程序库: BestInterval

traveller00 2019.11.21 06:30 #201

完整的 BestInterval 日志如下。有一次运行余额为 100,000 点，在 MetaTrader 中选择以点计算。

BestInterval Action(true - single pass & MT4-style & Virtual is required) = false

Profit = 5435.00 = 5435.00 + 0.00 (0.00%) - Amount of Delete Intervals = 0 (2019.08.01 - 2019.11.15)
00:00:00 - 23:59:59 : Profit = 5435.00 (100.00%), Total = 2967 (65.86%), PF = 1.03, Mean = 1.83, DD = 21250.00, RF = 0.26
SUMMARY: 00:00:00 - 23:59:59 : Profit = 5435.00 (100.00%), Total = 2967 (65.86%), PF = 1.03, Mean = 1.83, DD = 21250.00, RF = 0.26

Profit = 29910.00 = 5435.00 + 24475.00 (450.32%) - Amount of Delete Intervals = 1 (2019.08.01 - 2019.11.15), 13:00 - 10:00, CountHours = 20
00:00:00 - 10:00:36 : Profit = 6050.00 (20.23%), Total = 71 (30.99%), PF = 2.32, Mean = 85.21, DD = 2310.00, RF = 2.62
12:55:59 - 23:59:59 : Profit = 23860.00 (79.77%), Total = 1884 (71.23%), PF = 1.26, Mean = 12.66, DD = 7300.00, RF = 3.27
SUMMARY: 00:00:00 - 23:59:59 : Profit = 29910.00 (100.00%), Total = 1955 (69.77%), PF = 1.31, Mean = 15.30, DD = 9170.00, RF = 3.26

Profit = 35865.00 = 29910.00 + 5955.00 (19.91%) - Amount of Delete Intervals = 2 (2019.08.01 - 2019.11.15)
00:00:00 - 10:00:36 : Profit = 6050.00 (16.87%), Total = 71 (30.99%), PF = 2.32, Mean = 85.21, DD = 2310.00, RF = 2.62
12:55:59 - 18:01:33 : Profit = 18345.00 (51.15%), Total = 1577 (71.97%), PF = 1.26, Mean = 11.63, DD = 7980.00, RF = 2.30
18:26:42 - 23:59:59 : Profit = 11470.00 (31.98%), Total = 146 (76.71%), PF = 2.85, Mean = 78.56, DD = 1140.00, RF = 10.06
SUMMARY: 00:00:00 - 23:59:59 : Profit = 35865.00 (100.00%), Total = 1794 (70.74%), PF = 1.44, Mean = 19.99, DD = 7055.00, RF = 5.08

Profit = 40490.00 = 35865.00 + 4625.00 (12.90%) - Amount of Delete Intervals = 3 (2019.08.01 - 2019.11.15)
00:00:00 - 10:00:36 : Profit = 6050.00 (14.94%), Total = 71 (30.99%), PF = 2.32, Mean = 85.21, DD = 2310.00, RF = 2.62
12:55:59 - 15:30:20 : Profit = 10175.00 (25.13%), Total = 670 (72.69%), PF = 1.35, Mean = 15.19, DD = 3580.00, RF = 2.84
16:17:44 - 18:01:33 : Profit = 12795.00 (31.60%), Total = 701 (74.47%), PF = 1.45, Mean = 18.25, DD = 2545.00, RF = 5.03
18:26:42 - 23:59:59 : Profit = 11470.00 (28.33%), Total = 146 (76.71%), PF = 2.85, Mean = 78.56, DD = 1140.00, RF = 10.06
SUMMARY: 00:00:00 - 23:59:59 : Profit = 40490.00 (100.00%), Total = 1588 (71.98%), PF = 1.59, Mean = 25.50, DD = 3860.00, RF = 10.49
BestInterval is saved in "TesterEA"-file in common(MT5)/base(MT4) folder.

final balance - InitBalance (100000.00) + Profit (543.50) without BestInterval.
OnTester - Profit (40490.00) with BestInterval.
final balance 105435.00 pips
OnTester result 40490

traveller00 2019.11.21 06:36 #202

而在这份日志中，根本看不出 "+ 利润 (5333.00) "是如何获得的。

BestInterval Action(true - single pass & MT4-style & Virtual is required) = false

Profit = 2935.00 = 2935.00 + 0.00 (0.00%) - Amount of Delete Intervals = 0 (2019.08.01 - 2019.11.15)
00:00:00 - 23:59:59 : Profit = 2935.00 (100.00%), Total = 2201 (66.47%), PF = 1.02, Mean = 1.33, DD = 17835.00, RF = 0.16
SUMMARY: 00:00:00 - 23:59:59 : Profit = 2935.00 (100.00%), Total = 2201 (66.47%), PF = 1.02, Mean = 1.33, DD = 17835.00, RF = 0.16

Profit = 24555.00 = 2935.00 + 21620.00 (736.63%) - Amount of Delete Intervals = 1 (2019.08.01 - 2019.11.15), 13:00 - 10:00, CountHours = 20
00:00:00 - 10:00:36 : Profit = 5780.00 (23.54%), Total = 59 (76.27%), PF = 3.35, Mean = 97.97, DD = 1890.00, RF = 3.06
12:41:32 - 23:59:59 : Profit = 18775.00 (76.46%), Total = 1407 (70.65%), PF = 1.26, Mean = 13.34, DD = 7065.00, RF = 2.66
SUMMARY: 00:00:00 - 23:59:59 : Profit = 24555.00 (100.00%), Total = 1466 (70.87%), PF = 1.33, Mean = 16.75, DD = 8255.00, RF = 2.97

Profit = 28760.00 = 24555.00 + 4205.00 (17.12%) - Amount of Delete Intervals = 2 (2019.08.01 - 2019.11.15)
00:00:00 - 10:00:36 : Profit = 5780.00 (20.10%), Total = 59 (76.27%), PF = 3.35, Mean = 97.97, DD = 1890.00, RF = 3.06
12:41:32 - 16:36:59 : Profit = 6585.00 (22.90%), Total = 746 (69.97%), PF = 1.18, Mean = 8.83, DD = 5820.00, RF = 1.13
16:47:14 - 23:59:59 : Profit = 16395.00 (57.01%), Total = 615 (71.87%), PF = 1.57, Mean = 26.66, DD = 2745.00, RF = 5.97
SUMMARY: 00:00:00 - 23:59:59 : Profit = 28760.00 (100.00%), Total = 1420 (71.06%), PF = 1.43, Mean = 20.25, DD = 6830.00, RF = 4.21

Profit = 31935.00 = 28760.00 + 3175.00 (11.04%) - Amount of Delete Intervals = 3 (2019.08.01 - 2019.11.15)
00:00:00 - 10:00:36 : Profit = 5780.00 (18.10%), Total = 59 (76.27%), PF = 3.35, Mean = 97.97, DD = 1890.00, RF = 3.06
12:41:32 - 15:30:20 : Profit = 6085.00 (19.05%), Total = 525 (71.24%), PF = 1.24, Mean = 11.59, DD = 3880.00, RF = 1.57
16:17:44 - 16:36:59 : Profit = 3675.00 (11.51%), Total = 69 (79.71%), PF = 4.77, Mean = 53.26, DD = 315.00, RF = 11.67
16:47:14 - 23:59:59 : Profit = 16395.00 (51.34%), Total = 615 (71.87%), PF = 1.57, Mean = 26.66, DD = 2745.00, RF = 5.97
SUMMARY: 00:00:00 - 23:59:59 : Profit = 31935.00 (100.00%), Total = 1268 (72.24%), PF = 1.55, Mean = 25.19, DD = 5340.00, RF = 5.98
BestInterval is saved in "TesterEA"-file in common(MT5)/base(MT4) folder.

final balance - InitBalance (100000.00) + Profit (5333.00) without BestInterval.
OnTester - Profit (31935.00) with BestInterval.
final balance 102935.00 pips
OnTester result 31935

fxsaber 2019.11.21 06:55 #203

traveller00:

完整的 BestInterval 日志如下。

请在帖子中重做日志，将其作为源代码插入 - ALT+S。这样更便于感知。

MT4/MT5，对冲/净值？

traveller00 2019.11.21 07:05 #204

日志已更正。很抱歉，我最近才来这个论坛。

MT5、交易所、股票、交易所股票。据我所知是净额结算。

fxsaber 2019.11.21 07:33 #205

traveller00:

MT5、交易所、股票、交易所股票。据我所知是净额结算。

净额结算的点数模式是骗人的。

此外，BestInterval 在净额结算时只有在一种特定情况下（我自己做的）才会正确记录交易历史。这是因为 BestInterval 通过 MT4Orders 生成交易历史，而 MT4Orders 只能正确显示对冲的历史。

traveller00 2019.11.21 07:38 #206

fxsaber:

在净赚时，点数模式是躺着的。

它是在 MetaTrader 中说谎吗？还是在这些脚本/顾问中？

有哪些选择？除了创建一个基本复制真实符号的自定义符号之外。有什么办法可以解决这个问题吗？有没有计划修复？或者去哪里找，也许我可以自己解决？

fxsaber 2019.11.21 07:40 #207

traveller00:

在第一行中，BestInterval 将初始余额（以点数为单位）和利润（从权益中提取，以账户货币为单位）混为一谈，实质上是将砖头和棒子相加。

这是MT5 点数模式的一个错误。

fxsaber 2019.11.21 07:43 #208

traveller00:

这完全取决于 MetaTrader 吗？还是在这些脚本/顾问中？

一般来说。论坛上有描述。

有哪些选项？除了创建一个与真实角色基本相同的自定义角色之外。有什么办法可以解决这个问题吗？计划修复吗？或者去哪里找，也许我可以自己解决？

没有什么可修复的。MT4Orders 只能在对冲时使用历史记录。它只能进行净额交易。

对于 BestInterval，您需要在输入中正确填写交易历史。

Vasiliy Pushkaryov 2019.11.21 08:26 #209

fxsaber:

在净赚时，点数模式是躺着的。

此外，BestInterval 在净额结算时只有在一种特定情况下（我自己做的）才能正确显示交易历史。这是因为 BestInterval 通过 MT4Orders 生成交易历史，而 MT4Orders 只能正确显示对冲的历史。

例如，如果您将
添加到纯 MQL5 Expert Advisor 中进行对冲。

#define  BESTINTERVAL_ONTESTER // 优化标准是最佳区间的利润。
#include <fxsaber\BestInterval\BestInterval.mqh> // 计算最佳交易间隔

- 将不起作用？

如果 MQL4 Expert Advisor 使用标准或自定义指标，MT4Orders 库能否工作？

fxsaber 2019.11.21 08:37 #210

Vasiliy Pushkaryov:
那么，如果我将添加到纯 MQL5 Expert Advisor 对冲工具中，它将不起作用吗？

- 不会工作？

如果您在 BestInterval 之前创建 MT4Orders 附录，它将完全工作。

如果 MQL4 Expert Advisor 使用标准或自定义指标，MT4Orders 库能否工作？

该库只处理交易操作及其历史。此外，它可以与 SB 和其他程序并行工作。

因此，指标不会对其产生任何影响。

程序库: BestInterval - 页 21