I don't understand why you divide the profit by the maximum drawdown, which depends on historical data... Who knows what the problem is then. I think you should take the ratio of successful and unsuccessful trades or the ratio of the total loss to the total profit for the tested period. My luminary only gives 5.6 according to this formula, but for 2 weeks... If you run it for 6 years, like KimIV, and taking into account reinvestments, sores will be calling for advice...
First, I choose a range of variables in increments of 3 or 4 (there are 3 main variables in EA). It takes ~ 2 - 2.5 hours...
Then I narrow the range based on the results of the first break and decrease the step. There is no sense in trying a range that is obviously not profitable.
This saves much time, especially as MetaTrader cannot use several processor cores, while all ticks are being tested...
Note that the area of positive values, in my opinion, should not be intermittent. The trader should not incur losses under any circumstances...
The golden rule of a good trader, is NOT to make a profit, but NOT to make a loss... After all, it is better not to make a profit than to lose one...
Therefore, if the decision zone is torn, I think we should correct the algorithm....
Tell me please, for a recovery factor of 100 how much drawdown will you have on your deposit?
And how many systems do you have in your portfolio?
Again, I do not use recovery factor. The drawdown for a trade is determined by the size of the stop and nothing more...
Imagine that 3 years ago, for example, you had a drawdown of $1,500... You got experience during this time, and profitability will be calculated based on that drawdown or what... It may not have been your fault (military conflict, the tsunami, etc.).
igar00 писал (а)>> What kind of drawdown have you got for such profitable trading? 30%, 60%, 10% ?
According to one version of the Expert Advisor 36%, according to its revised version 22.5% (statistics based on MT4 results)... But I'm finalizing the algorithm... I think I can reach 10%...
According to one version of the Expert Advisor 36%, according to its revised version 22.5% (statistics based on MT4 results)... But I'm refining the algorithm... I think I can beat 10%...
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Igor forgive the bad military....
Don't mince words, please. I didn't claim it should be like that. 30 is my personal whim. No more than that.
2KimIV
Tell me please, for a recovery factor of 100 how much drawdown will you have on your deposit?
And how many systems do you have in your portfolio?
Briefly about my testing methodology...
First, I choose a range of variables in increments of 3 or 4 (there are 3 main variables in EA). It takes ~ 2 - 2.5 hours...
Then I narrow the range based on the results of the first break and decrease the step. There is no sense in trying a range that is obviously not profitable.
This saves much time, especially as MetaTrader cannot use several processor cores, while all ticks are being tested...
Note that the area of positive values, in my opinion, should not be intermittent. The trader should not incur losses under any circumstances...
The golden rule of a good trader, is NOT to make a profit, but NOT to make a loss... After all, it is better not to make a profit than to lose one...
Therefore, if the decision zone is torn, I think we should correct the algorithm....
2KimIV
Tell me please, for a recovery factor of 100 how much drawdown will you have on your deposit?
And how many systems do you have in your portfolio?
Again, I do not use recovery factor. The drawdown for a trade is determined by the size of the stop and nothing more...
Imagine that 3 years ago, for example, you had a drawdown of $1,500... You got experience during this time, and profitability will be calculated based on that drawdown or what... It may not have been your fault (military conflict, the tsunami, etc.).
What kind of drawdown have you got for such profitable trading? 30%, 60%, 10% ?
According to one version of the Expert Advisor 36%, according to its revised version 22.5% (statistics based on MT4 results)... But I'm finalizing the algorithm... I think I can reach 10%...
According to one version of the Expert Advisor 36%, according to its revised version 22.5% (statistics based on MT4 results)... But I'm refining the algorithm... I think I can beat 10%...
is it on forwards?