We need a second head, or even two, like the Garrynych kite.

 

I made a lot of re-do's on my own complicated indicators, but one problem I could not overcome, TS show high efficiency, but on short intervals of history. I tried new and different strategies, trying to find a stable one in a wide range, but so far I haven't succeeded. I have decided to try the most primitive one with one mouse, the working range is much wider, but indicators are very low compared to previous versions. Question in the studio: Is there any prospect of finalizing such a TS, or according to the experience of experienced EA users, such a TS has no chance?

Strategy Tester Report
Angel
Alpari-Demo (Build 226)


Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2008.12.01 00:00 - 2010.05.31 23:00 (2008.12.01 - 2010.06.01)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters Lot=0.1; MaxRisk=20; StopLoss=571;
Bars in history 10168 Modelled ticks 17154969 Simulation quality 90.00%
Plot mismatch errors 4
Initial deposit 1000.00
Net profit 3050.79 Total profit 8068.57 Total loss -5017.78
Profitability 1.61 Expected payoff 14.60
Absolute drawdown 195.47 Maximum drawdown 548.14 (15.21%) Relative drawdown 24.22% (257.17)
Total trades 209 Short positions (% win) 114 (42.11%) Long positions (% win) 95 (33.68%)
Profitable trades (% of all) 80 (38.28%) Loss trades (% of all) 129 (61.72%)
Largest profitable trade 392.61 losing deal -57.37
Average profitable deal 100.86 losing trade -38.90
Maximum continuous wins (profit) 4 (1347.17) Continuous losses (loss) 9 (-358.57)
Maximum Continuous Profit (number of wins) 1347.17 (4) Continuous loss (number of losses) -358.57 (9)
Average continuous winnings 1 continuous loss 2

If MM is switched on, you get the following

Strategy Tester Report
Angel
Alpari-Demo (Build 226)


Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2008.12.01 00:00 - 2010.05.31 23:00 (2008.12.01 - 2010.06.01)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters Lot=-0.1; MaxRisk=5; StopLoss=571;
Bars in history 10168 Modelled ticks 17154969 Simulation quality 90.00%
Plot mismatch errors 4
Initial deposit 1000.00
Net profit 7224.31 Total profit 30644.00 Total loss -23419.69
Profitability 1.31 Expected payoff 34.57
Absolute drawdown 195.77 Maximum drawdown 3198.81 (46.01%) Relative drawdown 46.01% (3198.81)
Total trades 209 Short positions (% win) 114 (41.23%) Long positions (% win) 95 (33.68%)
Profitable trades (% of all) 79 (37.80%) Loss trades (% of all) 130 (62.20%)
Largest profitable trade 2032.40 losing transaction -475.15
Average profitable deal 387.90 losing deal -180.15
Maximum number continuous wins (profit) 4 (1959.01) Continuous losses (loss) 9 (-2014.70)
Maximum continuous profits (number of wins) 2131.81 (2) Continuous loss (number of losses) -2014.70 (9)
Average continuous winnings 1 continuous loss 2

 
Is it OOS?
 
Swetten:
Is it OOS?

I don't do optimisation and have been tuning in pictures in the interval of only 1 day.
 

Why do I have the question? Working out TC I got used to similar results, but I can't get them stable and I don't know what to do with the above mentioned ones.

Strategy Tester Report
Angel
Alpari-Demo (Build 226)


Symbol EURUSD (Euro vs US Dollar)
Period 30 Minutes (M30) 2010.04.26 00:00 - 2010.05.25 23:30 (2010.04.26 - 2010.05.26)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters Lot=0.1; MaxRisk=1; StopLoss=570;
Bars in history 2049 Modelled ticks 1155483 Modeling quality 90.00%
Chart mismatch errors 19
Initial deposit 1000.00
Net profit 2422.49 Total profit 2449.95 Total loss -27.46
Profitability 89.22 Expected payoff 34.12
Absolute drawdown 18.80 Maximum drawdown 141.90 (4.67%) Relative drawdown 4.67% (141.90)
Total trades 71 Short positions (% win) 33 (87.88%) Long positions (% win) 38 (94.74%)
Profitable trades (% of all) 65 (91.55%) Loss trades (% of all) 6 (8.45%)
Largest largest profitable trade 234.20 losing transaction -8.10
Average profitable deal 37.69 losing trade -4.58
Maximum number continuous wins (profit) 34 (1337.94) Continuous losses (loss) 1 (-8.10)
Maximum Continuous Profit (number of wins) 1337.94 (34) Continuous loss (number of losses) -8.10 (1)
Average continuous winnings 11 Continuous loss 1

 
In most cases, the range depends on the indicator(s) and how they react to changes in the market
 
rensbit:
In most cases, the range depends on the indicator(s) and how they react to changes in the market

That's understandable, my indicators are quite complicated and very sensitive to market changes, and I can't make an effective autotuning yet, so I tried to use a wizard, it's much more stable, but the results are not impressive.
 

Stability is defined by the ability of the system not to drain at unfavourable parts of the history for it. In other words, if the initial parameters are constant, we select the areas where the system leaks, look for the reason, try to overcome it, etc.

 
Angela:

It's understandable, my indicators are quite complicated and very sensitive to market changes, and I can't make an effective autotuning yet, so I tried to use a wizard, which is much more stable, but the results are not impressive.

Look for a pattern. P.S. There really is one detail missing here :)



 
FION:

Stability is defined by the ability of the system not to drain at unfavourable parts of the history for it. In other words, if the initial parameters are constant, we select the areas where the system leaks, look for the reason, try to overcome it, etc.

In this case other areas appear
 
rensbit:

Look for a pattern. P.S. There really is one detail missing here :)




My TC from post 1 contains only one mash, not several, which would give intersections.
 
Angela:

My TC from post 1 contains only one waving, not several, which would give intersections.
The above screenshot does not use intersections
Reason: