Avalanche - page 307

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it's definitely "avalanche"...

from the word "lawe", only the size is gigantic ))

 
sever29 писал(а) >>

Greetings. Previously posted tests with an avalanche-shifter-chequerboard martin. Maximum number of flips is 2. Now I look at the history from 01.01.2009 till today without increasing a lot. Below are the results of the Hypurga indicator. Knowing trader's nature to add profitable and cut unprofitable deals on history, I was testing objectively where there was a dispute of a few pips, so I set unprofitable deal, which was also a few pips bigger than on history, and profitable deals on the reverse. I don't have a trader, I don't know what would happen to them.

My point is... What I want to ask you is whether I should add some profit to my account or not. And the second question, what do you think of the test figures?


As a last resort, if you are not happy with the rate of return on the period being tested and there is nothing else you can do, then Martin can also be attached.

I think a non-aggressive Martin with such results on a post lot is not dangerous.

But still, only as a last resort.

Good luck.

 
sever29 писал(а) >>

My point is... With this kind of equity, is it necessary to bite down on the martin? And the second question, what do you think of the test figures?


Look towards "Optymal f"
 
khorosh писал(а) >>

Can you explain why, it's not clear to me.


That was the theoretical premise of comparing systems. In fact "tripling the lots in the Lock version", "tripling the lots in the Netting version" and "some lot difference in the Netting version" are three completely different ... systems. Below (the interval from 2008.06.01 to 2008.06.13 is almost random for a "report" with several iterations).

Loki (why the "target" is 8 yo instead of the ordered 5 yo was not dealt with, the difference in the "chain" is more fundamental)

1 02.06.2008 0:02 buy stop 1 0.01 1.55823 0 0 0.00 1000.00
2 02.06.2008 0:02 sell stop 2 0.01 1.55410 0 0 0.00 1000.00
3 02.06.2008 3:25 sell 2 0.01 1.55410 0 0 0.00 1000.00
4 02.06.2008 3:26 delete 1 0.01 1.55823 0 0 0.00 1000.00
5 02.06.2008 3:26 buy stop 3 0.02 1.55823 0 0 0.00 1000.00
6 02.06.2008 18:38 buy 3 0.02 1.55823 0 0 0.00 1000.00
7 02.06.2008 18:39 sell stop 4 0.04 1.55410 0 0 0.00 1000.00
8 02.06.2008 20:08 sell 4 0.04 1.55410 0 0 0.00 1000.00
9 02.06.2008 20:09 buy stop 5 0.08 1.55823 0 0 0.00 1000.00
10 03.06.2008 9:36 buy 5 0.08 1.55823 0 0 0.00 1000.00
11 03.06.2008 9:37 sell stop 6 0.16 1.55410 0 0 0.00 1000.00
12 03.06.2008 15:03 sell 6 0.16 1.55410 0 0 0.00 1000.00
13 03.06.2008 15:04 buy stop 7 0.32 1.55823 0 0 0.00 1000.00
14 03.06.2008 15:20 close 6 0.16 1.54943 0 0 74.72 1074.72
15 03.06.2008 15:20 close 5 0.08 1.54930 0 0 -71.44 1003.28
16 03.06.2008 15:20 close 4 0.04 1.54943 0 0 18.64 1021.92
17 03.06.2008 15:20 close 3 0.02 1.54930 0 0 -17.89 1004.04
18 03.06.2008 15:20 close 2 0.01 1.54943 0 0 4.66 1008.70

Absolute drawdown 56.20
Maximum drawdown 75.33 (7.26%)
Relative drawdown 7.26% (75.33)
Total trades 23

Netting in the same lots

1 02.06.2008 0:01 buy stop 1 0.01 1.55823 1.55410 0 0.00 1000.00
2 02.06.2008 0:01 sell stop 2 0.01 1.55410 1.55823 0 0.00 1000.00
3 02.06.2008 3:25 sell 2 0.01 1.55410 1.55823 0 0.00 1000.00
4 02.06.2008 3:25 delete 1 0.01 1.55823 1.55410 0 0.00 1000.00
5 02.06.2008 18:38 s/l 2 0.01 1.55823 1.55823 0 -4.13 995.87
6 02.06.2008 18:38 buy 3 0.02 1.55825 1.55410 0 0.00 995.87
7 02.06.2008 20:08 s/l 3 0.02 1.55410 1.55410 0 -8.30 987.57
8 02.06.2008 20:08 sell 4 0.04 1.55409 1.55622 0 0.00 987.57
9 03.06.2008 8:30 s/l 4 0.04 1.55622 1.55622 0 -8.56 979.01
10 03.06.2008 8:30 buy 5 0.08 1.55627 1.55414 0 0.00 979.01
11 03.06.2008 10:18 close 5 0.08 1.55956 1.55414 0 26.32 1005.33

Absolute drawdown 97.59
Maximum drawdown 120.24 (11.76%)
Relative drawdown 11.76% (120.24)
Total trades 28

Netting Lots - the difference of "Locks"

1 02.06.2008 0:01 buy stop 1 0.01 1.55823 1.55410 0 0.00 1000.00
2 02.06.2008 0:01 sell stop 2 0.01 1.55410 1.55823 0 0.00 1000.00
3 02.06.2008 3:25 sell 2 0.01 1.55410 1.55823 0 0.00 1000.00
4 02.06.2008 3:25 delete 1 0.01 1.55823 1.55410 0 0.00 1000.00
5 02.06.2008 18:38 s/l 2 0.01 1.55823 1.55823 0 -4.13 995.87
6 02.06.2008 18:38 buy 3 0.01 1.55825 1.55410 0 0.00 995.87
7 02.06.2008 20:08 s/l 3 0.01 1.55410 1.55410 0 -4.15 991.72
8 02.06.2008 20:08 sell 4 0.02 1.55409 1.55622 0 0.00 991.72
9 03.06.2008 8:30 s/l 4 0.02 1.55622 1.55622 0 -4.28 987.44
10 03.06.2008 8:30 buy 5 0.04 1.55627 1.55414 0 0.00 987.44
11 03.06.2008 10:24 close 5 0.04 1.56070 1.55414 0 17.72 1005.16

Absolute drawdown 147.97
Maximum drawdown 222.08 (20.68%)
Relative drawdown 20.68% (222.08)
Total trades 31

 
lasso писал(а) >>


As a last resort, if you're not happy with the rate of return on the period being tested, and there's nothing else you can do, then you can add Martin as well.

I think a non-aggressive Martin with these results on the post lot is not dangerous.

But still, only as a last resort.

Good luck.


Spc.
 
PapaYozh писал(а) >>

Look towards "Optymal f"

I don't understand, where is that?
 
sever29 писал(а) >>

I don't understand, where is it?


>>Yandex.

http://yandex.ru/yandsearch?text=%22Optymal+f%22&lr=9

 
PapaYozh писал(а) >>


In Yandex.

https://www.mql5.com/go?link=https://yandex.ru/yandsearch?text=


>> Yes, I can see that. Do you have a program to calculate Optimal f in Excel ?
 
sever29 писал(а) >>

Yes, I can see it. Do you have a program to calculate Optimal f in excel ?


>> I have it.

And the links don't show it?

 
PapaYozh писал(а) >>


I do.

Don't you have it on the links?


>> yes yes, I do, I'm slowing down after "manual testing".
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