The right to publicly demonstrate the conclusions of a theoretical forum thread on a live account - page 4

 

Everyone is good at talking, but realistically showing something, no.

It's no secret that MT5 testing on real ticks is more than 90% similar to real trading. I can show you that.

So those who have a good robot, then don't have to wait on real trading for say 2 years to see if it's good or not.

I repeat, it is enough to test on real ticks from a real account, over 2 years and show the results.

 
Sergey Vradiy:

I think there is hardly anything new to offer in terms of market mathematics. Everything that could be done has already been done by humanity. All that remains is to write robots on trading systems, which are not yet automated but have shown their effectiveness. Theoretical developments are as useless as the search for the chemical formula of liver sausage.


What, exactly, did it do? The condition of deposit withdrawal?

 
Petros Shatakhtsyan:

Everyone is good at talking, but realistically showing something, no.

It's no secret that MT5 testing on real ticks is more than 90% similar to real trading. I can show you that.

So those who have a good robot, you don't have to wait on real trading for say 2 years to see if it's good or not.

I repeat, it is enough to test on real ticks from a real account, over 2 years and show the results.

The test for the last 5.5 years since 01 01 13.

Bars in history 9713

Ticks simulated 18425

Simulation quality n/a

Chart mismatch errors 0

Initial deposit 10000.00

Spread Current (2)

Net profit 22101.60

Total profit 38399.05

Total loss -16297.45

Profitability 2.36

Expected payoff 2.55

Absolute drawdown 957.09

Maximum drawdown 2636.70 (10.21%)

Relative drawdown 17.14% (2160.75)

Total trades 8681

Short Positions (% wins) 4927 (82.55%)

Long positions (% of winners) 3754 (83.91%)

Profitable trades (% of all) 7217 (83.14%)

Profitable trades (% of all) 1464 (16.86%)

Largest

profitable transaction 5.87

Loss trade -46.55

Average

profitable deal 5.32

Loss trade -11.13

Maximum number

continuous wins (profit) 839 (4454.97)

Continuous Losses (Loss) 100 (-1491.21)

Max.

Continuous Profit (number of wins) 4508.71 (805)

Continuous loss (number of losses) -1491.21 (100)

Average

continuous winnings 49

continuous loss 10

Profit factor - 8.4

Real, profitable trades - 71, losing trades - 0, maximal drawdown - 6%, net profit - 10,2%:



 
Maxim Romanov:
You don't fully understand simple things either. When there are positive results from the application of the theory developed, no one is sure to post it on the forum... there is no motivation

The motivation is stated above.

 
Serqey Nikitin:
Don't oversimplify... If you don't understand the author's motivation, that doesn't mean there isn't one... The positive results of THEORY speak to its viability... But there are many other things about "putting out" this thread...

+100

 
Yousufkhodja Sultonov:



Yusuf, do you really not understand what I am saying, or are you waiting for the right moment to show ... .

It's like you're caught in a cycle. You keep showing the same thing all the time.

If you have a good EA, put it on a real account, create a signal and everyone will see. And there is no need to show it here.

 
Ivan Butko:

"The market is changing" is such an incorrect phrase, purely for the sake of red-lining and manipulating the immature newcomers.

The price cannot follow the rules, otherwise it would turn into an infinite straight line on some sufficiently high TF. In practice we observe that on all TFs there is a chaotic pattern. The price in the real conditions is a generator of random directions in a certain price range, the size of which depends on time (because the price cannot fall to 0 points and fly up to a million points in a single moment). On each TF the price moves in various directions, and there is no straight line on any of them.

The rules are limitations. And the price will follow it making a straight line on a certain TF, inside of which on some smaller TF it will follow a certain pattern and will not go out of it.

Price formation is always chaotic, 97% of all traders in the world confirm that. But, locally it is possible to win on a certain period of time, it can last a year or more, most often it is a month or three. And, forex fighters, running their strategy or advisor on this time interval, according to the theory of probability, get not a short-term, but long-term effect in the form of a year-long profit, a beautiful graph, going upward only, using a strict stop-loss. And they rub it in to newbies that they have a working strategy. And as soon as they start losing money, they say "the market has changed, alas. The strategy doesn't work."

They are always changing, on every interval, there are no identical segments, they all at least differ by a tick. It's the logic of the chart, whichever timeframe you go to.

And the phrase "the market has changed" always implies a smart-faced trader thinking that "something has gone wrong...". No, exactly as it should be.

The above chart is without SL and TP, just on the logic of the EA:

Bars in history 9714

Modelled ticks 18427

Modeling quality n/a

Chart mismatch errors 0

Initial deposit 10000.00

Spread Current (2)

Net profit 39801.96

Total profit 59969.11

Total loss -20167.15

Profitability 2.97

Expected payoff 10.75

Absolute drawdown 6493.49

Maximum drawdown 9213.62 (23.70%)

Relative drawdown 65.74% (6728.71)

Total trades 3702

Short positions (% wins) 2163 (50.86%)

Long positions (% of winners) 1539 (56.40%)

Profitable trades (% of all) 1968 (53.16%)

Profitable trades (% of all) 1734 (46.84%)

Largest

profitable transaction 167.63

Loss trade -46.55

Average

profitable deal 30.47

Loss trade -11.63

Maximal amount

continuous wins (profit) 114 (3300.42)

continuous losses (loss) 112 (-2020.91)

Max.

Continuous Profit (number of wins) 13999.09 (101)

Continuous loss (number of losses) -2245.03 (84)

Average

continuous winnings 14

continuous loss 12


 
Aleksey Ivanov:
So it's about getting the right slippage to a profitable robot.

The woeful mathematicians of the market makers will find themselves at a disadvantage.

 
Sergey Vradiy:

One does not contradict the other. Suppose you have invested $1,000. An annual return of +20% for that amount would hardly be of much interest to you. In a year you will make $200 and that's not much at all. Now imagine that you have an investment fund and the amount is not $1000, but $100 billion. You have to manage to earn 20% of that $100 billion. That's what maths is for. But this particular mathematics will be completely useless and boring for you with $1000. We will be interested in the other maths, with 100% per month. But it does not exist and is unlikely to ever happen.

This, indeed, is impossible to achieve, a completely unrealistic demand for market theory shows the depth of your catastrophic delusion. It is unacceptable to expect super profits from the market.

 
Maxim Romanov:
It would be interesting to see a mathematical proof of the profitability of the trade.... it's much cooler than a signal or report from a real account

This is shown in the relevant, existing thread, but, no one is interested.

Reason: