A Strategy Tester Report 2016 - MQL4 and MetaTrader 4

Vladislav Soliev 2012.10.20 13:37 #1241

Roman.:

Its working parameters, revealed by experiment + see Avalanche branch:

For Eurobucks: 200-300 pts to 500-700 pts

For Yen pairs: 300-400 to 1200-1300

For Metals - also around this range.

In general, you need to pick up...

I have the following!

Strategy Tester Report

ILAN_OSMA_2012_NEW

WForex-Server (Build 438)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2012.08.01 00:00 - 2012.10.19 23:45 (2012.08.01 - 2012.10.21)
Model		All ticks (most accurate method based on all smallest available timeframes)
Parameters		A0="MM Parameters"; Lots=0.01; MaxRisk=10; MaxLoss=90; Period_ATR=45; Mul_TP=0.09; Mul_Sl=0.09; Max_Iteration=36; VAR_MM=1; LotExponent=4; A2="Timeframe, running time and technical indicators parameters"; s_signal_period=15; Filter.Hour=0; Start=12; End=16; Fast=12; Slow=26; Signal=9; MagicNumber=1;

Bars in history	6568	Modelled ticks	487844	Simulation quality	n/a
Chart mismatch errors	120

Initial deposit	500.00
Net profit	278.86	Total profit	550.35	Total loss	-271.49
Profitability	2.03	Expected payoff	1.40
Absolute drawdown	119.79	Maximum drawdown	230.85 (37.78%)	Relative drawdown	37.78% (230.85)

Total trades	199	Short positions (% win)	106 (80.19%)	Long positions (% win)	93 (82.80%)
		Profitable trades (% of all)	162 (81.41%)	Loss trades (% of all)	37 (18.59%)
Largest		profitable trade	99.20	losing deal	-78.85
Average		profitable deal	3.40	Deal loss	-7.34
Maximum number		continuous wins (profit)	28 (112.43)	Continuous losses (loss)	3 (-89.66)
Maximum		continuous profits (number of wins)	112.43 (28)	Continuous loss (number of losses)	-89.66 (3)
Average		continuous winnings	8	Continuous loss	2

Lot multiplication should be 4 or more! There is less risk of going into a drawdown undercutting it on the root!!!

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Роман 2012.10.20 13:46 #1242

vladds:

I have the following!

Strategy Tester Report

ILAN_OSMA_2012_NEW

WForex-Server (Build 438)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2012.08.01 00:00 - 2012.10.19 23:45 (2012.08.01 - 2012.10.21)
Model		All ticks (most accurate method based on all smallest available timeframes)
Parameters		A0="MM Parameters"; Lots=0.01; MaxRisk=10; MaxLoss=90; Period_ATR=45; Mul_TP=0.09; Mul_Sl=0.09; Max_Iteration=36; VAR_MM=1; LotExponent=4; A2="Timeframe, running time and technical indicators parameters"; s_signal_period=15; Filter.Hour=0; Start=12; End=16; Fast=12; Slow=26; Signal=9; MagicNumber=1;

Bars in history	6568	Modelled ticks	487844	Simulation quality	n/a
Chart mismatch errors	120

Initial deposit	500.00
Net profit	278.86	Total profit	550.35	Total loss	-271.49
Profitability	2.03	Expected payoff	1.40
Absolute drawdown	119.79	Maximum drawdown	230.85 (37.78%)	Relative drawdown	37.78% (230.85)

Total trades	199	Short positions (% win)	106 (80.19%)	Long positions (% win)	93 (82.80%)
		Profitable trades (% of all)	162 (81.41%)	Loss trades (% of all)	37 (18.59%)
Largest		profitable trade	99.20	losing deal	-78.85
Average		profitable deal	3.40	Deal loss	-7.34
Maximum number		continuous wins (profit)	28 (112.43)	Continuous losses (loss)	3 (-89.66)
Maximum		continuous profits (number of wins)	112.43 (28)	Continuous loss (number of losses)	-89.66 (3)
Average		continuous winnings	8	Continuous loss	2

Get rid of chart mismatch errors. Is it a 4 sign?

With VAR_MM=1 - this means averaging is by option // 1 - by Ilan according to LotExponent, and LotExponent=4 - some wild figure altogether! :-)

Usually 1 to 2 (2 is classic martin) or up to 3.

On the unequal probability [Archive] Learn how to Damned Martin

Vladislav Soliev 2012.10.20 13:51 #1243

And as always! Why only one-way trading? Have you forgotten that two-way trading has no effect on the deposit! and improves efficiency!

I want to check how it will work with a stop loss! i.e. a regular one!

EURUSD - Trends, Forecasts Errors, bugs, questions Requests & Ideas

Vladislav Soliev 2012.10.20 13:56 #1244

Roman.:

Get rid of chart mismatch errors. Is it a 4 digit?

With VAR_MM=1 - this means that averaging takes place according to option // 1 - according to Ilan according to LotExponent, and LotExponent=4 - some wild figure altogether! :-)

Usually 1 to 2 (2 is classic martin) or up to 3.

yes errors don't matter here! the point is working! averaging is just the thing! but multiplying is a must! IMHO! this way we immediately remove the risk of continuing loss-making positions!

Vladislav Soliev 2012.10.20 14:14 #1245

Why does changing the mm parameter to something else (0-4) other than 1 have such a big impact on the result (not for the better!)

Роман 2012.10.20 14:20 #1246

vladds:

1. and as always! why only one-way trading? haven't you forgotten that two-way trading has no effect on the deposit! and improves efficiency!

i want to check how it will work with a stop loss!

1. No. I have not. Because I was doing a variant with a preemptive on the implementation for Market Five!!! :-) And on MT5 and mcl5 - NETTING (one-way trading) - rules! :-)

2. Stop-loss is the size of the deposit, no such schemes, such as if you have reached the maximum number of averages (parameter Max_Iteration), then take a drawdown and start again the minimum taking a loss and having a trough on the chart of returns - it is not for me! (there, by the way, this variant has not been implemented yet ... :-), although the purpose of this parameter Max_Iteration is exactly the same - limitation of averaging and taking a loss). I am cutting my losses to the bone! And I do not accept any compromises on this subject! :-)

In each trade, the risk of the whole trade, i.e. either to bring it to a given level of profit (by adding or averaging with increased volumes, or to take out the deposit, as they say: "There is no third option").

Hedge saved you, who Why do signal and Errors, bugs, questions

Роман 2012.10.20 14:23 #1247

vladds:
and such a question!? why changing the parameter mm to other(0-4) besides 1 affects the result so much(not for the better!)

You just don't know how to pick the right averages for any given instrument yet... :-)

Take your pick:

extern int VAR_MM = 0;            // используемый вариант MM в соотв-ии:
                                  // 0 = множитель с числами ФИБО; 
                                  // 1 - по Илану в соответствие с LotExponent 
                                  // 2 - классический мартин - удвоение предыдущего объема
                                  // 3 - множитель по арифметической прогрессии 
                                  // 4 - мартин по схеме домножения предпредыдущего объёма на 2, т.е. 1,2,3,4,6,8,12,16,24,32
extern double LotExponent = 1.1;  // на сколько умножать стартовый лот при очередном усреднении (классический Илан)

Vladislav Soliev 2012.10.20 16:03 #1248

Roman.:

You just don't know how to pick the right averages for any given instrument yet... :-)

Take your pick:

You've got a big mistake and it beats a lot!!! The signals are wrong! Unfortunately, it's true. When you get a sell signal, you have to buy, in fact! Orders have to be reversed! It's a fact!

Vladislav Soliev 2012.10.20 16:20 #1249

Roman.:

1. No. I haven't. Because I was doing a preemptive option on the implementation for Market Five!!! :-) And on MT5 and mcl5 - NETTING (one-way trading) - rules! :-)

I'll do it like I did it before! ;) I will change the one 1 and the other 2 magiks, put them on two different charts and trade both ways! I'll do it again! Just because my brokerage company doesn't support 5-symbols yet and the two-sided ilan is really necessary!

Indicators: MA Cross Alert [Archive] Learn how to [Archive!] Any rookie question,

[Deleted] 2012.10.20 17:06 #1250

Have you tried buying very cheaply? And (as a last resort) sell what you buy to those who buy cheap.

learn how to earn money villagers [Episode 2] ! - page 125