: Forum Equity Curve shows Profit, Detailed Report shows a Loss

10/13/2019 at 10:29 PM #110064

Bard

Hi @GraHal sorry for the delay getting back to you and thanks for taking a look at this. I can’t now seem to replicate it today. No idea what actually happened as normally the equity curve and detailed reports always match up!

I stripped out the time of day trades could take place and number of trades restrictions and optimised the s, m, and l values, leaving the Stop at 2.5% and still couldn’t get any great returns on 1 and 4 hourly but 9, 13, and 44 on a daily time frame at £10/tick produced 43% returns. with a 28% drawdown.

However I tried just optimising the stop loss only and leaving the default settings of 9, 26 and 52 and it worked okay: Optimised stop of 0.5% stop loss (Daily £/$, 25th Jan 2018 to 3rd Oct 2019). I think there are better Ichimoku strategies on this forum.

Defparam CumulateOrders = false // Cumulating positions deactivated

Capital = 10000 + strategyprofit //Current profit made by the closed trades of the running strategy.
N = 5*Capital / Close

once SL = round(close * Stoploss/10000) //Setting Stop loss //Dynamic for indices // 100/10000 = 1%
 
S = 9  //4
M = 26 //12
L = 52 //48
 
// Ichimoku  settings
TenkanSen = (highest[S](high)+lowest[S](low))/2  // default setting S = 9
KijunSen  = (highest[M](high)+lowest[M](low))/2  // default setting M = 26
SenkouSpanA  = (Tenkansen[M]+Kijunsen[M])/2  // default setting M  = 26
SenkouSpanB  = (highest[L](High[M])+lowest[L](Low[M]))/2  //default setting L = 52
 
KumoBorderLong = Max(SenkouSpanA, SenkouSpanB) //
KumoBorderShort = Min(SenkouSpanA, SenkouSpanB) //
//graph KumoBorderShort
If TenkanSen crosses over KijunSen then  // base for counting bars when crossing takes place
CondLong = 1
else
CondLong = 0
endif
If TenkanSen crosses under KijunSen then
CondShort = 1
else
CondShort = 0
endif

if not onmarket then
IF  CondLong = 1 and CondShort = 0 and Close > KumoBorderLong then // Default summation[4]
BUY N shares AT MARKET
SET STOP ploss SL
endif
IF CondLong= 0 and CondShort = 1 and Close < KumoBorderShort THEN //
SELLSHORT N shares AT MARKET  //short sell conditie
SET STOP pLOSS SL
endif
endif

Defparam CumulateOrders = false // Cumulating positions deactivated

Capital = 10000 + strategyprofit //Current profit made by the closed trades of the running strategy.

N = 5*Capital / Close

once SL = round(close * Stoploss/10000) //Setting Stop loss //Dynamic for indices // 100/10000 = 1%

S = 9 //4

M = 26 //12

L = 52 //48

// Ichimoku settings

TenkanSen = (highest[S](high)+lowest[S](low))/2 // default setting S = 9

KijunSen = (highest[M](high)+lowest[M](low))/2 // default setting M = 26

SenkouSpanA = (Tenkansen[M]+Kijunsen[M])/2 // default setting M = 26

SenkouSpanB = (highest[L](High[M])+lowest[L](Low[M]))/2 //default setting L = 52

KumoBorderLong = Max(SenkouSpanA, SenkouSpanB) //

KumoBorderShort = Min(SenkouSpanA, SenkouSpanB) //

//graph KumoBorderShort

If TenkanSen crosses over KijunSen then // base for counting bars when crossing takes place

CondLong = 1

else

CondLong = 0

endif

If TenkanSen crosses under KijunSen then

CondShort = 1

else

CondShort = 0

endif

if not onmarket then

IF CondLong = 1 and CondShort = 0 and Close > KumoBorderLong then // Default summation[4]

BUY N shares AT MARKET

SET STOP ploss SL

endif

IF CondLong= 0 and CondShort = 1 and Close < KumoBorderShort THEN //

SELLSHORT N shares AT MARKET //short sell conditie

SET STOP pLOSS SL

endif

Bard

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