Thread: Question for experienced trade system creators and theorists

To experienced trade system founders and theorist.

I hope to find some helpful input to maximize / choose the best choice from a couple of systems.

I am not searching for a particular system discussion or anything like this but how to decide on the best (what to think about ) from successful systems based on the trades frequency and results.

Every Trade has a Risk/Reward Factor of 1:1 (also not seeking to discuss this - I simply mention it as a given factor) Time period is past 3 month (not searching for discussion just how long backward a system should be checked.)


Every System:

- runs within the exact same time period (Result for the past 3 month)
- on exactly the exact same 20 pairs
- each pair on 4 distinct TimeFrames

a Total of 80 distinct charts so to talk



Basically there are 4 Type: as a few are very similar
- around 1050 trades in 3 month: Acquire percent ca. 59 percent
- about 520 trades in 3 month: Acquire percent ca 64 percent
- around 220 trades in 3 month: Acquire percent ca 65.3percent
- around 108 trades per month: Acquire% ca 63.9percent

Because of my worries that the spread spikes will eraise many Transactions I worked Back on something related: Worked the last two times on Some Thing related:
MT4 Spread Tool

I started yesterday to Accumulate Spreads for 20 pairs in Addition to well as Carrying every 60 seconds Disperse snapshots of all symbols (121 in My Own broker)

Will do that for a couple of times and crosscheck with what my broker plots Online

Originally Posted by ;

My first real! I welcome all experienced and new ones like me Decided to start the first of its life 2000 green, but somewhat nervous trembling, like on the demo trading typically, and then directly excitement. The way to get rid of these problems? ...

In summary: I figure the best thing to do is:

1. Do all you can do before hand:
- backtest,
- demo trade (forward test),

2. In case the point 1 was profitable enough to persue
- start using low Risk on the dwell account...
- after some period if it functioned just like the backtest/demo exchange (forward test). . Increase the risk to some normal level.


Wish you all the best

Cheers

Ati

did some additional work in my integrated PseudoTrade indior part:

I upgraded the FAST onscreen Evaluation Tool:



This is very convenient as it computes the transactions quite fast: prefer this to the MT4 StrategyTester

Especially the elongated log files

Along with the capability to auto scroll through any specified TF for a number of specified Symbols.

Had an idea for fast visual testing of multiple egies.

Changed my PseudoTrade code to do it.

In the Subwindows you can print the transactions duration: so it is convienent to observe where a egy would have opened a trade and how much time each transaction would have been open. The boxed boarder still show the Majority of the info:

Box Red: Buy (UP warm color)
Box Blue: Sell (DN cold shade )
Border Yellow: Success
Border Black: Struggling



This will help also to picture different egies / or preferences to help to Pick the Best one

Anyhow: I Am coming back to my original part: choosing the best egy:

Will Begin coding the Real EAs for Ahead Evaluation purpose (and while Those are running will continue my backtests)

Just for my own amusement:

First Trade of a Pre EA Version: '' I thought it was actual lucky/funny

As hoped for, my first few evaluations that are forward did not work out : two overlapping transactions.

So I chose to go back to my drawing board: updating my test system to multi TF multipurpose emblem simulatious backtesting

this is quite a major change so that it will take a while.

20 days working on it and possed. Had I known before hand I may not have begun this change into MultiSymbol, Multi TFI simulatnous backtesting.
To much time invested so I am stuck to finish it.

On the optimistic side:
- I integrated the new backtest PseudoTrade suit much closer together with the actual Order implementation which is a good thing.
- Also for actual trading I don't have to aply an Ea to multiple Charts to trade different Symbols/TFI: simply congigure it and run it on any chart after.

- PseuoTrade backtesting will be quite a bit quicker: since I don't anymore need to alter automatized charts.
- PseudoTrade backtesting: would now automatically report more: across individual Symbols, indiviadula TF ect. . E.g. Testing an EA on EUSUD,M5 - EURUSD,M15 AUDJPY,M5 AUDJPY,M15before I used a chart flipper to get for each the result as opposed to manually Calculated combinationswith the new one I will have to run it only once (no chart shifting )and it will calculated:- Blend of all 4 Symbol-TF- All the four Symbol-TF separately- Blend of every Symbol (EURUSD - both TFs) (AUDJPY - both TFs)- Blend of every TF (M5 - both Symbol) (M15 - both Symbol)
- plus also all split into Yearly, Monthly and weekly consequences


Hope all the work pays off after.

Originally Posted by ;

Hi! I'm writing one although I don't consider myself an experienced system founder. You state you are closed to discuss the R:1. I hope you will change your mind by yourself... Same for the 3 months test period. You need at least testing your system - An impulsive up tendency - An impulsive down tendency - A volatile upward tendency - A volatile down tendency - A broad range - A narrow range - A choppy market - A market with a central bank intervention To me the very best optimization option is to not optimize at all. As few parameters as possible. Market can alter...

brilliant
im new in this math/probability stuff but im getting inside the mudd.

Edit: canceled All of the remainder