteger	Returns the value of a property of integer type for the selected signal
SignalBaseGetString	Returns the value of string-type property for a selected signal
SignalBaseSelect	Selects a signal from the base of trading signals available in the terminal
SignalBaseTotal	Returns the total amount of signals available in the terminal
SignalInfoGetDouble	Returns the value of double-type property from the trading signal copying settings
SignalInfoGetInteger	Returns the value of an integer-type property from the trading signal copying settings
SignalInfoGetString	Returns the value of a string-type property from the trading signal copying settings
SignalInfoSetDouble	Sets the value of a double-type property in the trading signal copying settings
SignalInfoSetInteger	Sets the value of an integer-type property in trading signal copying settings
SignalSubscribe	Sets subscription to trading signal copying
SignalUnsubscribe	Unsubscribes to trading signal copying

[Alexandr Bryzgalov]

fxsaber:
There is a lack of in-house tools for getting Signal Stats. If there were, there would be a lot of Market Products, which could find the desired signals in the service in a very custom way. It would be possible to output different information via CGraphics.

At least it used to be like that, maybe it has changed now.

[fxsaber]

Renat Fatkhullin:

There is a section for managing trading signals from MQL5. Only it does not give out signals history.

Yes, I used it once when I got interested in the Service. But there are many other data (subscribers, provider's amount, subscribers' amount, etc.) missing in addition to the state.

I parsed MQL5.com via WebRequest and got everything, but due to bank limitations I had to do it slowly (10 seconds per Signal) - I was collecting all my statuses during the night. But it is still a crutch solution. It would have been better to use as standard.

[Renat Fatkhullin]

fxsaber:

Yes, I used it once, when I was interested in the Service. But in addition to the state, there are many other data (subscribers, amount of provider, amount of subscribers, etc.).

Take a closer look: https://www.mql5.com/ru/docs/constants/tradingconstants/signalproperties- there are subscribers and provider balances.

Perhaps increase the number of indicators.