Trend indicators for EAs. - page 27

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Aleksey Ivanov:
Yes there is a stop-loss of 3 half-widthsof the constructed channel.

What's the take, more than the stop loss?

 
Vitalii Ananev:

Why did equity drop so much, around the 78 deal?

It's just a "test case". I told you that there is something to work on, i.e. it has a perspective, that's all.
 
Vitalii Ananev:

What's the take longer than the stop loss?

There are no tees, there is a trawl.
 
Aleksey Ivanov:
There are no tees there, but there is a trawl.

OK, the picture is nice, but that one "squiggle" of equity spoils everything.

 
Vitalii Ananev:

OK, the picture is pretty, but that one "squiggle" of equity spoils everything.

Obviously. Probably, some kind of filter has to be added, so that Equity would be rare, but it would not go down. What is the question?
 
Aleksey Ivanov:
Clearly.

Look at the history chart where this trade was, maybe it was gapped there. Many brokerage companies have a habit, if they expect some global news that strongly influence the price, to reduce the leverage, and such a squiggle can have a bad effect on the deposit.

 
Vitalii Ananev:

Look at the history chart where this trade was, maybe it hit a gap there.

Yeah, thanks, I'll get to it later. For now, it's a touchstone.
 
What, by the way, do you filter with when some very sudden movements occur?
 
Aleksey Ivanov:

The chart says EURUSD

Everything else

Bars in the history 1260

Modelled ticks 27321123123

Modeling quality n/a

Error of chart mismatching 888

Initial deposit 1000.00

Spread Current (7)

Net profit 1818.42

Total profit 1827.53

Total loss-9 .10

Profitability 200.74

Expected payoff 14.21

Absolute drawdown 87.89

Maximum drawdown 686 .29 (37.81%)

Relative drawdown 37.81% (686.29)

Total trades 128

Short positions (% win) 68 (100.00%)

Long positions (% win) 60 (96.67%)

Profitable trades (% of all) 126 (98.44%)

Loss trades (% of all) 2 (1.56%)

Largest

profitable trade - 83.23

Loss trade -6.08

Average

profitable deal 14.50

Loss trade -4.55

Maximum number

continuous wins (profit) 68 (1219.16)

continuous losses (loss) 1 (-6.08)


If you seriously want to trust the Expert Advisor in the tester, spread should be 2 or 3 times bigger than that promised by brokerage company. I am not signalling for the sake of boring, but for the sake of profit.

 
Uladzimir Izerski:

If you seriously want to trust the Expert Advisor in the tester, the spread should be 2 or 3 times the one promised by the broker. I am not signalling for the sake of nerdiness, but for the benefit of it.

Thank you! I will keep it in mind.
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