Scold :) Interested to hear your opinion regarding... - page 2

 
Mischek писал (а) >>

Yes. NN ?

PNN

 

Relative drawdown is a bit high, LeoV. Although I don't see it on the chart, for the life of me, as big as 43000. Yeah, well, it's easy to criticize...

 
Mathemat писал (а) >>

Relative drawdown is a bit high, LeoV. Although I don't see it on the chart, for the life of me, as big as 43000. Yeah, well, it's easy to criticize...

You got it wrong. It's not 43000, it's 14239(32%).

 

Nah, I just divided 14239 by 0.3278 (32.78%) to get the balance before that drawdown. It came out to 43438, that's where I was looking for that drawdown.

 
YuraZ писал (а) >>

:-)) well, that doesn't excite 30% per annum.... Tell that to any foreign investor!

they squeak and rejoice at 5-7% p.a. but guaranteed!

At Sberbank.
 
Mathemat писал (а) >>
Yura, it's exciting. And for five years will you show the report - on 0.1?



Alexei waiting for the verdict!


2003.10.01 00:00 - 2008.06.20 22:59

lot 0.1





SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2003.10.01 00:00 - 2008.06.20 22:59 (2003.10.01 - 2008.12.25)











Error mismatch between charts0




Initial deposit10000.00



Net profit8101.81Total profit21695.45Total loss-13593.64
Profitability1.60Expectation of winning16.17

Absolute drawdown190.06Maximum drawdown975.67 (8.31%)Relative drawdown8.31% (975.67)

Total trades501Short positions (% win)126 (53.97%)Long positions (% win)375 (78.93%)

Profitable trades (% of all)364 (72.65%)Loss trades (% of all)137 (27.35%)
Largestprofitable trade311.07losing transaction-361.41
Averageprofitable deal59.60losing trade-99.22
Maximumcontinuous wins (profit)18 (1364.72)Continuous losses (loss)4 (-428.08)
MaximumContinuous Profit (number of wins)1364.72 (18)Continuous loss (number of losses)-428.08 (4)
Averagecontinuous winnings4Continuous loss2
 
Ritter писал (а) >>

Anti-peeper))

>>) unambiguously, let's say no to pips! :))

Is the direction of entry random or alternating short-long?

The direction is essentially random (I like how it works, like that rabbit crossed with a mole :) - it pokes and pokes until it finds it... but when it finds it... :))

How do you take two profitable series of 10 figures each?

period from the end of October till the end of the year, good trend movements

How much is leaking in the summer of 2006? :-)

with the same parameters for the whole 2006 - 38% relative drawdown and 24% absolute, the result for the year +12% :) (i.e. it's an out-of-sample result of sorts?)

And where did the 3p spread on the Eurobucks come from???

from the woods, of course :) DTs with banks... are they greedy? i.e. is it a lot?

Try to replace the fixed take with something else: for example, a trailing stop (not necessarily in pips) for half a position, set when the current take is reached and the first half of the position is closed. To filter out flat periods, you can use ATR on the daily - change the conditions or do not trade when it starts to decline sharply.

I'm actually trading with my hands, as YuraZ wrote once - with my feet :) my Expert Advisor is just for testing my ideas, not for writing some grails :)

thanks for the feedback, i will be happy to see more :)

 
It would be interesting to hear from Alexei (Mathemat)
 

Советник не использует ничего, кроме ММ, т.е. никаких индюшат, т.е. вообще

Just started reading the message (don't know what's next), but kudos! I've always said that the future belongs to BINDICATORS.
 

Сколько сливает летом 2006?

Why summer? Critical, IMHO, is December 06. I've seen a lot of systems fail since December.