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И все это - при весьма умеренной прибыльности. Очень интересно!
I'm not a fan of Safonov, but these curves support his claim thatI should pause and reread it again, maybe something else will come to mind.
И все это - при весьма умеренной прибыльности. Очень интересно!
Unfortunately, if you select results with a profit margin of 2 or more, they are likely to show a small number of trades with a normal lot. There is no confidence in such results.- optimization on 2000-2006, forward on 2006-2010
-Signals are reversed on every loss
-This tactic is controlled by the balance curve
-in turn, the signals of the control tactic are controlled by the resulting balance, whose signals are also interchanged (measurement 2 by Safonov)
-for forward, 1 topmost optimization run is selected. There was no overshoot of the optimization results
-forward starts from the 2700th trade somewhere
-notice the recovery factor.
On the other hand, that's a 2.7x increase in depo over 9 years, i.e. about 20% per year (if the trades are spread roughly evenly over the years). I.e. it is very modest, a couple of times higher than today's bank rate.
Да, вот тут интересно: прибыльных сделок меньше половины убыточных!
С другой стороны, это рост депо в 2.7 раза за 9 лет, т.е. примерно 20% в год (если сделки распределены примерно равномерно по годам). Т.е. это очень скромно, в пару раз выше сегодняшнего банковского процента.
Well, in theory it is possible to reduce the initial deposit and get a higher percentage.A recovery factor of around 7 and a drawdown of 8% allows this.
Ну, теоретически можно уменьшить начальный депозит и получить больший процент.
Фактор восстановления около 7 и просадка 8% это позволяет.
Well in theory you could still reverse the trade. Buy=>Sell and vice versa. Go for it. Do not forget to post the state. :)
// Explanation. Just to keep it as a joke: the strategy should be reversed on wins, not on losses.
Ну теоретически ещё можно перевернуть торговлю. Buy=>Sell и наоборот. Дерзай. Не забудь стейт выложить. :)
// Пояснение. Чтоб совсем уж шуткой не выглядело: пущай стратегия переворачивается при выигрышах, а не при проигрышах.
You're already using a double flip :)You could of course build another dimension from above, but I think this is unnecessary for the time being