评论 自动交易锦标赛 2006

4
eugenk1 писал(а):
Валерий, приветствую ! Скажи, не мог бы ты выложить историю закрывшихся сделок ? Наверно для себя у тебя такая есть. А то очень трудно в журналах искать, что реально было закрыто. Метод у тебя любопытный. Я сам чем-то похожим баловался и периодически к этому возвращаюсь.
Привет. Есть файлик эффективных сделок. Если нужен-скажи куда кинуть. Выкладывать не хочу. Если коротко - пока одна просадочная сделка от 2006.10.04 16:00. Затем - восстановление. График есть на первой странице после авторизации - можно там посмотреть. )
4
2006.12.01 12:32
5
Hello HENDRICK!

I think, you have on today best trade advisor, your expert work to Yena very good, but your stop-loss are longer ;)

You must finished number 1 or 2

Best regards!
109
2006.12.01 12:30
4
Sergio писал(а):
Rulezzz .Отличный профит фактор, с таким бы времени побольше. Главное интервью не давай ;-)
Этто точно . :))))))
4
2006.12.01 12:09
10
Thx for your answer ! do you use japan candle ? do you do a statistic about old candles ? But if all is on your website i can wait ). Good luck for the and of championship !
Ps : i like your EA name :) (but do you give money to the poor mans ?)
bye bye.


Sorry for my french english )
2006.12.01 11:42
 
4
trohoang писал(а):
Hi Val,

Give it a few more weeks, you will be on top of the chart. Hang in there and good luck.
If The Market don't change...:) Thanx.
4
2006.12.01 10:55
135
well done! all wins!
i think the direction of the entry is not very important for your EA if the market move in a range which doesn't exceed 204pip.
of course,even if it is in a trend,market is always genorous to give you a little pips with big stoploss.
i want to know how you prevent some extrem events which cause a straight move without any hesitation,
AND how you choose the entry point,it looks like that market has so many changces to entry like your EA does
thank you very much for your answers. congratuations!
2006.12.01 10:11
 
4
Валерий, приветствую ! Скажи, не мог бы ты выложить историю закрывшихся сделок ? Наверно для себя у тебя такая есть. А то очень трудно в журналах искать, что реально было закрыто. Метод у тебя любопытный. Я сам чем-то похожим баловался и периодически к этому возвращаюсь.
2006.12.01 08:28
 
2
Every competitor adopted a different money management strategy (usually much riskier than usual), but the good news is: trading strategies (=trade choice + entry point choice + exit choice) can still be compared! That’s to say, its possible to dissociate money management strategy (bet sizing) from trading strategy.

For that purpose we can use an indicator called Total Normalized Profit (TNP). Here is how to calculate it:
1) Choose a set of EAs that you want to compare and copy there Account History to a spreadsheet. Delete the “buy stops” and the “sell stops” orders.
2) For each trade calculate its Net Profit = swap + profit
3) Calculate the trade’s Normalized Profit = Net Profit / Lots
4) Total Normalized Profit = Sum of all Normalized Profits

What is the meaning of TNP? TNP iquals to the sum of the profits of all trades as if they were made with 1 lot, so we have just get rid off the money management strategy. Comparing the TNP of different Experts Advisors is a fair way of comparing edge each one had during that period of time.

I calculated it below for some EAs from the ATC for the period of 10/1/2006 to 11/30/2006 :
User Total Normalized Profit (1) TNP Standard Deviation(2) Risk Ajusted TNP = (1)/(2)
Rich 10940.00 735 15
Gomelesose 9142.60 667 14
payday 7895.00 1007 8
ldamiani 7870.00 1104 7
emil 6910.80 1339 5
viddy38 5963.70 830 7
Berserk 5424.80 901 6
Hendrick 3729.49 437 9
Aver 1562.40 745 2
via 1237.60 851 1
Merabiko 994.80 617 2

That’s it, no magic, you know how to calculate it, so you can judge for yourself.

May the odds be with you !!
2
2006.12.01 08:10
4

гы :)

149
2006.12.01 06:43
191
I thought your EA will make it to the final.

lets' hope... new traders, should learn on this.
2006.12.01 05:51
 
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