Market theory - page 17
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Amazing! They managed to raise market price levels in 1 day! And the market became competitive.
Thanks for the support, from 01 Jan 2009 till now, SL=TP=300pp, T(period)=300 (days)-the only optimized parameter (once a year), TF D1, fixed lot 0.01, euro/dollar:
Profitability 1.65
Expected payoff 7.33
Absolute drawdown 48.63
Maximum drawdown 2694.86 (25.19%)
Relative drawdown 47.80% (2303.63)
Profitable trades (% of all) 1037 (63.04%)
Loss trades (% of all) 608 (36.96%)
I think this is a simple coincidence. Yusuf, I will repeat to you again what I already said on the 4 forum: the whole danger of forex is just that it changes more often than the calculation base of your (not only your) trading system. You optimise for one year and assume the next year will be the same. If you have a working timeframe D1, then your calculation base does not keep up with the wobbling of the market. And if it (basis of calculation, the term of DSP and digital filtering, in common parlance - MAH period) is so short that it seems to catch up, then on such a D1 timeframe it does not catch the market movements as a whole, but simply catches the coincidence. This is the main contradiction between Forex and mathematical trading systems - this is the contradiction between the algorithm calculation base and the base of market volatility as a system as a whole. You can get around this by using M30 and M60 timeframes. If you compress (decimitate, thin out) the M30 and M60 bars, reducing them to the D1 timeframe, then between them the information about the market system variability will get lost. This is another contradiction that makes it difficult to build a profitable forex trading system.
I suspect (this is a supposition) that you have built some kind of trading system, it may be working, but FOREVER it just catches coincidences well. In reality it will fail. But at the beginning I myself, having a good algorithm, built such a system. It showed about the same results and had only one parameter. In reality, it could not keep up with the market. As of today, it works, and that algorithm is almost unchanged. But it had to make everything self-adapting "until blue in the face". On H4 and D1 timeframes it has a profit factor of about 6.0...12.0, and on all currency pairs. But I do not even pay attention to it and do not even test it, well, maybe just for fun.
One more piece of advice: do not test the system on the bad political eurik, but on ordinary major pairs, and on several at once. A good system should work equally well on all major major pairs, as well as on half of their crosses.
Of course, the final check is forward testing - when a system optimized on the interval of -12...-6 months ago continues to make profit in the tester for some time, on the interval of -6...-1 month.
On a random walk there will also be pictures. The main thing is the trading result. theory without practice is dead, practice without theory is blind))
Give us your degree for starters))))
Came down from the mountains for salt))
Dust,
what do you know about economics.
You don't even have 18.
Hee hee.
here is the system test from 1999 to 2006 inclusive
and this is the test from 2006 to today.
Only the statistics are used and no optimizations were made since 2006 ...Test 0,1 lot
Amazing! They managed to raise market price levels in 1 day! And the market became competitive.
Looks like the principle of "Tomorrow is like yesterday"...
You fill up the spreadsheet, then you take the data from it and
and then you're going to take the data from it...
Dust,
what do you know about economics.
You don't even have 18.
Hee hee.
here is the system test from 1999 to 2006 inclusive
and this is the test from 2006 to today.
Only the statistics are used and no optimizations were made since 2006 ...Test 0,1 lot