[Archive] Learn how to make money villagers! - page 806

 
vladds:

Tick chart is bad for testing! Here is on the open!

Strategy Tester Report
vse_dlya_sela_J_OsMA_kh
WForex-Server (Build 418)


SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2012.01.02 00:00 - 2012.03.28 23:59 (2012.01.01 - 2012.03.29)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)
ParametersFast=11; Slow=35; Signal=25; LotExponent=1.6; slip=30; Lots=0.1; lotdecimal=2; TakeProfit=10; Pipstep=2; PipStepExponent=1; Quant="Pitch Change Mode On/Off. TRUE enabled"; QuantumStep=true; StartStepExpSrting="After which knee the step starts to increase by PipStepExponent"; StartStepExp=1; MagicNumber=133; MaxTrades=100;
Bars in history7042Modelled ticks13081Modeling qualityn/a
Chart mismatch errors0
Initial deposit10000.00
Net profit2857.46Total profit4151.45Total loss-1293.98
Profitability3.21Expected payoff12.70
Absolute drawdown189.69Maximum drawdown936.12 (8.38%)Relative drawdown8.38% (936.12)
Total trades225Short positions (% win)115 (85.22%)Long positions (% win)110 (85.45%)
Profitable trades (% of all)192 (85.33%)Loss trades (% of all)33 (14.67%)
Largestprofitable trade442.20losing transaction-205.60
Averageprofitable deal21.62Deal loss-39.21
Maximum numbercontinuous wins (profit)35 (396.12)Continuous losses (loss)2 (-387.36)
MaximumContinuous Profit (number of wins)554.82 (5)Continuous loss (number of losses)-387.36 (2)
Averagecontinuous winnings7Continuous loss1
It MUST be on all ticks on M1, otherwise the result will not be correct.
 
Roman.:

Trading on this demo is ongoing:

To add to the owls from the trailer of my previous page to this trailer there are two owls - Funtbucks on M5 (it was at the start of this account with 25 000 rub) + the second Ilan 1.5 on audibucks on M1 (he came to trade with the DEP of about 300 000), but in this case was removed owls from the trailer of the previous page, because.because the limitation on the maximum volume of positions in the market on the instrument in a micro Alps is 5 lots - it is VERY small for two owls, and there is one owl (see this trailer on the poundabax M5) - have to help out averaging orders on evrobax - manually averaging.


and why m5! if m15 is more reliable i would say!
 
vladds:

And why the m 5! if the m 15 is more reliable I'd say!
I haven't investigated this issue on these owls yet. Try it out, then share your results and settings!
 
Roman.:
I have not yet investigated this question on these owls. Try it, then share your results and settings!


here is your first study!

the multicurrency pairs are the same and if the market moves, the failure in both currencies is twice as big!

Do you think it is easier to choose the Eurobucks and give it a double lot?

 
vladds:


here is your first study!

the multicurrency pairs are the same and if the market has a move, the failure in both currencies is twice as big!

Do you think it is easier to choose the Eurobucks and give it a doubled lot?

I wouldn't rule it out...

It's just that as long as I've got my sights set on it... keep hitting.

 

By the way! As always, the Expert Advisor works only on the ruble account on the cent account, but it immediately violated the logic of parameters, I know how to set them, but the error error Eror 131 is the most common in ops!

 
Roman.:
You have to use all ticks on M1, otherwise the result will not be correct.


If you put a signal to the top on the 1 minute, the takeoff was 10 points (not 22, like in the set file)

And further we continue to fall, building up positions! and drawdown and sit without new deposits!

At the same time, there are more false signals on the m1 than on the m15! :)

 
SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2012.03.01 00:00 - 2012.03.30 07:27 (2012.03.01 - 2012.03.31)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)
ParametersFast=11; Slow=35; Signal=25; LotExponent=1.4; slip=3; Lots=0.01; lotdecimal=2; TakeProfit=22; Pipstep=19; PipStepExponent=1; Quant="Pitch Change Mode On/Off. TRUE enabled"; QuantumStep=true; StartStepExpSrting="After which knee the step starts to increase by PipStepExponent"; StartStepExp=1; MagicNumber=133; MaxTrades=100;
Bars in history29913Modelled ticks57741Modeling qualityn/a
Chart mismatch errors0
Initial deposit500.00
Net profit257.29Total profit332.66Total loss-75.36
Profitability4.41Expected payoff3.22
Absolute drawdown64.35Maximum drawdown83.72 (16.12%)Relative drawdown16.12% (83.72)
Total trades80Short positions (% win)34 (73.53%)Long positions (% win)46 (73.91%)
Profitable trades (% of all)59 (73.75%)Loss trades (% of all)21 (26.25%)
Largestprofitable trade33.00losing transaction-7.96
Averageprofitable deal5.64losing trade-3.59
Maximum numbercontinuous wins (profit)10 (52.17)Continuous losses (loss)3 (-17.75)
MaximumContinuous Profit (number of wins)52.70 (3)Continuous loss (number of losses)-17.75 (3)
Averagecontinuous winnings5Continuous loss2

here's the top report for the minutes parameters are the same

at the bottom 15 minutes!

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2012.03.01 00:00 - 2012.03.30 07:29 (2012.03.01 - 2012.03.31)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)
ParametersFast=11; Slow=35; Signal=25; LotExponent=1.4; slip=3; Lots=0.01; lotdecimal=2; TakeProfit=22; Pipstep=19; PipStepExponent=1; Quant="Pitch Change Mode On/Off. TRUE enabled"; QuantumStep=true; StartStepExpSrting="After which knee the step starts to increase by PipStepExponent"; StartStepExp=1; MagicNumber=133; MaxTrades=100;
Bars in history3038Modelled ticks5076Modeling qualityn/a
Chart mismatch errors0
Initial deposit500.00
Net profit93.58Total profit138.60Total loss-45.01
Profitability3.08Expected payoff2.46
Absolute drawdown113.90Maximum drawdown116.90 (23.24%)Relative drawdown23.24% (116.90)
Total trades38Short positions (% win)20 (80.00%)Long positions (% win)18 (66.67%)
Profitable trades (% of all)28 (73.68%)Loss trades (% of all)10 (26.32%)
Largestprofitable trade35.14losing transaction-11.00
Averageprofitable deal4.95Deal loss-4.50
Maximum numbercontinuous wins (profit)9 (27.11)Continuous losses (loss)3 (-20.75)
MaximumContinuous Profit (number of wins)47.74 (4)Continuous loss (number of losses)-20.75 (3)
Averagecontinuous winnings5Continuous loss2

and here's one with my settings!

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2012.03.01 00:00 - 2012.03.30 07:44 (2012.03.01 - 2012.03.31)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)
ParametersFast=11; Slow=35; Signal=25; LotExponent=1.6; slip=3; Lots=0.1; lotdecimal=2; TakeProfit=10; Pipstep=19; PipStepExponent=1; Quant="Pitch Change Mode On/Off. TRUE enabled"; QuantumStep=true; StartStepExpSrting="After which knee the step starts to increase by PipStepExponent"; StartStepExp=1; MagicNumber=133; MaxTrades=100;
Bars in history3039Modelled ticks5078Modeling qualityn/a
Chart mismatch errors0
Initial deposit500.00
Net profit597.94Total profit912.27Total loss-314.33
Profitability2.90Expected payoff10.13
Absolute drawdown76.61Maximum drawdown228.58 (22.49%)Relative drawdown33.28% (225.15)
Total trades59Short positions (% win)32 (78.13%)Long positions (% win)27 (81.48%)
Profitable trades (% of all)47 (79.66%)Loss trades (% of all)12 (20.34%)
Largestprofitable trade111.80losing deal-91.29
Averageprofitable deal19.41losing trade-26.19
Maximum numbercontinuous wins (profit)11 (187.54)Continuous losses (loss)2 (-36.43)
MaximumContinuous Profit (number of wins)187.54 (11)Continuous loss (number of losses)-91.29 (1)
Averagecontinuous winnings5Continuous loss1
 
vladds:

By the way! As always, the Expert Advisor works only on the ruble account on the cent account, but it immediately violated the logic of parameters, I know how to set them, but the error error Eror 131 is the most common in the scopes!


I don't know Vlad, I've never seen anything like this before.
 

Here's a tool for making VOLUME reports on many instruments, although the information is already on closed positions, i.e. BALANCE, not equity, but still, IMHO - useful for assessing portfolios, especially for ILANOPORTFULS! :-)

You load the reports via file/open, then via merge reporters - merge:

And consider portfolio options for UN-REAL-TOURNAMENTA!

There earlier in the branch - considered... Archive 11 MB - does not fit here. Files.mail - something does not work with them yet.

Search yourself - put it to you, the name of the program: reportmanager_1.1.0

Reason: