How about that!!!
This is all fine. As I understand it - these are the results for the optimisation period from 2008.10.01 to 2008.12.01. What about after 2008.12.01 and up to today? with the parameters selected during optimisation?
This is all fine. As I understand it - these are the results for the optimization period from 2008.10.01 to 2008.12.01. What about after 2008.12.01 and up to today? with the parameters selected during optimization?
Here are your results, lot has changed 1.0
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2008.12.01 00:00 - 2008.12.31 18:00 (2008.12.01 - 2009.01.02) | ||||
| Model | All ticks (most accurate method based on all smallest available timeframes) | ||||
| Bars in history | 1499 | Modelled ticks | 260481 | Modeling quality | 90.00% |
| Chart mismatch errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Net profit | 3388.00 | Total profit | 3388.00 | Total loss | -0.00 |
| Profitability | Expected payoff | 282.33 | |||
| Absolute drawdown | 1290.00 | Maximum drawdown | 3360.00 (47.52%) | Relative drawdown | 47.52% (3360.00) |
| Total trades | 24 | Short positions (% win) | 8 (100.00%) | Long positions (% win) | 16 (100.00%) |
| Profitable trades (% of all) | 24 (100.00%) | Loss trades (% of all) | 0 (0.00%) | ||
| Largest | profitable trade | 300.00 | losing transaction | -0.00 | |
| Average | Deal | 282.33 | losing trade | -0.00 | |
| Maximum number | continuous wins (profit) | 24 (3388.00) | Continuous losses (loss) | 0 (-0.00) | |
| Maximum | Continuous Profit (number of wins) | 3388.00 (24) | Continuous loss (number of losses) | -0.00 (0) | |
| Average | continuous winnings | 24 | Continuous loss | 0 | |
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2000.01.01 00:00 - 2008.12.30 23:30 (2000.01.01 - 2008.12.31) | ||||
| Model | All ticks (most accurate method based on all smallest available timeframes) | ||||
| Parameters | SL=90; TP=40; Passes=20; NumArround=0; ArrVol=1000000; OptStep=2; | ||||
| Bars in history | 112852 | Modelled ticks | 18360464 | Simulation quality | 90.00% |
| Chart mismatch errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Net profit | 118328.20 | Total profit | 141291.50 | Total loss | -22963.30 |
| Profitability | 6.15 | Expected payoff | 31.10 | ||
| Absolute drawdown | 26.72 | Maximum drawdown | 498.26 (0.64%) | Relative drawdown | 8.09% (122.72) |
| Total trades | 3805 | Short positions (% win) | 1846 (93.34%) | Long positions (% win) | 1959 (93.31%) |
| Profitable trades (% of all) | 3551 (93.32%) | Loss trades (% of all) | 254 (6.68%) | ||
| Largest | profitable trade | 43.08 | losing deal | -101.18 | |
| Average | profitable deal | 39.79 | losing trade | -90.41 | |
| Maximum number | continuous wins (profit) | 86 (3440.26) | Continuous losses (loss) | 2 (-189.46) | |
| Maximum | Continuous Profit (number of wins) | 3440.26 (86) | Continuous loss (number of losses) | -189.46 (2) | |
| Average | continuous winnings | 15 | Continuous loss | 1 | |
I can assure you it will be the same. it works for bars as it is. sign up for my forum, I'll give you access - download the code, maybe you'll have some thoughts....
SZY actually will put it in the ball, but the concept of combing - I want to write an article or something ...
I would like to present to you an Expert Advisor
Based on modified Stochastic + ADX
works on 5 minute timeframe
the results for 2 months of working with initial deposit 10000, lot constant 10, in the process can change by itself, StopLoss 65, TakeProfit 150, TrailingStop 20
stochastic parameters (5, *, *)
only works on Sell
On a stake, start over. Constant 0.1 lot from 01.01.1999 till nowadays starting deposit 500 quid maximum. Consider that dough from real is withdrawn monthly to the initial deposit. I.e. drawdown not more than the starting deposit.
Let's have a test. Shall I throw in a quote? :)What did you say? An advisor that is on M30, at opening prices will give a rising straight equity with no drawdown... shall I go on? Obviously, there's no need to blather - miracles do not happen. Well, or tell me, what is the trick, Wiknik.
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
You agree to website policy and terms of use
I would like to present you an Expert Advisor
based on modified Stochastic + ADX
works on 5 minute timeframe
results after 2 months of work with initial deposit 10000, lot is fixed 10, can be changed independently during the process, StopLoss 65, TakeProfit 150, TrailingStop 20
stochastic parameters (5, *, *)
works only on Sell