Diablo - page 15

 
JonKatana:
Not half. For example, the price has passed five levels without fail. The loss on closed inverted orders equals -1 * 4 = -4 steps. The profit is equal to +1 +2 +3 +4 = +10 steps! Total +10 - 4 = +6 steps of net profit!

I agree +6 steps of net profit. Once the price goes back by half a step, this net profit will disappear as we have a row of orders that will be abruptly miscalculated. I.e. the total volume of the position becomes high enough, and any momentary move downwards kills all the profits gained on the root......
 
nikelodeon:

That's kind of how you got him so...banged up???? What the hell's a high profit? I don't see it.

Why, it's a pretty good one. It's just a sketch so far, but you can already see that the strategy is quite workable. I think that if you work hard, the profit will be at a high level and the drawdown can be reduced. The main thing is that it is not plummeting.

Strategy Tester Report
e-Diablo
Alpari-Demo (Build 409)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Minute (M1) 2012.01.02 00:00 - 2012.02.15 07:55 (2012.01.01 - 2012.03.01)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)
ParametersStep=500; Spread=15; Levels=15; Up=0; Vol=0.1;

Bars in history47279Modelled ticks93539Simulation qualityn/a
Chart mismatch errors0




Initial deposit1000.00



Net profit278.94Total profit3580.27Total loss-3301.33
Profitability1.08Expected payoff1.67

Absolute drawdown276.04Maximum drawdown438.93 (37.74%)Relative drawdown37.74% (438.93)

Total trades167Short positions (% win)83 (45.78%)Long positions (% win)84 (57.14%)

Profitable trades (% of all)86 (51.50%)Loss trades (% of all)81 (48.50%)
Largestprofitable trade136.85losing transaction-142.66
Averageprofitable deal41.63losing trade-40.76
Maximumcontinuous wins (profit)9 (139.47)continuous losses (loss)3 (-155.58)
MaximumContinuous Profit (number of wins)204.00 (4)Continuous loss (number of losses)-184.78 (2)
Averagecontinuous winnings2continuous loss2
 
khorosh:

Why not, it's a pretty good one. It's just a sketch so far, but you can already see that the strategy is quite workable. I think that if you work hard, the profit will be high and the drawdown can be reduced. The main thing is that it is not plummeting.

You make me laugh) Calling a paling with this kind of drawdown non-draining... I thought you were joking.
 
OnGoing:
You make me laugh) Calling a palisade with that kind of slack a non-salient... I thought you were joking.

Well, I thought he was joking, too...... it turns out he's not.
 
Again, the question is what is the condition for taking profits and opening the next series of orders????
 
nikelodeon:
Again the question is what condition is used to fix the profit and open the next series of orders????

Most likely by the amount of equity over balance.

I'll try to guess Yuri's next moves.

1. increase in the number of steps / knees (15 may not be enough for a long period of time).

2. as a consequence - pulling up the initial deposit to the progressive drawdown value, as a result of point 1.

3. Then we return to p.1 and continue until we finally adjust it to the history.

 
OnGoing:
Funny) Calling a palisade with that kind of drawdown non-salient... I thought you were joking.

He who laughs last has the last laugh. The last run was the first to test the performance of the strategy. This is the second run with increased profits. I hope you are not as laughing now as you were the first time. And this is just the beginning of the work on the Expert Advisor. I believe in Katana, he knows what he says.

Strategy Tester Report
e-Diablo
Alpari-Demo (Build 409)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Minute (M1) 2011.09.01 00:00 - 2012.02.15 07:55 (2011.09.01 - 2012.03.01)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)
ParametersStep=500; Spread=15; Levels=8; Up=0; Vol=0.1;

Bars in history171947Modelled ticks342867Simulation qualityn/a
Chart mismatch errors0




Initial deposit1000.00



Net profit3988.71Total profit26992.80Total loss-23004.09
Profitability1.17Expected payoff5.51

Absolute drawdown745.06Maximum drawdown1786.96 (45.18%)Relative drawdown82.37% (1191.18)

Total trades724Short positions (% win)374 (59.36%)Long positions (% win)350 (47.14%)

Profitable trades (% of all)387 (53.45%)Loss trades (% of all)337 (46.55%)
Largestprofitable trade301.98losing deal-291.92
Averageprofitable deal69.75losing trade-68.26
Maximumcontinuous wins (profit)20 (477.32)Continuous losses (loss)12 (-3102.30)
MaximumContinuous Profit (number of wins)1863.18 (12)Continuous loss (number of losses)-3102.30 (12)
Averagecontinuous winnings3Continuous loss3
 
OnGoing:

Most likely by the amount of equity over balance.

I'll try to guess Yuri's next moves.

1. increase in the number of steps / knees (15 may not be enough for a long period of time).

2. as a consequence - pulling up the initial deposit to the progressive drawdown value, as a result of point 1.

3. return to p.1 and so on, until we finally fit the story.

Wrong, the number of levels has been reduced.
 
khorosh:

....We should trust Katana, he knows what he's talking about.

))) Yeah, like Grandpa Lenin)
 
khorosh:
Wrong, the number of levels was reduced.

Why is the test only from September 2011? Didn't they let you download more stories?)

Reason: