The Sultonov system indicator - page 60

 
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Советник:       SLT_1.05
Символ:         GBPUSD
Период:         Weekly (2017.04.01 - 2019.03.31)

Параметры:
                Lot             = 0.1
                max_deviation	= 25

max_spread_in = 30

Брокер:                 RoboMarkets Ltd Валюта:                 USD Начальный депозит:      10 000.00 Плечо:                  1:100 Результаты Качество истории:       99% Бары:                   104     Тики:                   2929152 Символы:                1 Чистая прибыль: 1 674.55        Абсолютная просадка по балансу:         252.74          Абсолютная просадка по средствам:       419.52 Общая прибыль:  2 579.77        Максимальная просадка по балансу:       315.90 (2.73%)  Максимальная просадка по средствам:     603.12 (5.16%) Общий убыток:   -905.22         Относительная просадка по балансу:      2.73% (315.90)  Относительная просадка по средствам:    5.16% (603.12) Прибыльность:           2.85    Матожидание выигрыша:   111.64          Уровень маржи:          7369.60% Фактор восстановления:  2.78    Коэффициент Шарпа:      0.43            Z-Счет:                 -0.39 (30.35%) AHPR:           1.0107 (1.07%)  LR Correlation:         0.95            Результат OnTester:     -9999.77 GHPR:           1.0104 (1.04%)  LR Standard Error:      236.72 Всего трейдов:  15      Короткие трейды (% выигравших): 5 (80.00%)      Длинные трейды (% выигравших):  10 (50.00%) Всего сделок:   30      Прибыльные трейды (% от всех):  9 (60.00%)      Убыточные трейды (% от всех):   6 (40.00%) Самый большой прибыльный трейд: 614.70  Самый большой убыточный трейд:  -271.20 Средний прибыльный трейд:       286.64  Средний убыточный трейд:        -150.87 Максимальное количество непрерывных выигрышей (прибыль):        4 (1 217.21)    Максимальное количество непрерывных проигрышей (убыток): 2 (-315.12) Макс. непрерывная прибыль (число выигрышей):                    1 217.21 (4)    Макс. непрерывный убыток (число проигрышей):             -315.12 (2) Средний непрерывный выигрыш:                                    3


The number of trades is limited to the maximum spread.

This is just a small test.

For example, for"Period: Monthly (2014.02.01 - 2019.03.31)" Spread Bounce = 8


 
Yousufkhodja Sultonov:


Don't you realise that you got very bad results and you are showing them here. Or do you only look at the chart and think it is going up and that is enough.

If you don't understand, I can explain it to you. If you want, of course. It's just not clear from what considerations you show this result?

It's a mystery to me.

 
Petros Shatakhtsyan:

Don't you realise that you have got very bad results and you are showing them here. Or do you only look at the chart and think it is going up and that is enough.

If you don't understand, I can explain it to you. If you want, of course. It's just not clear from what considerations you show this result?

It is a mystery to me.

Petros, show me.


I can't articulate what I want to say.

 
Сергей Таболин:


The number of trades is limited to the maximum spread.

This is just a small test.

For example, for"Period: Monthly (2014.02.01 - 2019.03.31)" Spread Bounce = 8


15 trades is of course nothing. But there is an alarming call - profit was made by a single series of 4 trades. Subtracting it all else is about 0.

When (if) you develop it, take into account that trading on the border of D1 bars and above, you always get into a large spread and slippage. Take from the signal only the direction, and do intraday entry from other principles, you can use limits.

 
Yousufkhodja Sultonov:

Dear Mertz, this is the first swallow of the fact that a completely non-existent hypothesis has yielded some results, even if they are still tentative. Now an army of programmers from among forum participants will work to improve the code of the Expert Advisor.

Why is it "nonexistent"? You, Yusuf, have a certain principle of extrapolation of the price series. In the tester - it shows good results. But this is only the first step. And the second is to show similar results in real work, at least on a demo account. And only after that can we say that the chosen principle is worth something.

The same way as with the systems in my League. In the tester - all systems are tuned, and show quite a good trade. However, when installed on a demo account - the situation changes significantly.

That's why I want to see the results of at least demo trading with this indicator. Without it the model is essentially empty.

 
Yousufkhodja Sultonov:

Settings

EA: SLT_1.05

Symbol: GBPUSD

Period: Weekly (2017.04.01 - 2019.03.31)

Parameters: magic_num=0

Lot=0.1

lot_order=0

balance_step=200

lot_increment=0.1

margin_max=30

max_spread_in=30

max_deviation=25

str1=======

use_z=0

start_date=1514764800

str2=======

str6=======

str111=<<<<<<<<<<<<

str5_b== BUY =

str112=<<<<<<<<<<<<

str5_s== SELL =

str9=======

custom_test=3

min_pos_test=18

max_equity_loss=210

str_18=

str_55=

str_66=

str_77=

str_88=

str_99=

str_10=======

use_withdraw_funds=false

withdraw_funds_max=999.99

withdraw_funds_min=300

Broker: RoboMarkets Ltd

Currency: USD

Initial deposit: 10 000.00

Leverage: 1:100

Results:

Quality of History: 99%

Bars: 104 Tics: 2929152 Symbols: 1

Net profit: 1 674.55 Absolute drawdown by balance: 252.74 Absolute drawdown by funds: 419.52

Total profit: 2 579.77 Maximum drawdown by balance: 315.90 (2.73%) Maximum drawdown by funds: 603.12 (5.16%)

Total loss: -905.22 Relative drawdown by balance: 2.73% (315.90) Relative drawdown by funds: 5.16% (603.12)


Profitability: 2.85 Expected payoff: 111.64 Margin level: 7369.60%

Recovery Factor: 2.78 Sharpe Ratio: 0.43 Z-score: -0.39 (30.35%)

AHPR: 1.0107 (1.07%) LR Correlation: 0.95 OnTester result: -9999.77

GHPR: 1.0104 (1.04%) LR Standard Error: 236.72


Total trades: 15 Short trades (% wins): 5 (80.00%) Long trades (% wins): 10 (50.00%)

Total trades: 30 Profitable trades (% of all): 9 (60.00%) Loss trades (% of all): 6 (40.00%)

Largest profitable trade: 614.70 Largest losing trade: -271.20

Average profitable trade: 286.64 Average losing trade: -150.87

Maximum number of continuous wins (profit): 4 (1,217.21) Maximum number of continuous losses (loss): 2 (-315.12)

Max. continuous profit (number of wins): 1 217.21 (4) Max. continuous loss (number of losses): -315.12 (2)

Average consecutive wins: 3


You need at least 1000 trades to see the whole picture. And it doesn't tell you anything:

Testing

 
Maxim Kuznetsov:

15 trades is of course nothing. But there is an alarm bell - the profit was made in a single series of 4 trades. Minus that, everything else is about 0.

When (if) you develop the signal, take into account that trading on the border of D1 bars and above, you always get a big spread and slippage. If you take from the signal only the direction and make an entry within the day according to other principles, you may use Limits.

In this case I only coded, because in higher mathematics - 0 )))

 
Why the balance curve. It is hardly a characteristic of a trading system. Where is the equity curve?
 
Fast235:

Petros show me.


I can't articulate what I want to say

Deleted the slanderous posts. Do you want a broom?
 
Artyom Trishkin:
Deleted the slanderous posts. Do you want a broom?

eep, to Petros specifically asked him - to act,

could not formulate to Yusuf,

Artem!

Reason: