Grail. The puzzle is an interesting theme. - page 5

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Figar0:

 Strategy Tester Report
ElitejeFibovTraderlv
MetaQuotes-Demo (Build 215)

Symbol GBPJPY (Great Britain Pound vs Japanese Yen)
Period 1 Minute (M1) 2005.01.03 00:07 - 2008.03.26 23:59 (2005.01.03 - 2008.03.27)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters MagicNumber=100; Slippage=4; TradeAgainAfterProfit=true; LevelOffset=100; LevelDistance=100; StopLoss=150; MoneyTakeProfit=2000; Lots_Level_1=1; Lots_Level_2=1; Lots_Level_3=2; Lots_Level_4=3; Lots_Level_5=5; Lots_Level_6=8; Lots_Level_7=13; Lots_Level_8=21; Lots_Level_9=34; Lots_Level_10=55; Lots_Level_11=89; Lots_Level_12=144; Lots_Level_13=233; Lots_Level_14=377;
Bars in history 1176567 Modelled ticks 11829584 Simulation quality 25.00%
Chart mismatch errors 0
Initial deposit 100000.00
Net profit -20764.34 Total profit 443695.56 Total loss -464459.90
Profitability 0.96 Expected payoff -26.02
Absolute drawdown 32073.36 Maximum drawdown 36873.46 (35.18%) Relative drawdown 35.18% (36873.46)
Total trades 798 Short positions (% win) 405 (52.35%) Long positions (% win) 393 (55.98%)
Profitable trades (% of all) 432 (54.14%) Loss trades (% of all) 366 (45.86%)
Largest profitable trade 2644.34 losing deal -1761.52
Average profitable deal 1027.07 losing transaction -1269.02
Maximum number continuous wins (profit) 10 (10395.19) continuous losses (loss) 11 (-14331.34)
Maximum Continuous Profit (number of wins) 10400.64 (9) Continuous loss (number of losses) -14331.34 (11)
Average continuous winnings 4 continuous loss 3


And this is what the test I did looks like, seems to be the same parameters.
Yes when you take away the mani take profit - 2000 you do not let the profit grow! and the stop is bigger than the step! Look you have a maximum of 10 orders, this total position is scary to say and the profit is -2000?
 
Fibo писал (а): Yes when you take away the mani take profit - 2000 you don't let the profits grow! and the stop is bigger than the step! Look you have a maximum of 10 orders, that's a total position - scary to say and a profit of -2000?
I "read" the code, ran the test, looked at how the EA worked, it didn't really interest me, it didn't contain anything new for me, except for an unclear increase in the lot. I don't smellthe "grail" here. I wonder how the previous test result was obtained, and why there is such a difference, and therefore the settings were simply transferred. Is there an Expert Advisor for whom the quotes of CC are not the most "tasty"? That's all)
 
Figar0:
Fibo wrote (a): Yes when you take away the mani take profit - 2000 you don't let the profit grow! and the stop is bigger than the step! You look you have a maximum of 10 orders, that's a total position - scary to say and profit -2000?
I "read" the code, ran the test, looked at how the EA worked - it didn't really interest me, it didn't contain anything new for me, apart from unclearly contrived increase of the lot. "It does not smell like the Holy Grail. I wonder how the previous test result was obtained, and why there is such a difference, and therefore the settings were simply transferred. Has there really been an expert for whom the quotes of CC are not the most "tasty"? That's all)
there are no trend indicators in the code, so position opening is far from being the best. Naturally, pending orders perform trend filtration in a certain aspect but they are not points of extremums. And closing takes place solely on stops.
 
Fibo: there are no trend indicators in the code, so the opening of positions is far from the best. Naturally, pending orders perform trend filtration in a certain aspect, but they are not points of extrema.
Are there any indicators that timely and correctly "signal" points of extremums?) If there is such an indicator, why bother with this Expert Advisor with its ridiculous interpretation of Fibo? The expert should then be much simpler: open, fraction, flip... That's it.
 
Figar0:
Fibo:there are no trend indicatorsin the code, so position opening is far from the best. Naturally, pending orders perform trend filtration in a certain aspect, but these are not extremum points.
Are there any indicators that timely and correctly "signal" points of extremums?) If there is such an indicator, why bother with this Expert Advisor with its ridiculous interpretation of Fibo? Then the expert should be much simpler: open, fraction, flip... That's it.
Of course, there are no 100% point-to-point ones, and they probably cannot exist in the wild. But there are good ones, for instance, I have good arrows, and semaphore is not the worst tool. With normal timeframe of 15 minutes, and better from one hour, their entry points will allow to take considerable part of the trend.
 
Fibo:
Figar0:
Fibo:there are no trend indicatorsin the code, so position opening is far from the best. Naturally, pending orders perform trend filtration in a certain aspect, but they are not points of extremums.
Are there any indicators that "signal" points of extremums at the right time?) If there is such an indicator, why should the Expert Advisor with its ridiculous interpretation of Fibo? Then the Expert Advisor should be much simpler: open, short, flip... That's it.
Of course, there are no 100% point-to-point ones, and they probably cannot exist in the wild. But there are good ones, for instance, I have good arrows, and semaphore is not the worst tool. If we have a normal timeframe of 15 minutes or, better yet, one hour, their entry points may help pick up considerable part of the trend.
And look for indicators that look 10 bars ahead....
And if the drawdown is as small as you described earlier in calculations - open trades in different directions and then the profitable one will give an increase in lot and profit, and the unprofitable one will work on SL.
 
Serg_ASV:
Fibo:
Figar0:
Fibo:there are no trend indicatorsin the code, so position opening is far from the best. Naturally, pending orders perform trend filtration in a certain aspect, but they are not points of extremums.
Are there any indicators that "signal" points of extremums at the right time?) If there is such an indicator, why should the Expert Advisor with its ridiculous interpretation of Fibo? Then the Expert Advisor should be much simpler: open, short, flip... Everything.
100% point-to-point, of course, there are none and probably cannot be in the nature. But there are good ones, for instance, I've attached quite good arrows here. With normal timeframe of 15 minutes, or better from one hour, their entry points will allow to take considerable part of the trend.
And look for indicators that look 10 bars ahead....
And if the drawdown is as small as you described earlier in calculations - open trades in different directions and then the profitable one will give an increase in lot and profit, and the unprofitable one will work on SL.
This is probably one of the few EAs where the exit point is equal in importance to the entry point. Yes, an entry can be done both ways, but on one side the stoploss will steal the profit, and on the other side stoploss will hide a part of the profit. In the end there will be profit in any case, but you want the best...
 
Fibo писал (а):
This is probably one of the few EAs where the exit point is equal in importance to the entry point. Yes, an entry can be done both ways, but on one side the stoploss will steal the profit, and on the other side stoploss will hide a part of the profit. In the end there will be profit in any case, but I always want the best...

I feel like a sadist... forgive me, but I must let you in on a secret: in the vast majority of EAs and systems, the exit point is not only equal to, but far more important than the entry point.
 

Tweaked the code...

Now profit is taken by TakeProfit at the top of the pyramid...

TradeAgainAfterProfit=false allows to close all positions

 
kharko:

Tweaked the code...

Now take profit at Take Profit at the top of the pyramid...

compile crashes, 2 warnings.
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