Not looking for investors or trying to sell an expert :) just interested in opinions - page 6

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Corwin_Volot:


I don't have date optimisation, but I do have currency optimisation :)

What are your rivets?


What's the difference? It's still green for you.
 
Vinin писал (а):

 I'll say it again. Do only one lot and only one order. And post it if you want. And make sure the trades go both ways.
Looks like the Martingale method is being used, a constant lot won't show anything.
 

Here's one lot and both ways

Symbol

AUDJPY (Australian Dollar vs Japanise Yen)

Period

30 Minutes (M30) 2006.12.01 00:00 - 2007.11.30 23:30 (2006.12.01 - 2007.12.01)

Model

All ticks (most accurate method based on all smallest available timeframes)

Bars in history

13274

Modelled ticks

1998967

Modeling quality

90.00%

Initial deposit

20000.00

Net profit

21823.33

Total profit

33545.42

Total loss

-11722.10

Profitability

2.86

Expectation of winning

62.00

Absolute drawdown

10373.00

Maximum drawdown

11595.39 (54.64%)

Relative drawdown

54.64% (11595.39)

 

Total transactions

352

Short positions (% of winners)

179 (72.63%)

Long positions (% win)

173 (69.94%)

Profitable trades (% of all)

251 (71.31%)

Loss trades (% of all)

101 (28.69%)

Largest

profitable trade

8809.09

losing deal

-1205.93

Average

profitable deal

133.65

losing trade

-116.06

Maximum number

continuous wins (profit)

10 (194.17)

Continuous losses (loss)

4 (-1947.45)

Maximum

Continuous Profit (number of wins)

8888.54 (4)

Continuous loss (number of losses)

-1947.45 (4)

Average

continuous winnings

3

continuous loss

1

 
 
Integer:
Vinin wrote (a):

I' ll say it again. Do only one lot and only one order, and post it if you want. And the trades have to go both ways.
Looks like the Martingale method is being used, a constant lot won't show anything.


I'm not sure how much of a problem it is to learn neural networks in a week, that's why I remembered my A in economics :)

As can be seen when comparing the graphs as presented by me and the graph from your article, they are not quite similar :)

I think I'm getting a good feedback from the martingale.)

 
Corwin_Volot:


This is a constant lot chart))))))))))))))))))))))))))))))

And without Martingale!!!

 
To: Corwin_Volot
Look at the maximum and relative drawdown in your reports. One day the deposit may not be enough. You did not increase the initial deposit in your last report for nothing.
 
Integer:


This is a permanent lot chart))))))))))))))))))))))))))))))

And without ah!!!

Once a day, one lot to buy and one lot to sell.

Honestly, I learned what Martingale is thanks to you for which thank you.

It partly resembles it but it does not work that way in pure form. And I did not use formulas mentioned in the article.

 
sashken:
To: Corwin_Volot
Check the maximum and relative drawdown in your reports. You may not have enough deposit one day. You did not increase the initial deposit in your last report for nothing.

I increased the deposit in the last report because I prescribed a sale in addition to buying at the request of the workers, which led to the need to increase the deposit.

I tested with initial deposit 5000 from 1999 to 2007 and period at a time (700000 profit) and by individual years and for several years - there were no failures. (see reports on previous pages)

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