[WARNING CLOSED] UmnickTrader Adaptive EA - page 18

 

How about this? There are 791 trades in the same period.


EURUSD symbol (Euro vs US Dollar)
Period 1 Minute (M1) 2000.01.03 00:01 - 2010.12.31 18:59 (2000.01.01 - 2011.01.01)
Model All ticks (the most accurate method based on the smallest available timeframes)
Parameters StopBase=0.026; marketOrderOn=false; spred=0.0005; slippage=200; absAmount=0.5; timeframe=240; currentIdOrder="1"; absAmount2=0.5; absLimit2=0.009; currentIdOrder2="2";

Bars in history 3776059 Modelled ticks 43961395 Simulation quality 25.00%
Chart mismatch errors 0

Initial deposit 10000.00
Net profit 99385.80 Total profit 358961.30 Total loss -259575.50
Profitability 1.38 Expected payoff 125.65
Absolute drawdown 3597.00 Maximum drawdown 23752.70 (26.46%) Relative drawdown 51.14% (6702.20)

Total trades 791 Short positions (% win) 398 (73.87%) Long positions (% win) 393 (75.57%)
Profitable trades (% of all) 591 (74.72%) Loss trades (% of all) 200 (25.28%)
The most profitable trade is 1306.40 (loss trade -1386.20)
Average profitable trade 607.38 losing trade -1297.88
Maximal number of continuous wins (profit) 30 (19324.10) continuous losses (loss) 7 (-9091.40)
Maximum continuous profits (number of wins) 19324.10 (30) continuous losses (number of losses) -9091.40 (7)

Average continuous gain 6 continuous loss 2


 
VictorArt:

How about this? There are 791 trades in the same period.
Period 1 Minute (M1) 2000.01.03 00:01 - 2010.12.31 18:59 (2000.01.01 - 2011.01.01)


And this is a fitting )))
 

Mathemat: У тебя даже при отклонении всего на полторы сигмы (примерно 20) прибыльных станет 112-20=92, а убыточных 74+20=94. Профит-фактор уже меньше 1 (у тебя средние размеры прибыльных и убыточных почти совпадают).

+1 )))

In terms of trivial erudition, not every individual who catastrophically mystifies with abstractions can ignore the criteria of transcendence, which is based on paradoxical realism (reals).

 
LeoV:

And this is a fitting )))


Optimisation period: 2000.01.01-2001.01.01

The other 10 years are OOS.

 
Mathemat:
......

For details, go to any textbook on matstat.

A textbook is nothing.
 
VictorArt:


Optimisation period: 2000.01.01-2001.01.01

The remaining 10 years are OOS.


Why 10 years of OOS? What's next?
 
LeoV:

Why 10 years of OOS? What's next?


A second round? :)

Adaptive EA is a demonstration of the use of OTT.

What is OTT for? OTT allows you to write an adaptive EA and modify it quickly - see above how many modifications have been made in very little time.

Moreover, 9 years and more of OOS is out of sport :) I can write an adaptive EA using OTT which passes the OOS test for 9 years, while you cannot write an EA which passes a similar test - at least no one has ever presented such an EA here or provided a link to it in the code base.

First theory - then practice, i.e. without good theory in real trading success can only be accidental, and even then on small periods of time.

 
VictorArt: Round two? :)

Well, you've also gone for a second round of your pictures ))))

VictorArt : Adaptive EA is a demonstration of the use of OTT.

VictorArt: Adaptive EA is a demonstration of OTT usage. Then your pamm is a demonstration of using OTT with adaptive EA on real?

VictorArt : Moreover 9 years and more OOS is out of sporting interest :)

I am not interested in sport :))

VictorArt : I can write an adaptive EA with OTT which passes the OOS test for 9 years, while you cannot write an EA passing the same test - at least no one has ever presented such an EA or a link to it in the code base here.

I congratulate you !!! One question remains - why do you need an EA passing the OOS test at 9? What's next, after those 9 years?

VictorArt : First theory, then practice

How do the theory, and preferably the practice, show that results of Expert Advisors with positive feedback test in 9 years with the modelling quality of 25% in the tester and results in the real account?

VictorArt : Without good theory in real trading, success can only be accidental, and only for small periods of time.

I agree, then again - how do EA results fit together with a positive feedback test of 9 years at modelling quality of 25% in the tester and real trading results?

 
VictorArt:


... adaptive EA ...

First theory - then practice, i.e. without good theory in real trading success can only be accidental, and even then for small periods of time.

What is it adaptive to? Sorry I didn't ask sooner.
 
VictorArt:

I can write an adaptive EA using OTT that passes the OOS test for 9 years and you can't write an EA that passes a similar test - at least no one has ever submitted such an EA here or a link to it in the code base.

You are a demagogue, Artyukhov, in a neglected stage, you should be kicked off the forum, for flooding and provoking.

https://www.mql5.com/ru/forum/115644

https://www.mql5.com/ru/forum/114665

http://forexsb.com/wiki/start


Gentlemen moderators and philistines, who can tell me what is useful in this thread?

If there is nothing sensible and it certainly was and is flooding, the topic has exhausted itself on the second page ,

We have a big request to the moderators:

Issue a warning to both sides of the flood (Leo and Artyuhov) and move this thread to read mode (as "newbie-1 questions")
Or delete it as useless for the topic of the forum.

Please control more strictly all this nonsense in the thread, which has not left the top of the forum for two months. I am sick and tired of looking at the ramblings.
Reason: