Does the Grail exist? - page 169

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Something about the account falling out of the monitoring...

 

You're being cranky.

I set both stops at 40 pips and takeprofits at 80. I've optimized for 3 currencies: EURUSD, GBPUSD, EURPound.

Are these drawdown results satisfactory?

H4_eurusd
FIBO-FIBO Group MT4 Demo Server (Build 226)

SymbolEURUSD (Euro vs US Dollar)
Period4 Hour (H4) 2009.05.05 00:00 - 2010.05.10 20:00 (2009.05.05 - 2010.05.11)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersMaximumRisk=0.16; DecreaseFactor=3; TakeProfit=80; TrailingStop=30; StopLoss=40; MACDOpenLevel=2.2; MACDCloseLevel=1; a=9; b=19; c=4; MATrendPeriod=14; sdvig=1; max_orders=1;

Bars in history2526Modelled ticks12062472Modeling quality90.00%
Chart mismatch errors0




Initial deposit10000.00



Net profit36034.21Total profit75668.68Total loss-39634.46
Profitability1.91Expected payoff391.68

Absolute drawdown715.00Maximum drawdown8653.00 (16.56%)Relative drawdown22.96% (3729.58)

Total trades92Short positions (% win)53 (52.83%)Long positions (% win)39 (53.85%)

Profitable trades (% of all)49 (53.26%)Loss trades (% of all)43 (46.74%)
Largestprofitable trade5760.00losing transaction-3240.00
Averageprofitable deal1544.26losing trade-921.73
Maximum numbercontinuous wins (profit)5 (8994.61)Continuous losses (loss)9 (-3200.11)
MaximumContinuous Profit (number of wins)9747.07 (3)Continuous loss (number of losses)-6280.00 (2)
Averagecontinuous winnings2continuous loss2
 
Bicus >>:

Что-то счет из мониторинга вывалился...

Похоже товарищ позорно бежал с поля боя, риск сильно высок, мог завалить кампанию...

 
sasa987 писал(а) >>

You are capricious.

I recommend to search for an EA of the ATC-2007/2008 participant sashken, built on several MACDs. He posted the source code.

The results on the optimization are fantastic. It is a complete failure on the forward one.

And one more thing: 92 trades in the tester is nothing.

 

sasa987 писал(а) >>

You're being cranky.

I set both stops at 40 pips and takeprofits at 80. I optimised for 3 currencies: eurodollar, pounddollar, eurofound.

Are these drawdown results satisfactory?

Capricious?! You'd have to be blind not to notice it. But let's be honest: you can't see this slippage in the picture...

Now, yes, much better.

But deals are still not enough. I'm not speaking about the frequency of deals, but only the possibility to draw statistical conclusions, especially taking into account the fact that the optimizer is working.

OlegTs wrote(a)

The account has dropped out of monitoring...

Looks like a comrade ran shamefully from the battlefield, the risk is high, could have screwed up the campaign...

Possibly. Waiting for comments on the hero of the day.

 
sasa987 >>:

Капризничаете.

установил и стопы на 40 пунктов и такепрофиты на 80. Оптимизировал на 3 валюты: на евродоллар, на фунт доллар, на еврофунт.

Такие результаты по просадке устраивают?

Strategy Tester Report
H4_eurusd
FIBO-FIBO Group MT4 Demo Server (Build 226)

СимволEURUSD (Euro vs US Dollar)
Период4 Часа (H4) 2009.05.05 00:00 - 2010.05.10 20:00 (2009.05.05 - 2010.05.11)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMaximumRisk=0.16; DecreaseFactor=3; TakeProfit=80; TrailingStop=30; StopLoss=40; MACDOpenLevel=2.2; MACDCloseLevel=1; a=9; b=19; c=4; MATrendPeriod=14; sdvig=1; max_orders=1;

Баров в истории2526Смоделировано тиков12062472Качество моделирования90.00%
Ошибки рассогласования графиков0




Начальный депозит10000.00



Чистая прибыль36034.21Общая прибыль75668.68Общий убыток-39634.46
Прибыльность1.91Матожидание выигрыша391.68

Абсолютная просадка715.00Максимальная просадка8653.00 (16.56%)Относительная просадка22.96% (3729.58)

Всего сделок92Короткие позиции (% выигравших)53 (52.83%)Длинные позиции (% выигравших)39 (53.85%)

Прибыльные сделки (% от всех)49 (53.26%)Убыточные сделки (% от всех)43 (46.74%)
Самая большаяприбыльная сделка5760.00убыточная сделка-3240.00
Средняяприбыльная сделка1544.26убыточная сделка-921.73
Максимальное количествонепрерывных выигрышей (прибыль)5 (8994.61)непрерывных проигрышей (убыток)9 (-3200.11)
Максимальнаянепрерывная прибыль (число выигрышей)9747.07 (3)непрерывный убыток (число проигрышей)-6280.00 (2)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Show a report for at least 2 full years!
 
Mathemat >>:

...Однако будем честны: на рисунке этой просадки не видно...

how can i show this data on a demo account and the drawdown and .... :) sorry, but in MT4 I'm a total zerob, only know how to trade by hand :) yes the code of the Expert Advisor/Induke to correct

SZZ: I've been struggling for a long time, but i can't get more than 30 pips out of my forex, the only thing i can get for 4 pairs at once is 120 pips, i think this is the limit :(

 

IgorM писал(а) >>

but how can you show this data on a demo account and drawdowns and .... :) Sorry, but i'm a total nerd in MT4

Yes, it seems that I am indeed a zerob :) If you do not need it - do not bother.

There is a lot of information in the header that is not shown on the picture.

 
Mathemat >>:

Да, похоже, что действительно нуб :) Ну если Вам это не нужно - не заморачивайтесь.


I just don't know yet, what if I need it and have no one to ask :(, it may not come in handy, but please...

It seems that my TS has started to work, but there is no way to show it apart from the history of trades :)

 
OK, thanks for not telling me to come straight away - I've already done it myself in the terminal, I'll probably show you soon.
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