[Archive] Learn how to make money villagers! - page 762
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Surprised, but does it seem to be working?) Let's keep looking.
Surprised, but does it seem to be working?) Let's keep looking.
Are there any needles on the real account? Or they are present in the Strategy Tester but the scale does not allow seeing them?
I haven't had a single loss so far)
Don't forget that we trade two pairs, and more often than not one closes with a loss and the other covers it with a gain. The deals are made in pairs.
However, drawdowns happen, and they can be significant. "The chart becomes smooth in a sufficient period of time.
For example, here is the chart of the smooth report in the tester for the first week. There are 508 trades in total. (there are 254 pair entries).
It is easy to notice that the same "needles" of paired trades are also present (displayed as equity). But here, when a real elk appears, it will bite off a bigger amount of money)
It is important that the mooses occur much less frequently than the profits, which makes the chart look smoother afterwards)
Since 2011 there have been about 30000 trades in the whole report.
I haven't had a single loss so far)
Don't forget that we trade two pairs, and more often than not one closes with a loss and the other covers it with a gain. The deals are made in pairs.
However, drawdowns happen, and they can be significant. "The chart becomes smooth in a sufficient period of time.
For example, here is the chart of the smooth report in the tester for the first week. There are 368 trades in total. (there are 184 pair entries).
It is easy to notice that the same "needles" of paired trades are also present (displayed as equity). But here, when the real elk appears, it will bite off a bigger amount of money)
It is important that the mooses occur much less frequently than the profits, which makes the chart look smoother afterwards)
Since 2011 the entire report has contained about 30 000 trades.
I see.
If the basic know-how is "if the equity drawdown is greater than or equal to a given drawdown, then close everything at a loss, and if less, then keep increasing the risk", then it is not know-how. It is an "under-knowledge". Because the question immediately arises about the level of total drawdown, which must be closed. This level will always be floating, because markets change. So in the end it is a half-measure based on over sitting with averaging anyway.
I thought something more interesting was coming up at the level of managing the number of orders in both directions.
I see.
If the basic know-how is "if the equity drawdown is greater than or equal to a given drawdown, then close everything at a loss, and if less, then keep increasing the risk", then it's not know-how. It is an "under-knowledge". Because the question immediately arises about the level of total drawdown, which must be closed. This level will always be floating, because markets change. So in the end this is a half-measure that is still based on over sitting with averaging.
I thought it would be more interesting to manage the number of orders exactly in both directions.
There is no averaging and over-simulation) Constant lot. The acceptable drawdown level is calculated and strictly limited. Trading is performed to both sides. It works without indicators at any timeframe.
I just filtered it with an indicator, as the chart is getting smoother, more beautiful.
The previous version with llan is a separate project with its own know-how) It already had martin, although the drawdown is also strictly limited.
There is no averaging or over sitting) The level of acceptable drawdown is calculated and strictly limited.
How is it calculated? Optimisation is not used, is it?
Does it really have to be optimised for that?)
Not necessarily. But judging by the picture its value is fixed for any balance level. And if at the very beginning of the tests not only one closing of both orders but two or three in a row had happened, the initial deposit would have been lost. I.e. I have a feeling that the maximal drawdown is calculated in absolute values, not in percents. That is why I am interested in how it is found.
The report shows the maximum drawdown, i.e. you can see what the maximum amount of the "dead loss" was throughout the history)
Of course, we take the initial deposit with the reserve, taking this index into account. And as soon as the initial funds are slightly increased, the risk of total loss begins to approach zero.
The maximum drawdown is shown on the report, i.e. you can see what the maximum drawdown was throughout the story)