I'm looking for it. Look at p. 30-32 of the trailer - see my previous post, in de-ink - I'm looking for it programmatically... There's no other way.
I can't even see it... After all, the array
Mas_Outcome_of_transactions[]
contains the profit of Qnt trades?
And judging from the code:
for (f = 0.01; f<=1.0; f=f+0.01)//цикл перебора переменной f для поиска оптимального ее значения,при котором TWR-максимально
{
for ( orderIndex = 1;orderIndex<Qnt; orderIndex++) //при заданной f проходим по всем закрытым ордерам
{ // и считаем относительный конечный капитал (TWR)
TWR = TWR*(1+f*(-Mas_Outcome_of_transactions[orderIndex]/(D))); // TWR - это произведение всех HPR
}
if (TWR>TWR_Rez) {
TWR_Rez = TWR;
G=MathPow (TWR_Rez, 0.001988); // 1/503 сделки по данной торговой системе, как в книжке: в степени 1/N Print(" TWR = ",TWR_Rez," G = ",G, " при f = ", f);} // если текущий TWR > результирующего, elsebreak; // то результирующий делаем равным текущему, иначе переходим на след итерацию цикла по f
}
You're looking for TWR as the product of (1+f*(-Deal)/(D))... Where's the largest_loss?
And where do you find the maximal_profit? Oh... You are deliberately setting it yourself.
No - the biggest loss is in the report after testing including forward
After that we run the test again on the same period with the entered value of variable D in the external variables and count f in the de-item,
Then, knowing f, we calculate lots and place it on the demo account.
No - the biggest loss is in the report after testing including forward
After that we run the test again on the same period with the entered value of variable D in the external variables and count f in the de-item,
then, knowing f, count volumes of lots and put it on the demo account.
It's just a regular fit. Do you need it?
It's just a regular fit. Do you need it?
I would like to see trades on the owl demo with MM according to R. Vince's recommendations
I'm looking for it. Look at p. 30-32 of the trailer - see my previous post, in de-ink - I'm looking for it programmatically... There's no other way.
I can't even see it... After all, the array
contains the profit of Qnt trades?
And judging from the code:
You're looking for TWR as the product of (1+f*(-Deal)/(D))... Where's the largest_loss?
No - the biggest loss is in the report after testing including forward
After that we run the test again on the same period with the entered value of variable D in the external variables and count f in the de-item,
then, knowing f, calculate the volume of lots and put it on the demo account.
I can't even see it... After all, the array
contains the profit of Qnt trades?
And judging from the code:
You're looking for TWR as the product of (1+f*(-Transaction)/(D))... And where's the biggest_loss?
The array contains both profits and losses on completed transactions. I.e. both + and -. There is a loop through the history of transactions.
Everything is correct there.
Variable D is the value of the largest loss trade after the first test.
The array contains both profit and loss on completed transactions. I.e. both + and -.
This is correct there.
The D variable is the value of the largest losing trade after the first test.
I can't even see it... After all, the array
contains the profit of Qnt trades?
And judging from the code:
You're looking for TWR as the product of (1+f*(-Transaction)/(D))... And where's the largest_loss?
Filling the array in the loop with this
And this is both positive and negative...i.e. both profit and loss.
The array contains both profit and loss on completed transactions. I.e. both + and -. It also cycles through the history of the trades.
This is correct there.
The D variable is the value of the largest losing trade after the first test.
Variable D is the value of the largest loss trade in the last N trades
That's what I'm trying to tell you: