Strategy Eur/Usd mini, how to reduce the maximum % drawdown?

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  • #102927 quote
    robertogozzi
    Moderator
    Master

    Drawdown, I happen most of the times that DRAWDOWN is not displayed at all (zero is displayed) and I have to click 3, 4 or more times for a new backtest to successfully see it displayed!

    It’s very disturbing and time consuming!

    #102930 quote
    GraHal
    Participant
    Master

    Aha that’s what I hope you were going to say!

    If you click on the spanner at the red arrowhead then it populates the Max Drawdown figure! 🙂

    robertogozzi and Gregg thanked this post
    Gregg.jpg Gregg.jpg
    #102932 quote
    robertogozzi
    Moderator
    Master

    WTF GraHal, that’s going to spare me so much time!!!!!!   THANK YOU

    GraHal thanked this post
    #102933 quote
    GraHal
    Participant
    Master

    Roberto, it’s the least I can do for all the help you have given me and many others in this Community!

    Cheers

    #102961 quote
    Vonasi
    Moderator
    Master

    It has become second nature for me to click the spanner and then hit detailed report to get the draw down figure filled out whenever it is not displayed. I just assumed that everyone did this! Everyone except Roberto it seems 🙂 It would be great if someone at PRT could fix this little bug one day. So many images of reports without any draw down are posted on here that I guess it is an annoying bug  for an awful lot of users.

    #106156 quote
    Gregg
    Participant
    Average

    Hi there,

    I have a question about opening and closing positions about this strategy.
    Some positions open and close the same day. For a strategy in D1 it’s strange, is not it? I have difficulties to understand how the openings and closings are launched 🙂

    Thanks in advance for your details if you have!

    Gregg

    #106159 quote
    Vonasi
    Moderator
    Master

    The strategy sends pending  STOP and LIMIT orders at the open of a candle and not AT MARKET orders. The orders stay on the market for one candle so it is possible to open a position and close a position within one candle. Ensure that you only test with tick by tick testing turned on to get an accurate back test.

    #106160 quote
    Gregg
    Participant
    Average

    Ok Vonasi thanks for your answer I understand.
    And thanks for such reactivity 🙂

    #106163 quote
    Vonasi
    Moderator
    Master

    And thanks for such reactivity

    I’ve never been known for my ‘reactivity’. Quite well known for my ‘sloth likeness’ and ability to procrastinate according to my girlfriend though.

    #106170 quote
    Gregg
    Participant
    Average

    Well… everything has to begin one day!!!

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Strategy Eur/Usd mini, how to reduce the maximum % drawdown?


ProOrder: Automated Strategies & Backtesting

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coscar @coscar Participant
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This topic contains 54 replies,
has 7 voices, and was last updated by Gregg
6 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/18/2018
Status: Active
Attachments: 22 files
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