Tester charts of future championship participants - page 3

 

Well, perhaps not five, but something from the first page of the totals...

2 RIM: I don't think we'll be fighting for sure.

 
Mathemat писал (а) >>

I just didn't have time to post my creation for the championship - so I'm furious with myself.

The best is the enemy of the good.

 
Mathemat писал (а) >>


I apologise for the ugly and stretched picture (cut out part of the second graph from RIM.) The figure on the right is 58427. The start of the chart is known to be 10000. The maximum before the drawdown is about 55% of the cell height, i.e. around 30-33 thousand. Balance value in the lowest point further is lower than the initial balance, i.e. below 10 thousand. So, dropped from 30-33 thousand to below 10 thousand. The drawdown is clearly over 66%. Is this a great job, coaster? I was just explaining how "rocket" charts distort reality.

P.S. RIM, don't be offended by me, OK? I just didn't have time to post my creation for the championship - that's why I'm raging with anger.

I don't have a microscope. I liked the way the EA came out of the drawdown by catching up with the tangent. The main thing is that it can withstand the overloads.

 
 
Mathemat писал (а) >>

I apologise for the ugly and stretched picture (cut out part of the second graph from RIM.) The figure on the right is 58427. The start of the chart is known to be 10000. The maximum before the drawdown is about 55% of the cell height, i.e. around 30-33 thousand. Balance value in the lowest point further is lower than the initial balance, i.e. below 10 thousand. So, dropped from 30-33 thousand to below 10 thousand. The drawdown is clearly over 66%. Is this a great job, coaster? I was just explaining how "rocket" charts distort reality.

P.S. RIM, don't be offended by me, OK? I just didn't have time to post my creation for the championship - that's why I'm furious with anger.

I tested it in this interval . Maximum drawdown 79.37%.

 
RIM писал (а) >>

Tested in this interval . Maximum drawdown 79.37%.

Don't sweat it. Systems with drawdowns acceptable in real trading have no chance in the championship. The probability that one of the 600 bots with the drawdown of 80% is too high for a system with a modest drawdown to not take it into account. As long as the measure of success is absolute profit, the situation will not change. Integral estimates can solve this problem, but they will never be, because of the high subjectivity of the individual components. Some like profit more, some are more afraid of risk, etc. There will be no common ground.

 
bstone писал (а) >>

Don't sweat it. Systems with drawdowns acceptable in real trading don't stand a chance in the championship. The probability that one of the 600 bots with the drawdown of 80% is too high for a system with a modest drawdown to not take it into account. As long as the measure of success is absolute profit, the situation will not change. Integral estimates can solve this problem, but they will never be, because of the high subjectivity of the individual components. Some like profit more, some are more afraid of risk, etc. There will be no common ground.

Conservatives can forget about champagne :)

 
Mathemat писал (а) >>

I just didn't have time to post my creation for the championship.

Again? That's the trouble, I wanted to see it so badly....

I did mine, I did mine, I gave up and put it out 30 minutes before the end.

 
bstone писал (а) >>

Don't sweat it. Systems with drawdowns acceptable in real trading don't stand a chance in the championship. The probability that one of the 600 bots with the drawdown of 80% is too high for a system with a modest drawdown to not take it into account. As long as the measure of success is absolute profit, the situation will not change. Integral estimates can solve this problem, but they will never be, because of the high subjectivity of the individual components. Some like profit more, some are more afraid of risk, etc. There will be no common ground.

Alpari's competition takes into account three criteria: profit, relative drawdown, profit factor. Plus restrictions on position size (leverage 1:10) and reopening of positions at 00:00 hours. The contestants with the largest profits are at the very top of the ranking.

 
xeon писал (а) >>

Again? That's the trouble, I wanted to see it so badly....

I did mine, I did mine, in the end I gave up - posted it as is - 30 minutes before the end.

>> Likewise. It's not about winning, it's about participation.

Reason: