[Archive] Learn how to make money villagers! - page 689
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In fact, you can write your own complex procedure and call it in any council as a function to read all the required parameters and output them to the log or file, whichever is more convenient.
In essence, you will have your own tester, but it will be valid, not just from scratch, like in MT.
Same thing. Remember how you said the drawdown was -7000? And it's only 906.71 on the report.
So there seems to be no point in fitting Ilan in the tester. Or we should use another method of testing.
I will insert my five cents:
1. It is necessary that each starting lot (i.e. when OrdersTotal()=0) constitutes a certain part of AccountBalance(), so that there is always a balance between the drawdown and the pack of open positions
2. in the general variables, create a variable fixing the maximal relative drawdown (absolute drawdown doesn't matter, because the fund balance increases) - for example, let's call it double MaxPercentDown=0;
3. In Start() we can create double Down=100*(AccountBalance()-AccountEquity())/AccountBalance() ; //i.e. if there is no drawdown, Down will be <= 0
4. Again in Start(): if( MaxPercentDown<Down) MaxPercentDown=NormalizeDouble(Down,1); // I think accuracy of 0.1% is enough
5. In the deinit() function set:
string=StringConcatenate("Maximum relative drawdown: ", MaxPercentDown,"%");
Alert(str);
6. at the end of testing (even without visualization) read the last line of the log. That's all!
SZY in visualization mode (even at the fastest pace) will catch max drawdown even between trades, which tester will not do.
I'll give you my five cents:
That's right. This is an implementation that is more convenient and easier to understand. But the principle is the same. For me, two parameters are the most important at the moment.
1. Maximum drawdown of equity in absolute terms.
2. Maximum drawdown/equity ratio in percentage terms.
PS: By the way, the 1st point does not refer to readings, it is a specific method of MM implementation for the monkey.
PS: By the way, the 1st point of the above does not refer to the readings, but is a specific method of MM implementation for the monkey.
This is very important for the tester, because if the lot is left constant, then it may happen that the balance, for example, will increase by 3 times and in a more unfavourable situation the deposit will withstand a larger number of turns, which is not good in testing (or you should put a limit on the number of rollovers).
This is also the reason why the relative drawdown is interesting
Which means the following:?
Theprofit factor is the ratio of total profit of all profitable trades to the total loss of all losing trades.
It makes sense only when calculating the total profit (loss) with reinvestment.
When these values are calculated without reinvestment, it is nothing more than (average profit trade*number of profitable trades)/(average losing trade*number of losing trades).
Theprofit factor is the ratio of total profit from all profitable trades to total loss from all losing trades.
It makes sense only when calculating the total profit (loss) with reinvestment.
When these values are calculated without reinvestment, it is nothing else than (average profitable trade*number of profitable trades)/(average losing trade*number of losing trades).
This is very important for a tester, because if the lot is left constant, for example, the balance may increase by 3 times and in a more unfavourable situation the deposit will withstand more rolls, which is not good for testing (or a limit on the number of rolls should be set).
This is also the reason why the relative drawdown is interesting
So here you go, villagers, take note, the Maximal Drowdown on the report does not at all indicate actual drawdown!
Take a look at the report above. The maximal drawdown value is 217.20, but the real one was about 40% of the dept! That's how naughty monkeys are)
Well, it's not the monkeys' fault if the tester doesn't accurately calculate the maximum drawdown. You can calculate it accurately in the EA, poetically.