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Can you tell me, who knows, how much do mismatch errors in graphs distort the test result, can this test be trusted?
The tester is killing me! Again the question is how to treat this and what to believe?
Here are two TC runs in a row, with the same settings and on the same interval:
The results are completely different, I can only explain this by the fact that the ticks are randomly generated in each variant and because of this the TS works differently, and what to do about it, how can anything be adjusted if the result of the run depends on random tick formation and will be different each time?
The quality should be in percentages. And you have n/a
The quality should be in percentages. And you have n/a.
It's not just the quality of the data that is the problem. I have TC running on ticks analysis and the fact that they are formed randomly leads to unstable operation of the system. I reloaded the history and run it with the same settings but the results are not stable.
But the results of the last two stats are very similar. There are Expert Advisors that show different results every time, but they are very rare. Maybe it makes sense to move further. The profits seem to be very good.
Of course I'm not going to stop, but I don't want to fight with windmills, you try to achieve stability by debugging the system, but the problem is that the quotes are not stable (I mean not the stability of quotes formation in the tester), but not the TS, and it often takes a long time to understand what is wrong and who is to blame.
All the numbers we play with in the tester reports are very relative, just one losing trade, which may follow immediately after the test stops, is enough to completely distort the picture of profits, drawdowns, etc. And it is impossible to guarantee that the next trade will not be loss-making. That is why I ask experienced real traders what to focus on when setting up a system for working in a real account, what parameters to use when performing system debugging.
For example, here is another test to the above mentioned one with slightly changed parameters. Which variant is more preferable for real trading, with bigger profit and bigger drawdown or vice versa?
All the numbers we play with in the tester reports are very relative, just one losing trade, which may follow immediately after the test stops, is enough to completely distort the picture of profits, drawdowns, etc. And it is impossible to guarantee that the next trade will not be loss-making. That is why I ask experienced real traders what to focus on when setting up a system for working in real trading, what parameters to use when performing system debugging.
For example, here is another test to the above mentioned one with slightly changed parameters. Which variant is more preferable for real trading, with bigger profit and bigger drawdown or vice versa?
Total trades
19
let me reiterate - this number of trades is not suitable for analysis, it's like pointing your fingers at luck!
Once again, this number of trades is not suitable for analysis, it's like pointing a finger in the sky at luck!
Can you draw any conclusions based on this number? I cannot use a larger interval, I have no one-minute history. My TS is not optimized, I've given up optimizing it, it does not do me any good, but it spends too much time. I have adjusted my entries/exits using August's history (trades from 82 to 93). However I do not know what to do further, even 10% drawdown bothers me, and in this case it is more than 14%, if MM is used, it may increase many times.