ok, thank you for info.
keep up the good working!
keep up the good working!
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DislikedM.A.C.Doug is 100% right.
genetic algorithyms create endless # of 'WOW!!!!' systems, perfect traders of yesterday. but all lose $$ in today. try if don't believe. you will learning hard way.
it is a fun game paint picture of past, but it is not real trading.Ignored
Dislikedp.s. true profiting systems have no parameterization numbers ... only truth about markit, not numeraligy.Ignored
Dislikedthat's funny.... all charts are based on numbers, so somehow your "many fabulous EAs" are trading on alphabet soup and bob dylan? is that how it works?
ps) your modeling quality is N/A (DOH!)Ignored
Dislikedi can run it on standard backtester if you want, no problemo. (probaby better results!)Ignored
DislikedSay whatever you want to.... this is impressive..... Again, I was bored so I ran this thing on the USDJPY for about 60 seconds....
Daily USDJPY 16/18 cross: 1979 - 2008.... 22,000 pips.... is there an invisible edge? 703 trades is more then a couple of hundred. I've never taken MA crosses seriously EVER, but this has me thinking twice.Ignored
DislikedMQ is irrelevant, as all trades are opened and closed on the close of the bar in the selected timeframe.Ignored
DislikedQ1. Excuse my ignorance, but what is MQ?
modeling quality
Also, just want to confirm the following:
a) These are SMAs, not EMAs.
yes
b) A 3 pip spread has been allowed for on each trade.
yes
c) Entry is on the open of the candle following the cross.
yes
d) There is no SL, position is simply exited when the opposite position is entered. Hence system is always "in the market".
yes
e) Pos size is always 0.10, so we're effectively counting straight pips, with no MM.
yes
f) We are looking at daily candles only, i.e. no lower TFs need be considered.
right.
Q2. How does it allow for swap?
MT4 automagically includes it.
OK, so we have a win rate of approx 50%, and ave win / ave loss of 1.618 (hey, Fibo - LOL) over 712 trades. Illustrates how a profit factor of 1.57 can be very profitable.
I'm not well enough versed in statistics to know how to measure how much a result is dependent on the optimization itself. However, using common sense, if performance collapses dramatically with only a slight adjustment to the 16, 18 values (i.e. which would cause the stop-and-reverse to occur just one day earlier/later on only a few trades), then I suspect that suggests the dependence is dangerously high. Hence I would check peformance using values between (say) ±2 for each MA, and see to what extent the results differ.
just tried 15/19, good for 19,500
DavidIgnored
DislikedAvg Pips/Trade: 31
i never realized what a trendy pair the USDJPY has been until now. (i am focused on the EURUSD mostly)..... i cracked open the chart and was pleasantly suprised with the continuous volatility (which is key)Ignored