Scold :) Interested to hear your opinion regarding... - page 12

 

2 Vita

I like your approach, I have a similar point of view.

It would be interesting to add something to that about how to determine whether a TC gives a statistical advantage and, if so, how to calculate it.

 
Mathemat писал (а) >>

What's up, barada?

Well, if we divide signals into bad, average, and super mega-open all-deposits, and then according to this we choose a lot, then it is already a risk management, and this strategy is not a waste, because rm is already a good idea
 

Интересно было бы к этому еще добавить что-нибудь о том, как определить дает ли ТС статпреимущество и, если дает, то как его посчитать.

I support you, I would be very interested to hear your thoughts/assumptions/confirmations on this

 

As far as I understand, it's a scolding thread)

I'm posting the EA's stats:


On a fixed lot

Symbol GBPUSD (Great Britan Pound vs US Dollar)
Period 1 Minute (M1) 2004.06.01 00:01 - 2008.06.09 23:57 (2004.06.01 - 2008.06.10)
Model By open prices (only for Expert Advisors with explicit bar opening control)
Bars in history 1393555 Modelled ticks 2716329 Modeling quality n/a
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 1175.27 Total profit 1602.27 Total loss -427.00
Profitability 3.75 Expected payoff 14.33
Absolute drawdown 228.01 Maximum drawdown 268.00 (2.43%) Relative drawdown 2.43% (268.00)
Total trades 82 Short positions (% win) 52 (57.69%) Long positions (% win) 30 (63.33%)
Profitable trades (% of all) 49 (59.76%) Loss trades (% of all) 33 (40.24%)
Largest profitable trade 128.00 losing transaction -17.00
Average profitable deal 32.70 Deal loss -12.94
Maximum number continuous wins (profit) 6 (124.00) Continuous losses (loss) 2 (-31.00)
Maximum Continuous Profit (number of wins) 133.00 (2) Continuous loss (number of losses) -31.00 (2)
Average continuous winnings 2 Continuous loss 1
 
Yurixx писал (а) >>

2 Vita

I like your approach, I have a similar point of view.

It would be interesting to add something to that about how to determine whether TC gives a stat advantage and, if so, how to calculate it.

You can add sl/tp - 50/50 on the minimum distance allowed by the BC, it is logical that if there is a statistical advantage then profitable trades will be more than 50%

 

And this is with a very aggressive MM:

SymbolGBPUSD (Great Britan Pound vs US Dollar)
Period1 Minute (M1) 2004.06.01 00:01 - 2008.06.09 23:57 (2004.06.01 - 2008.06.10)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)
Bars in history1393555Modelled ticks2716329Modeling qualityn/a
Chart mismatch errors0
Initial deposit1000.00
Net profit27335.95Total profit37474.95Total loss-10139.00
Profitability3.70Expected payoff333.37
Absolute drawdown709.63Maximum drawdown13400.00 (63.85%)Relative drawdown76.00% (10211.53)
Total trades82Short positions (% win)52 (57.69%)Long positions (% win)30 (63.33%)
Profitable trades (% of all)49 (59.76%)Loss trades (% of all)33 (40.24%)
Largestprofitable trade6220.80losing transaction-826.20
Averageprofitable deal764.79losing trade-307.24
Maximumcontinuous wins (profit)6 (3648.20)Continuous losses (loss)2 (-1526.20)
MaximumContinuous Profit (number of wins)6220.80 (1)Continuous loss (number of losses)-1526.20 (2)
Averagecontinuous winnings2continuous loss1
 
Lovecraft писал (а) >>

As far as I understand, it's a scolding thread)

I'm posting EA's stats:


Why are you posting it? Do you need to scold? What's there to scold? 82 trades in 4 years, 20 trades per year, nothing at all...

 

Good question.

Generally a branch of good questions :)

Figar0

How many deals do you think there should be and why?

ZS: I didn't get into the stats above, I just liked the question.

 
alexx_v писал (а) >>

Good question.

Generally a branch of good questions :)

Figar0

How many deals do you think there should be and why?

ZS: I didn't go into the stats above, I just liked the question.

It does not matter how many deals if you know how the result is obtained, 10 is enough for forward to think about a probable pattern. In this case, no one knows how this result was obtained, it is logical to assume the usual wrong one - the result of optimization, but it is worth nothing for such a great number of deals. That is all.

 
Figar0 писал (а) >>

Why are you posting this? Do you need a scolding? What's there to scold? 82 deals in 4 years, 20 deals a year, nothing at all...

No, it's not. Imagine, it was written for something. The testing on a demo for 3 months will yield an average of 5 deals, on the basis of which conclusions should be drawn about the system's performance and should be sent for real trading... But everything is not so beautiful on the real account as on the optimized history and a 76% drawdown is equal to a failure.

Reason: