Is martin so bad? Or do you have to know how to cook it? - page 57
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massUp[1] 36/68 massDw[1] 42/63
massUp[2] 30/38 massDw[2] 35/28
massUp[3] 15/23 massDw[3] 12/16
massUp[4] 4/19 massDw[4] 3/13
massUp[5] 9/10 massDw[5] 4/9
massUp[6] 2/8 massDw[6] 4/5
massUp[7] 3/5 massDw[7] 3/2
massUp[8] 2/3 massDw[8] 0/2
massUp[9] 2/1 massDw[9] 1/1
massUp[10] 1/0 massDw[10] 1/0
(MassUp[1] 36/68 means that I have made profit 36 times and lost 68 times at the first step of buying)
i see a Swiss from September 2, step 100p (5 digits) it's obvious that the max drawdown series was 10 drawdown steps and i don't know, i just need to average? i.e. i don't think so, i don't think so. If i choose good periods for trading, like nighttime flat, i can't be sure i won't bump into a trend short while i'm busy.
Well, it is obvious that in 2 months there were 3 series of 7 steps, 2 series of 8 steps, etc., which is not acceptable for martin, because the return is too small at high risks
You are looking at the issue too linearly (you are not even looking at it, you are just marking it to yourself). The averaging/drawing channel with pose reversal can be made dynamic and multiplied by coefficients other than 2... See my post on the front page.
Here's the monitoring charged: 90% in + in two months.
Do you have, for a start, at least tests of these EAs?
Otherwise it's not really clear how well they trade and how well the settings are correct.
i don't have any tests, i traded on real account ... i must say that from 30$ depo Double(ilan1_5& ilan1_6) i got 850$ in 1,5 weeks ............. i overcame greed and raised volume in settings that led to the loss of profit))))))))).....i have no idea what the problem is... i am not too sure about it)))) Anyway, these advisors are afraid of one-way trend without pullbacks... Although with a large deposit and proper tuning it will work in the long run
You have to optimise everything and everyone :-). Everything is laid out in the"Learn to make money villagers... ..." on the fourth.
Nobody cancelled approaches to testing and optimisation...
Continuation of drawings from the previous page
You have to optimise everything and everyone :-). Everything is laid out in the"Learn how to make money villagers... ..." on the fourth.
Testing and optimisation approaches have not been abolished...
2014 was a bad year for EAs using martingale with averaging. These are exactly the ones I was using. This made me completely reconsider the algorithms, optimisation and use of such EAs.
1. Previously, I was using those EAs which were good in a sideways trend and had difficulty tolerating prolonged undulatory trends. Now I have created an EA with martingale which does not care whether the market is trending or flat.
2. Previously, I wanted my EAs to work for years without losing money and without any further optimization. A newly developed EA will not be able to work for a long period without losing money unless it is optimized regularly. But if it is optimized regularly, it works steadily on all history and all symbols, and does not use indicators.
The EA is tested on ticks and optimized using opening prices to improve the speed. I checked it this way:
I optimized it on the interval of 2 weeks and then ran the test on the interval of 2 weeks, starting from the date of the end of the optimization period. I proceeded in this way through the history for several years. Testing has shown that sometimes the Expert Advisor closes the series with a loss (the algorithm allows closing losses at 50% of the drawdown). At the same time, it turned out that if you optimize it in the interval of 2 weeks preceding the test daily, there will be no losing series. Nevertheless I expect to withdraw profit when the deposit grows by 50%.
Continuation of drawings from previous page
I'm going to post a little research on series and betting system, maybe someone would like to discuss it, it's kind of an alternative to martin :)
Raw data : testing EURUSD with a period of M5, on the interval from 2015.03.01 to 2015.03.30, i.e. the last month, for the incredulous I will say that on the interval of a year the results are the same, only the numbers are more
Strategy chosen: overbought/oversold RSI at 30 / 70 levels, i.e. against the trend with SL / TP = 200 / 200
Result: 54% loss trades and 46% profit trades, max series of losses - 7 in a row, as you can see in the picture it looks sad
We tried the most stupid martin with doubling after losing: it is obvious that we tried very hard, but we still managed to get some profits, it means that we have an MM, that works
If the price moves at random, the theory of probability of profit and loss alternate unpredictably, 50 / 50, but there is such a thing as trends, which are unlikely to occur by themselves, and hence the probability that if we are not looking at a roll of heads and tails, but at the beginning of a particular series of their falls, perhaps, betting on the most likely parts of the series we can catch a trend ...
We make a table based on the results of the deals:
Fallouts in the series / How many times was this series / Number of wins / Losses
1 : 128 : 60 : 68
2 : 68 : 31 : 37
3 : 37 : 18 : 19
4 : 19 : 7 : 12
5 : 12 : 4 : 8
6 : 8 : 5 : 3
7 : 3 : 2 : 1
8 : 1 : 1 : 0
To make it clearer what to do with it further on, it can be represented in binary form, i.e. one line - one series, 0 shows loss, 1 - gain:
0:1
0:0:1
0:0:1
0:1
0:0:0:0:0:0:1
0:0:1
1
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Now we have the series statistics for heads and tails and we will try to bet only on those sections of the new series, in which the probability of a positive outcome is greater, let's say, count on each step how many units in the first column, if more than 60%, then enter, if less, then skip a step and just remember it, in short, make a virtual transaction.
Result: per month we get only 4 trades, that is why the graph is for 3 months, for illustration - something certainly has changed, but still sad, the number of profits - 38%, losses - 62%, the most unlucky series - 5 in a row
The moral is probably this :
1. trends are always different and of different strength and to find a regularity with the help of probability somehow does not work
2. skipping unlucky series seems to just start a new series, which is also independent, as well as individual hits heads and tails, so if 7 times in a row failed, then, starting to bet with 4 or 5 times, much to the cause will not help
If anyone has any comments on the betting systems or if I screwed up somewhere - shout out :)
P.S. the forum should add the possibility of collapsible text, because the figures from the report takes up a lot of space