Adaptive digital filters - page 39

New comment
 

nope - I gave the information according to the question asked....

The price may turn only in case of an upcoming new movement in which the price passes a certain number of pips, which allows for a non-pip profit.

 
I'll look around... but no promises... there's an advisor somewhere.... on the big MA's... not a scalper....
 
mikfor:
Mislaid , if the man had a grail, he wouldn't be sitting on this forum. It's 99% losers. And the 1% with mixed success. Like me.

The ever-successful one!

And what's with the pause in the sparkling diarrhea?

I'm worried about you. Meteorism or what?

I'm guessing that it's no other than Dr Margulies banning the internet...

Mm-hmm? That's sad. But when you do, just as cripplingly light .

;)

I'm glad to report that many people on this forum "sit" and enjoy it - there are (and there are more stray ones :) very gifted clowns.

Alas and ah, there's no way they'd be let loose in a circus - no way they'd be allowed in public.

The labyrinths of their minds and assessments are not the topic of this forum...

And thank you to you and the festivities.

Let's prove the theorem!

Mouth front! or mouth front?

DDD

;)

 
 

By the way, you should have paid no attention to what I said about the Long MA... here's a standard (supplied with MT4) advisor.... Although profits are small - but the point is - it works :)

=======================

Moving Average

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2008.01.02 10:00 - 2010.11.04 23:45 (2008.01.01 - 2010.11.05)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersLots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=2500; MovingShift=6;

History bars71022Modelled ticks25422165Simulation quality90.00%
Chart mismatch errors0




Initial deposit10000.00



Net profit3935.99Total profit7824.83Total loss-3888.84
Profitability2.01Expected payoff14.06

Absolute drawdown767.27Maximum drawdown2547.09 (19.28%)Relative drawdown19.28% (2547.09)

Total trades280Short positions (% win)172 (11.63%)Long positions (% win)108 (9.26%)

Profitable trades (% of all)30 (10.71%)Loss trades (% of all)250 (89.29%)
Largestprofitable trade1615.72losing deal-175.04
Averageprofitable deal260.83losing trade-15.56
Maximum numbercontinuous wins (profit)3 (1229.45)Continuous losses (loss)52 (-816.42)
MaximumContinuous Profit (number of wins)1615.72 (1)Continuous loss (number of losses)-816.42 (52)
Averagecontinuous winnings1Continuous loss10
Graph
 
Aleksander:

By the way, you should have paid no attention to what I said about the Long MA... here's a standard (supplied with MT4) advisor.... Although the profit is small - but the point is - it works :)


If you add 33 to it...

It will be a bogeyman.

;)

 
Hmmm. well I didn't read it - I saw that thing with the long wagons back in 2005... now I'm running it... and it's working now :) - MM, add it on, it'll give 100% a year :)
 

http://forextechnologies.ru/for/viewtopic.php?f=55&p=1887#p1887

the results are impressive...

 
mikfor:

http://forextechnologies.ru/for/viewtopic.php?f=55&p=1887#p1887

the results are impressive...

There you are, Mais - a busybody...

Are these all the results?

A really impressive splash.

DDD

Statement: 2763014 - NDNRF_demo_2010_11_08
Alpari NZ Limited


Account: 2763014 Name: NDNRF_demo_2010_11_08 Currency: USD 2010 November 19, 22:59
Closed Transactions:
TicketOpen TimeTypeSizeItem PriceS / LT / PClose Time PriceCommissionTaxesSwapProfit
928487502010.11.07 23:13balanceDeposit10 000.00
928499112010.11.08 00:03buy0.10eurgbp0.868460.865710.871312010.11.08 03:190.865710.000.000.00-44.32
928686672010.11.08 03:25buy0.10eurgbp0.864980.860930.869132010.11.08 17:030.860930.000.000.00-65.33
932369972010.11.09 18:44buy0.10eurgbp0.863480.000000.000002010.11.09 18:440.863250.000.000.00-3.69
932370412010.11.09 18:44sell0.10eurgbp0.863250.864970.860962010.11.09 21:130.860960.000.000.0036.65
932666662010.11.09 21:38sell0.10eurgbp0.862240.864590.859592010.11.10 01:480.859590.000.00-0.2942.41
934239792010.11.10 16:32buy0.10eurgbp0.854430.850730.858132010.11.11 10:090.850730.000.00-0.19-59.71
936414272010.11.11 19:53buy0.10eurgbp0.848130.843080.852682010.11.12 11:040.852680.000.00-0.1672.74
938846962010.11.15 00:05sell0.10eurusd1.368501.370311.366912010.11.15 00:251.370310.000.000.00-18.10
939252362010.11.15 05:38sell0.10eurusd1.367591.370841.364642010.11.15 09:051.364640.000.000.0029.50
939252612010.11.15 05:39sell0.10gbpusd1.610721.614061.607862010.11.15 09:031.607860.000.000.0028.60
940587842010.11.15 19:56buy0.10eurusd1.361661.358691.364692010.11.15 21:161.358690.000.000.00-29.70
940588142010.11.15 19:56buy0.10gbpusd1.606751.604001.609002010.11.16 00:251.604000.000.00-0.08-27.50
940684112010.11.15 21:18buy0.10eurusd1.358671.353881.363282010.11.16 06:031.363280.000.000.0346.10
940684502010.11.15 21:18buy0.10gbpusd1.606231.602731.609332010.11.16 08:181.602730.000.00-0.08-35.00
940692962010.11.15 21:24buy0.10eurusd1.358421.353061.363262010.11.16 06:031.363260.000.000.0348.40
940705742010.11.15 21:34buy0.10eurusd1.357861.352191.363592010.11.16 06:031.363590.000.000.0357.30
940714772010.11.15 21:44buy0.10eurusd1.357841.352111.363102010.11.16 06:021.363100.000.000.0352.60
941126322010.11.16 05:37buy0.10eurusd1.361911.360151.363542010.11.16 06:031.363540.000.000.0016.30
942656652010.11.16 17:53buy0.10eurusd1.351211.344761.357362010.11.16 19:181.344760.000.000.00-64.50
942726792010.11.16 18:24buy0.10eurusd1.349521.341741.356942010.11.18 04:081.356940.000.000.0274.20
942799192010.11.16 18:55buy0.10eurusd1.347611.339251.356082010.11.17 17:521.356080.000.00-0.0184.70
942844672010.11.16 19:19buy0.10eurusd1.345811.336231.355032010.11.17 16:261.355030.000.00-0.0192.20
942900482010.11.16 19:52buy0.10gbpusd1.587371.576621.597632010.11.18 11:581.597630.000.00-0.32102.60
943012142010.11.16 21:12buy0.10gbpusd1.588681.578951.597952010.11.18 12:081.597950.000.00-0.3292.70
943012342010.11.16 21:12buy0.10eurusd1.349171.337351.360752010.11.18 08:261.360750.000.000.02115.80
945884282010.11.18 15:54sell0.10eurusd1.362941.367231.358032010.11.19 07:401.367230.000.00-0.29-42.90
945884852010.11.18 15:55sell0.10gbpusd1.601111.605871.596672010.11.19 07:361.605870.000.00-0.29-47.60
945937102010.11.18 16:14sell0.10gbpusd1.598631.601231.596432010.11.18 17:541.601230.000.000.00-26.00
946231532010.11.18 18:41sell0.10gbpusd1.603321.606391.600592010.11.19 07:401.606390.000.00-0.29-30.70
946760262010.11.19 05:36sell0.10gbpusd1.603081.605431.601232010.11.19 07:351.605430.000.000.00-23.50

 0.00 0.00 -2.17 474.25
Closed P/L: 472.08
Open Trades:
TicketOpen TimeTypeSizeItem PriceS / LT / P
 PriceCommissionTaxesSwapProfit
No transactions

 0.00 0.00 0.00 0.00

Floating P/L: 0.00
Working Orders:
TicketOpen TimeTypeSizeItem PriceS / LT / PMarket Price
No transactions

Summary:
Deposit/Withdrawal: 10 000.00 Credit Facility: 0.00
Closed Trade P/L: 472.08 Floating P/L: 0.00 Margin: 0.00
Balance: 10 472.08 Equity: 10 472.08 Free Margin: 10 472.08

Details:
Gross Profit: 991.85 Gross Loss: 519.77 Total Net Profit: 472.08
Profit Factor: 1.91 Expected Payoff: 15.74
Absolute Drawdown: 113.34 Maximal Drawdown: 171.57 (1.61%) Relative Drawdown: 1.61% (171.57)

Total Trades: 30 Short Positions (won %): 10 (40.00%) Long Positions (won %): 20 (60.00%)
Profit Trades (% of total): 16 (53.33%) Loss trades (% of total): 14 (46.67%)
Largest profit trade: 115.82 loss trade: -65.33
Average profit trade: 61.99 loss trade: -37.13
Maximum consecutive wins ($): 6 (561.58) consecutive losses ($): 5 (-171.57)
Maximal consecutive profit (count): 561.58 (6) consecutive loss (count): -171.57 (5)
Average consecutive wins: 3 consecutive losses: 2

And how much aplomb and boorishness. :(
 

Of course, this "strategy" is not much different from MACD_Sample, in genius of which everyone can be convinced.

And about aplomb - you, Michael Andreyevich, how many non-delayed filters and perpetual motion machines have made in total during your life, huh? But I've already made the fifth one. That's right.

1...32333435363738394041
New comment
Reason: