From theory to practice - page 158

 
Alexander_K2:
Have you done this yet? Genius!

I've had this for years ))
 

Forum on trading, automated trading systems and testing trading strategies

From Theory to Practice

Alexander_K2, 2018.01.24 20:53

And yes - I will not abandon the above algorithm even under torture. I just need to improve it a little.

On Jena, one of the energy accumulation patterns worked beautifully for me. It went off like a shotgun :). And on the yen too.

What is your sample volume for GBPJPY ,GBPCHF, GBPUSD ,USDCHF, USDJPY?

 
Wizard2018:

One of my energy accumulation patterns worked beautifully on Jena. It shot out like a shotgun :) And so did the yen.

What is your sample size for GBPJPY ,GBPCHF, GBPUSD ,USDCHF, USDJPY?

GBPAUD = 36100

GBPCAD = 44100

GBPCHF = 40,000

GBPJPY = 44100

GBPUSD = 40,000

USDCAD = 28900

USDCHF = 22500

USDJPY = 22500

Am I the only one who can't make it? I'm a sucker... Ugh...

 
Sergey Chalyshev:

Does it look like?



Averaging is common, at higher risks it will pour out. 20% in two years is nothing.

 
Maxim Dmitrievsky:

averaging is common, at higher risks it will pour out. 20% in 2 years is nothing.

I may have just shown what the topstarter is aiming for:

Initial deposit:10 000.00
Leverage:1:200
Backtest:
Story quality:99%
Bars:751811Tiki:2974291Characters:1
Net profit:1 944.68Absolute drawdown on balance sheet:3.44Absolute drawdown on funds:78.05
Total return:2 895.61Maximum drawdown on balance:119.56 (1.01%)Maximum drawdown of funds:208.36 (1.76%)
Total loss:-950.93Relative drawdown on balance sheet:1.04% (104.63)Relative drawdown on funds:1.79% (186.11)
Profitability:3.05Expected payoff:7.42Margin Level:13703.73%
Recovery Factor:9.33Sharpe Ratio:0.29Z-score:0.65 (48.43%)
AHPR:1.0007 (0.07%)LR Correlation:0.99OnTester Result:93333.020836
GHPR:1.0007 (0.07%)LR Standard Error:82.42
Total trades:262Short trades (% of winners):131 (79.39%)Long trades (% wins):131 (86.26%)
Total trades:777Profitable trades (% of all trades):217 (82.82%)Losing trades (% of all):45 (17.18%)
Largest profitable trade:176.93Largest losing trade:-109.97
Average profitable trade:13.34Average losing trade:-21.13
Maximum number of continuous wins (profit):21 (233.01)Maximum number of continuous losses (loss):3 (-104.63)
Max. continuous profit (number of wins):286.73 (7)Max. continuous loss (number of losses):-109.97 (1)
Average continuous winnings:6Average Continuous Losses:1


p.s. How to insert the report correctly?

 

Is that better ?


 
Sergey Chalyshev:

Is that better?



Well, 200% is normal... but if it were a year.

you could compare it to some not very liquid small business)

 
Maxim Dmitrievsky:

well, 200% is normal... but if it were a year

you could compare it to some not very liquid small business.)


You can bet on 10 pairs ))

The load on the deposit allows.

 
Alexander_K2:

And yes - I won't give up the above algorithm, even under torture. I just need to fine-tune it a bit...

Since your acquaintance with retail Forex has already reached the difference between trend-flat, and you've seen that your algorithm shows better results on the flat currencies, perhaps you should choose currency pairs, whose trend movements are usually more flat. Here http://www.argolab.net/izuchaem-zigzagi.html is a way (and MQL program) to analyze instruments by this trait:"The most counter-trend pairs: AUDCAD AUDNZD".

P.S. By the way, the gravitation of "overshots" values to 1 defined in this article means that their distribution in the first moment is tending to be exponential (Markovian) with lambda = 1. This is the value of lambda that you yourself use when generating exponentially distributed time steps between readings of course increments (if I didn't miss anything).

Изучаем ЗигЗаги
Изучаем ЗигЗаги
  • www.argolab.net
Давайте начнем наш сегодняшний разговор со всем нам знакомого индикатора ЗигЗаг, который входит в стандартный комплект поставки терминала МТ4. Реализация индикатора из стандартной поставки далеко не самая лучшая и уж точно не самая быстрая, но нам сейчас это неважно. Давайте сначала вспомним, что представляет собой ЗигЗаг. Это не что иное как...
 
Alexander_K2:

And yes - I won't give up the above algorithm, even under torture. I just need to refine it a bit...


Why is stochastic or MACD worse?

Oh yes, they were invented a long time ago, so it's not interesting, you need to reinvent the wheel.

Spit on this algorithm and rub it out.

The key thing you need is an algorithm that signals in advance a change of trend character, a change of trend to another trend or a change of flat to a trend, a change of trend to a flat.

In one phrase, a change in the characteristic of a movement. For such a miracle you are sure to get a recognition here.

But all this is still baby talk (albeit scientific), noodles in a sandbox.

Reason: