For those who are convinced that all EAs with a martin are losing out. - page 19
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I will express my opinion: this is not entirely true. With properly chosen parameters and sufficient account size the Expert Advisor can overcome in principle any drawdown and can even get an increased profit in such cases (after all, the size of compensating trades increases, and with it the possible profit). The difficulty is to determine the universal parameters.
Can we see the equity? The balance graph doesn't tell you much. I'm sure the equity level is pecking away at just under the "critical value".
according to the author, the drawdown is not more than 50%
If you try to use martin under any sauce, you will at most take your own.
this is only true in real conditions when the deposit size and trade size are finite. but if theoretically, it's a 100% winning strategy.
You will have to trade practically.
I couldn't agree more
Can we see the equity? The balance graph doesn't tell you much. I'm sure the equity level is pecking away at just about the "critical value".
And it wasn't about the steps, it was about the amount of no-backlash that the owl is able to overcome. So this value is inversely proportional to its profitability.
1.The tester does not present such a possibility.
2. If there is a sideways trend, the profit is very small, because the total lot of positions to be closed is small. The total lot of positions to be closed becomes larger in case of a flat trend. If you do not understand this, then I am powerless).
I think I've answered your question quite well. As for experiments, leave it to me to decide when and how to do them. I have done a lot of them since 2006. One thing I can say is that I don't put any expert on the real without checking what you are talking about.
Still, I hope that in the near future you will let us know about the results of my proposed emulations of the forward tests.
Still, I hope that in the near future you will let us know about the results of my proposed emulation of the forward tests.
the best test is live trading. the best test is live trading.
the best test is live trading.
there's a point? you can fit anything to a forward position. and this expo is no exception.
the best test is live trading.
That's what's going up at the link is most likely back-testing. And real-time trading is essentially the same as forward testing: quotes as they come out - immediately became history. Moreover, it is impossible to select the correct parameters for this new history. Hence, these are the bottom losing charts.
Still, I hope you will let us know in the near future about the results of my proposed forward test emulations.
If that's the way you want it. Here is a test of an EA whose parameters were determined as a result of optimisation on the interval 01.01.2007 - 01.01.2009