[Archive] Learn how to make money villagers! - page 653

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I don't know, I got it too wrong in the tester, that's why I'm testing on the Micro NDD center straight away, anyway after the demo I have to adjust it for real, so why waste my time on the demo?


Replaced by UT_FAST to ULTRA_TREND. Looks the same, but in the tester it works. Parameters:

I quickly sketched out an EA with a fixed stop and profit. This is what it looks like:

Strategy Tester: Pettifogging

Strategy Tester Report
Pettifogging
Alpari-Demo (Build 409)


SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2012.01.20 00:00 - 2012.02.03 23:00 (2012.01.20 - 2012.02.04)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersDELTA=400; Smooth=4; Degree=1; UFup=27; UFdown=4;
Bars in history1264Modelled ticks718349Simulation qualityn/a
Chart mismatch errors204
Initial deposit10000.00
Net profit6113.90Total profit6990.43Total loss-876.53
Profitability7.98Expected payoff277.90
Absolute drawdown170.94Maximum drawdown1460.21 (10.86%)Relative drawdown10.86% (1460.21)
Total trades22Short positions (% win)10 (90.00%)Long positions (% win)12 (100.00%)
Profitable trades (% of all)21 (95.45%)Loss trades (% of all)1 (4.55%)
Largestprofitable trade422.45losing transaction-876.53
Averageprofitable deal332.88losing trade-876.53
Maximumcontinuous wins (profit)11 (3445.35)Continuous losses (loss)1 (-876.53)
MaximumContinuous Profit (number of wins)3545.08 (10)Continuous loss (number of losses)-876.53 (1)

Averagecontinuous winnings11continuous loss

1


№TimeTypeOrderVolumePriceS / LT / PProfitBalance
12012.01.20 00:00sell10.771.296771.305221.29322
22012.01.20 10:49t/p10.771.293221.305221.29322273.3510273.35
32012.01.20 10:49sell20.791.292761.301211.28921
42012.01.20 15:30t/p20.791.289211.301211.28921280.4510553.80
52012.01.23 06:00buy30.821.289551.281101.29310
62012.01.23 10:17t/p30.821.293101.281101.29310291.1010844.90
72012.01.23 10:17buy40.841.293561.285111.29711
82012.01.23 12:51t/p40.841.297111.285111.29711298.2011143.10
92012.01.23 17:00sell50.851.303061.311511.29951
102012.01.24 04:48t/p50.851.299511.311511.29951300.0511443.15
112012.01.25 11:00sell60.881.303581.312031.30003
122012.01.25 11:40t/p60.881.300031.312031.30003312.4011755.55
132012.01.25 11:40sell70.901.299551.308001.29600
142012.01.25 13:42t/p70.901.296001.308001.29600319.5012075.05
152012.01.25 15:00buy80.931.295261.286811.29881
162012.01.25 19:27t/p80.931.298811.286811.29881330.1512405.20
172012.01.25 19:27buy90.951.299271.290821.30282
182012.01.25 19:32t/p90.951.302821.290821.30282337.2512742.45
192012.01.25 19:32buy100.981.303281.294831.30683
202012.01.25 20:02t/p100.981.306831.294831.30683347.9013090.35
212012.01.25 21:00sell111.001.308681.317131.30513
222012.01.25 21:06t/p111.001.305131.317131.30513355.0013445.35
232012.01.25 21:06sell121.031.304671.313121.30112
242012.01.26 08:37s/l121.031.313121.313121.30112-876.5312568.82
252012.01.26 08:37sell130.961.312691.321141.30914
262012.01.27 02:00t/p130.961.309141.321141.30914338.8812907.70
272012.01.27 21:00sell140.981.320861.329311.31731
282012.01.30 08:00t/p140.981.317311.329311.31731345.9413253.64
292012.01.30 15:00buy151.011.311741.303291.31529
302012.01.31 02:38t/p151.011.315291.303291.31529356.8313610.47
312012.01.31 19:00buy161.041.305651.297201.30920
322012.02.01 11:00t/p161.041.309201.297201.30920367.4313977.90
332012.02.01 11:00buy171.071.309691.301241.31324
342012.02.01 11:45t/p171.071.313241.301241.31324379.8514357.75
352012.02.01 11:45buy181.091.313721.305271.31727
362012.02.01 14:32t/p181.091.317271.305271.31727386.9514744.71
372012.02.01 17:00sell191.121.316671.325121.31312
382012.02.02 11:05t/p191.121.313121.325121.31312390.8815135.59
392012.02.03 08:00buy201.151.314231.305781.31778
402012.02.03 12:16t/p201.151.317781.305781.31778408.2515543.84
412012.02.03 17:00buy211.191.310391.301941.31394
422012.02.03 19:42t/p211.191.313941.301941.31394422.4515966.29
432012.02.03 19:42buy221.211.314391.305941.31794
442012.02.03 23:59close at stop221.211.315611.305941.31794147.6216113.91
 
7Konstantin7:

the initial deposit is too big so it's not worth the risk(

Thank you. I guess. Real tics reveal strategy weaknesses better than tester pseudotics.
 
Sepulca:


Replaced UT_FAST with ULTRA_TREND. Looks the same, but in the tester it works. Parameters:

I quickly sketched out an EA with a fixed stop and profit. This is what it looks like:

Strategy Tester: Pettifogging
Strategy Tester Report
Pettifogging
Alpari-Demo (Build 409)


SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2012.01.20 00:00 - 2012.02.03 23:00 (2012.01.20 - 2012.02.04)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersDELTA=400; Smooth=4; Degree=1; UFup=27; UFdown=4;
Bars in history1264Modelled ticks718349Simulation qualityn/a
Chart mismatch errors204
Initial deposit10000.00
Net profit6113.90Total profit6990.43Total loss-876.53
Profitability7.98Expected payoff277.90
Absolute drawdown170.94Maximum drawdown1460.21 (10.86%)Relative drawdown10.86% (1460.21)
Total trades22Short positions (% win)10 (90.00%)Long positions (% win)12 (100.00%)
Profitable trades (% of all)21 (95.45%)Loss trades (% of all)1 (4.55%)
Largestprofitable trade422.45losing transaction-876.53
Averageprofitable deal332.88losing trade-876.53
Maximumcontinuous wins (profit)11 (3445.35)Continuous losses (loss)1 (-876.53)
MaximumContinuous Profit (number of wins)3545.08 (10)Continuous loss (number of losses)-876.53 (1)
Averagecontinuous winnings11continuous loss

1


№TimeTypeOrderVolumePriceS / LT / PProfitBalance
12012.01.20 00:00sell10.771.296771.305221.29322
22012.01.20 10:49t/p10.771.293221.305221.29322273.3510273.35
32012.01.20 10:49sell20.791.292761.301211.28921
42012.01.20 15:30t/p20.791.289211.301211.28921280.4510553.80
52012.01.23 06:00buy30.821.289551.281101.29310
62012.01.23 10:17t/p30.821.293101.281101.29310291.1010844.90
72012.01.23 10:17buy40.841.293561.285111.29711
82012.01.23 12:51t/p40.841.297111.285111.29711298.2011143.10
92012.01.23 17:00sell50.851.303061.311511.29951
102012.01.24 04:48t/p50.851.299511.311511.29951300.0511443.15
112012.01.25 11:00sell60.881.303581.312031.30003
122012.01.25 11:40t/p60.881.300031.312031.30003312.4011755.55
132012.01.25 11:40sell70.901.299551.308001.29600
142012.01.25 13:42t/p70.901.296001.308001.29600319.5012075.05
152012.01.25 15:00buy80.931.295261.286811.29881
162012.01.25 19:27t/p80.931.298811.286811.29881330.1512405.20
172012.01.25 19:27buy90.951.299271.290821.30282
182012.01.25 19:32t/p90.951.302821.290821.30282337.2512742.45
192012.01.25 19:32buy100.981.303281.294831.30683
202012.01.25 20:02t/p100.981.306831.294831.30683347.9013090.35
212012.01.25 21:00sell111.001.308681.317131.30513
222012.01.25 21:06t/p111.001.305131.317131.30513355.0013445.35
232012.01.25 21:06sell121.031.304671.313121.30112
242012.01.26 08:37s/l121.031.313121.313121.30112-876.5312568.82
252012.01.26 08:37sell130.961.312691.321141.30914
262012.01.27 02:00t/p130.961.309141.321141.30914338.8812907.70
272012.01.27 21:00sell140.981.320861.329311.31731
282012.01.30 08:00t/p140.981.317311.329311.31731345.9413253.64
292012.01.30 15:00buy151.011.311741.303291.31529
302012.01.31 02:38t/p151.011.315291.303291.31529356.8313610.47
312012.01.31 19:00buy161.041.305651.297201.30920
322012.02.01 11:00t/p161.041.309201.297201.30920367.4313977.90
332012.02.01 11:00buy171.071.309691.301241.31324
342012.02.01 11:45t/p171.071.313241.301241.31324379.8514357.75
352012.02.01 11:45buy181.091.313721.305271.31727
362012.02.01 14:32t/p181.091.317271.305271.31727386.9514744.71
372012.02.01 17:00sell191.121.316671.325121.31312
382012.02.02 11:05t/p191.121.313121.325121.31312390.8815135.59
392012.02.03 08:00buy201.151.314231.305781.31778
402012.02.03 12:16t/p201.151.317781.305781.31778408.2515543.84
412012.02.03 17:00buy211.191.310391.301941.31394
422012.02.03 19:42t/p211.191.313941.301941.31394422.4515966.29
432012.02.03 19:42buy221.211.314391.305941.31794
442012.02.03 23:59close at stop221.211.315611.305941.31794147.6216113.91
Where is this one - ULTRA_TREND?
 

That's what I mean ...))) I have for the same period on forex4u, UT_FAST in stochastic mode, without initial take and stop, but with trailing from the moment the lines on the indicator are crossed.


Files:
strategytester.zip  18 kb
 
Roman.:
Where is this one - ULTRA_TREND?


I don't have source code. I downloaded ULTRA_TREND.EX4 from Internet, I don't remember where. Attached below.

It didn't stick(( . Then here: http: //depositfiles.com/files/bkxjrsk7w

 

Learn, villagers) The man has been making stools for 20 years... with no hands.

And we still can't rivet some Ilan here).

>
 

Ilanit :D I can smell it)

 

Strange as it may seem - there is a mathematical model for the forex market after all.

In this regard, there should be only two parameters for an Expert Advisor - how much money you deposited and how much time you are willing to lose!

And the best part - the remainder - the profit!

There's no need to fine-tune the Expert Advisor by optimizing its parameters. Everything is perfectly calculated using the command:

Параметр советника=ФУНКЦИЯ(MarketInfo(Инструмент,MODE_наименование параметра));
 

There are complex functions that can only be calculated graphically, i.e. based on Demand/Supply (a simple parameter enumeration). In our case, how much is being bought and how much is being sold. This too can be found.

The timeframe does not play a role, as there is a maximum and minimum price of a quote per its bar!!!!!

The tester's modelling quality is not relevant, due to the lack of parameters!!!!!

GRAAL GOVERNMENT !!!! GRAAL READY !!!! GRAAL READY !!!! GRAAL READY !!!! GRAAL READY !!!!GRAAL GOVERNMENT !!!! GRAAL GOVERNMENT !!!!

Strategy options no longer available

 
new-rena:

Strange as it may seem - there is a mathematical model for the forex market after all.

In this regard, there should only be two parameters for an EA - how much money you have deposited and how much time you are willing to lose!


Everything is brilliantly simple
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