What is the optimum depth of history for identifying a useful signal? - page 7
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
A few hundred. This is in case anyone is thinking of trading on the weekly signals on a weekly basis (a bit of a tricky solution, I think).
1. We cannot find a stable TS on the minute signals because the market may change unpredictably;
2 Optimal TF - D1 with an analysis of at least 1 year (so far I have T = 268 trading days);
3. On smaller TF and in a short period of analysis you will face the unpredictability of the casino.
1. You cannot find a stable TS on minutes, because, operationally, the market can change unpredictably;
2) Optimal TF - D1 with analysis of at least 1 year (so far I have T = 268 trading days);
3. On smaller TF and in a short period of analysis you will face the unpredictability of the casino.
3. on smaller TFs and in a short analysis you will face the unpredictability of the casino.
Who's asking you to take short cuts?
That's what I'm talking about: how short is NOT short.
Strategy Tester Report
1
(Build 765)
Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 1999.01.04 10:20 - 2015.01.29 20:10 (1999.01.01 - 2016.05.01)
Model
All ticks (most accurate method based on all smallest available timeframes)
Parameters
Bars in history
1187975
Modelled ticks
100323071
Modeling quality
25.00%
Chart mismatch errors
0
Initial deposit
10.00
Spread
Current (1)
Net profit
5768.75
Total Profit
10196.79
Total loss
-4428.03
Profitability
2.30
Expected payoff
4.74
Absolute drawdown
3.00
Maximum drawdown
72.36 (1.89%)
Relative drawdown
43.14% (17.73)
Total trades
1216
Short positions (% win)
608 (53.62%)
Long positions (% win)
608 (57.40%)
Profitable trades (% of all)
675 (55.51%)
Loss trades (% of all)
541 (44.49%)
Largest
profitable trade
49.90
losing deal
-35.88
Average
profitable deal
15.11
losing trade
-8.18
Maximum number
continuous wins (profit)
8 (105.69)
continuous losses (loss)
7 (-59.40)
Maximum
continuous profits (number of wins)
254.48 (6)
Continuous loss (number of losses)
-85.73 (6)
Average
continuous winnings
2
Continuous loss
2
I'm sorry it's such a big picture ...Just look at ...Only went 0.01 lots ...Moreover I will say it's only been tested since 1999, only the first 3 months of each year .
I put it up just to hear people's opinions on the system...
StrategyTester Report
1
(Build 765)
Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2015.01.02 09:00 - 2015.01.29 20:25 (2015.01.01 - 2016.05.01)
Model
All ticks (most accurate method based on all smallest available timeframes)
Parameters
Bars in history
6418
Modelled ticks
535980
Quality simulation
n/a
Errors mismatch graphs
429
Initial deposit
50.00
Spread
Current (1)
Net profit
82.62
Total profit
189.08
Total loss
-106.46
Profitability
1.78
Expectedpayoff
3.44
Absolute drawdown
12.17
Maximum drawdown
77.60 (67.23%)
Relative draw down
67.23% (77.60)
Total trades
24
Short positions (% of winners)
12 (91.67%)
Long positions (% of winners)
12 (16.67%)
Profitable trades (% of all)
13 (54.17%)
Loss trades (% of all)
11 (45.83%)
Largest
profitable trade
27.32
losing deal
-28.71
Average
profitable deal
14.54
losing trade
-9.68
Maximum number
continuous wins (profit)
4 (60.57)
continuous losses (loss)
2 (-28.37)
Maximum
continuous profits (number of wins)
60.57 (4)
Continuous loss (number of losses)
-28.71 (1)
Average
continuous winnings
2
Continuous loss
1
I want to note that each transaction has a stop loss and take profit and take profit at least 1.5 times the stop loss, and they are not fantastic stops no more than 100 pips ... are always used the same method ... The only thing that is optimized is the stop and take ... if anyone has code pieces for automatic selection of stop and take (happy to help) .
not a single year in the test since 1999 the system has not closed at a loss
optimizing only 2 parameters ...stop and take...nothing else ...the principle of trade is unchanged
i just have to make take and stop wholesale because i don't have a code for automatic selection, say on the basis of some principle