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Total profit of 44972.8pts, or 3747.7pts per month, 172.3pts per day (4 digits):
I promised to show potential power of ATS according to this theory when it fulfills the will of the algorithm according to the following principle: If the Bulls rule the market, enter BAY by closing sells but leave open BAYs and vice versa, when the Bears rule the market, without TP and SL and without any trader involvement, for the whole year 2010 on TF D1: Total profit 44972.8 points, or 3747.7 points. per month, 172.3 ppts per day (4 signs), absolute drawdown - 521 ppts on the 23rd day of trading, maximum drawdown around 2000 ppts:
Situation as of 12:00 MSK: Price correction in progress, a good opportunity for a stronger SELL position:
Yusuf,
terrible graph
Transactions - 249. MO - not counted, spread - not taken into account. These are the results of virtual trades, not the tester. Apparently, I need to reduce the final profit result by the average spread - about 800 - 1000 pps...
Thank you, yes, somewhere like that. And the most uncomfortable question: what is the landing on funds? If trades hang for months, it can be arbitrarily large.
The situation at 12-00 MSK, 28 05 15 . is the price correction within the bearish trend, so far, no clear threats to the Bears, all levels go parallel to the upward price correction:
Losses are cut immediately and profits are allowed to grow, so maximum drawdown does not exceed 2000 points, which, I think, is not bad for 40000 points of profit, it's about 5%.
Yusuf, I don't believe it. Your trades - I repeat - have been hovering for a long time, and you can tell by the smoothness of the chart. I would not be surprised if some trades have been hanging around for six months or more. You show the drawdown on closed positions. The question remains - how many points of drawdown may accumulate in the worst case with open orders?
I was making a similar chart using a strategy similar to yours and I got also about 100-200 points of drawdown and 95% of profitable trades. But when I calculated the drawdown of open trades in the same excel, the rose-coloured glasses fell off instantly, because the PV became small.