General Discussion

Strange journal when data horizon is short

hamselv · 2018-11-03T00:52:28+02:00

Hi Petko. Great videos you make. When using EA Studio and e.g. testing H1 strategies I found a very strange thing: If I set the data horizon to only one week and look at the journal then many strategies start trading before the start date. Example: Start date limit: 5. Feb. 2018 End date limit: 11. Feb. 2018 Journal Id Time Type Position Amount Price Stop Loss Take Profit Profit Balance 1 31/01/2018 00.00 Open Long 1 1000 1.23946 1.23136 1.24906 0.00 0.00 2 31/01/2018 21.00 Close 1 1000 1.24148 0.00000 0.00000 1.79 101.79 3 01/02/2018 12.00 Open Short 2 -1000 1.24288 1.25098 1.23328 0.00 0.00 4 01/02/2018 13.00 Close 2 -1000 1.24469 0.00000 0.00000 -1.91 99.88 5 02/02/2018 11.00 Open Short 3 -1000 1.25092 1.25902 1.24132 0.00 0.00 6 02/02/2018 18.00 Take Profit 3 -1000 1.24132 0.00000 0.00000 9.50 109.38 7 02/02/2018 20.00 Open Short 4 -1000 1.24450 1.25260 1.23490 0.00 0.00 8 06/02/2018 15.00 Take Profit 4 -1000 1.23490 0.00000 0.00000 9.60 118.98 9 08/02/2018 08.00 Open Long 5 1000 1.22595 1.21785 1.23555 0.00 0.00 10 08/02/2018 12.00 Close 5 1000 1.22404 0.00000 0.00000 -2.01 116.97 11 09/02/2018 00.00 Open Long 6 1000 1.22448 1.21638 1.23408 0.00 0.00 12 09/02/2018 15.00 Close 6 1000 1.22403 0.00000 0.00000 -0.68 116.29 13 09/02/2018 17.00 Open Short 7 -1000 1.22762 1.23572 1.21802 0.00 0.00 14 10/02/2018 00.00 Close 7 -1000 1.22362 0.00000 0.00000 3.90 120.19 And I did hit the recalculate button 🙂 Same issue with M15 strategies. I haven’t tried other time frames. Why is that? Thanks! Best regards

by hamselv
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hamselv
November 10, 2018 at 3:23 pm

Hi Petko.

All right I see. You give demonstrations. I get it, thanks. I have to settle with that 😉

I just saw your TOP 10 USDJPY course because you mentioned it. It’s a very good course where you use a lot of good stuff. Regarding the section “How I have created the Expert Advisors”: You mention that you have created hundreds of strategies to come up with the top 10 strategies. How exactly did you filter out the 10 strategies from the hundreds of strategies? Are you showing this in another existing course? Did you use monte carlo/multi markets? Thanks once again! 🙂

Kind regards
Petko Aleksandrov Algo Trading Space team
November 10, 2018 at 10:32 pm

Glad to hear from you again, and happy to hear you liked the new course.

Well, when filtering the strategies I use the same filters as I show in my other courses for EA Studio:

– min profit factor( I aim at 1.2)
– max consecutive losses
– maximum draw down

Anyway, the idea is to see strategies with stable equity line, not over-optimized.

And yes, I always filter the last strategies left into the collection with Monte Carlo(Multi Markets – sometimes I can say, not really the thing I want to rely on)

Have a great Sunday, and of course let me know if you have more questions.

Kind regards,
Petko A

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Strange journal when data horizon is short

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