Stable MTS - page 13

 
Oleg Shenker:

Three hairs on your head is very little, but three hairs in the soup is a lot.

We are talking about testing strategies. The data do not have enough statistical validity on a three-month history to draw any conclusions. In addition, we need to look at the Expert Advisor on different types of markets, and there has not been a serious mode change in three months.

If you see the person often enough, you don't notice how it changes. If you see them once every few years, you will definitely notice.

A trader who regularly trades his hands may not notice the market changes - he adapts to them, smoothly changing his strategy and tactics.

An automaton with a rigid structure, no matter how complex it is, can only work in a certain range of input parameters, and it cannot adjust independently outside them.

I can tell you that methodologies that worked fine in 2008, didn't work or worked poorly in 2011-12. And the deals made in 11-12 won't work anymore. And I'm talking about manual trading.

And you want a machine with a trading history of several years.)

 

Here's a look please ..This is a test from 1999 my advisor 0.1 lot .The trades match the real ones .This is not a tester grail .

 
Notice that the purchases and sales are almost identical and the % of profitable purchases and sales is almost the same.I think this indicates a stable trade .
 
Oleg Shenker:

OK, let's call it an investor. Especially since I've already figured out who you are calling an investor.

Excuse me, Alexei. If you have nothing to say, just close this thread. Unfortunately, I haven't heard anything worthwhile from you. But many of you said what you had to say and went quietly minding your own business.

Apparently you simply have no business of your own.

It's late for me. And you're probably too tired to read my messages. And if you ask so directly, auf wiedersehen you did not get a single sensible idea out of me, except for the last one.
 
azfaraon:
Notice that the purchases and sales are almost equal and the % of profitable purchases and sales is almost the same.
This suggests that the machine fails to detect movement 50% of the time. I made one on random trades to debug the transaction support functionality. I made 16% profit in 3 months. This is the value of the trade. Although this was not required)). On tests, of course, and quite reliable.
 
Yuriy Asaulenko:
This suggests that the machine is unable to detect movement 50% of the time. I did one of these on random trades to debug the transaction support functionality. I made 16% profit in a month. This is the value of the trade. Although it was not required)). On tests, of course, and quite reliably.
This speaks to the stability of the trade and finding a certain pattern since 1999 ...
 
azfaraon:
This shows the stability of the trade and finding a certain pattern since 1999 ...
50/50 is a strong pattern). The advisor works on closing unsuccessful trades in a timely manner and apparently accompanying successful ones. And I won't say it's wrong.
 
Oleg Shenker:
To whom to show, you show your face first.

You have already demanded some mythical state from half the forum, so show me the money and prove that you are serious.

So far you look more like a clown, a racketeer, to whom I have no intention of revealing my face.

 
Yuriy Asaulenko:
50/50 is a strong pattern). The adviser works on closing unsuccessful trades in a timely manner and apparently accompanying successful ones. And I won't say it's wrong.
You just need to understand I think that with a high percentage of profitable trades will not live long. There is no balance and it indicates a short-term sharpening i.e. fitting .
 
azfaraon:
Note that the purchases and sales are almost the same and the % of profitable purchases and sales is almost the same.I think it shows the stability of trading.

Looks like we're finally getting down to business.

The statistics are really good. I'm only confused by the maximum loss trade of 135, with an average loss of 38 and an average gain of 41. Also confused by the 37% drawdown. Looks like the algorithm doesn't use a stop loss.

It would also be very interesting to look at the average and maximum recovery time after a drawdown. Well, roughly speaking, how long on average the robot has been in the red. If it is a few months - that's great, if it is a few years - it is almost impossible to sell it to investors.

Reason: