AlligatorEx. - page 10
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I do not understand how it is possible.
Taking into account such a great interest to this strategy, for my part, I promise to test owl using five B.Williams' measurements with output by stops and takes + wrapping it (the strategy) inside of a "senior" filter. If everything goes accordingly, I will post the results in the "Bill Williams and his strategies" thread of the forum during the week.
Taking into account such a great interest in this strategy, I promise to test the owl using five B.Williams' dimensions with stops and takes + wrapping it (the strategy) inside a "senior" filter. If everything goes accordingly, I will post the results in the "Bill Williams and his strategies" thread of the forum during the week.
it would be interesting to see TF for the same period to compare the results, and 4H too, it's better on it
Yeah, I know, I'll charge from H1 to the days at all - good thing the TF selection parameter is optimisable...
01/01/2010-01/01/2011
EUR/USD 1H Alpari
all ticks, simulation quality 90%
0.1 lot without MM
1) flip - Profit 984$, Relative DrawDown 10.47%, Total Trades 199, mathematical expectation 4.95
2) close behind red - Profit 710$, Relative DrawDown 10.47%, Total Trades 344, expected payoff 2.07
3) 2 closes after the red line - Profit $1,119, Relative DrawDown 9.17%, Total Trades 234, expected payoff 4.78
4) rollover + shares (limit of 10 orders) by OsMA at Close[1] behind the Lime line - Profit $3403, Relative DrawDown 45.10%, Total Trades 637, expected payoff 5.34
Perhaps, it would be more correct to divide the result N4 by the maximum number of permissible orders and then you will get nothing. ((
For variant 4) better to count as follows, translated into 1 lot: Profit 340$ DD 4.5%.
I wondered how much better an entry by intersection of three lines is than an entry by intersection of two outer lines. Since my testing results show different results on another computer, I have also recalculated variant 1). Results:
5a) variant 1 - Profit $135, Relative DrawDown 12%, Total Trades 199, mathematical expectation 0.68
5b) variant1, entry by crossing of two extreme lines (blue and green) - Profit 196$, Relative DrawDown 10.82%, Total Trades 249, Expectation 0.79
I.e. entry by two lines gives more profit, less drawdown, but increases the number of trades.