Long term optimization

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Hello, I would like to ask you a question. I have seen that you have been doing backtesting since 2017 or 2018 and my question is when I try to do an optimization for more years. Since 2013, for example, the DD has risen a lot. And as a general rule, good optimizations after 5 or 6 years fail. What do you think, is it necessary so many years?

Thank you

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jugulonline
Quote from Javier Herrera Gomariz

Thanks Ulysses, the truth is that I once closed operations manually trying to upload lots and with reverse operations, but quite badly. It is difficult to optimize the strategy when you already have operations underway. What bothers me is that, in the end, there are very few operations that go wrong over time but destroy the entire strategy.

create a system where you will open trades that do not follow the ongoing trend... where the strategy will cover floating minuses into pluses. In this EA there are things like this, for example Martingale, Hedge, Min Size, Lot Exponent, etc
So learn, in fact, every broker has good ones, some are cunning in playing with slippage spreads and so on...
stay safe and stay healthy

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Ulises Cune
Quote from Andrey Khatimlianskyi

I can give you Grammy as a gift and you can send any message to the Telegram.

Or we can add this alert directly to the Grammy.

Thanks Andrey!

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Quote from Ulises Cune

Thank you. I started to program it myself.

I can give you Grammy as a gift and you can send any message to the Telegram.

Or we can add this alert directly to the Grammy.

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Ulises Cune
Quote from jugulonline

https://www.mql5.com/en/market/product/13639?source=External#description

send email not to telegram

Thank you. I started to program it myself.

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jugulonline
Quote from Ulises Cune

I'm looking for a utility that will notify Telegram when the Drawdown is >=X, but I can't find it.

https://www.mql5.com/en/market/product/13639?source=External#description

send email not to telegram

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Quote from Ulises Cune

In my case, what I am doing is with some Indicators that tell me the DrawDown in real time (PZ Risk Management y pz_balanceGuardianEA) and an audible alarm that warns me when it exceeds a certain value (>20% I'm already worried) and with a DrawDown > =50%, I insert double the capital into the account to reduce it by half and I stop the martingale while I think about any change in strategy. The Any To Any close at $1 helps me reduce martingales.

Thanks Ulysses, the truth is that I once closed operations manually trying to upload lots and with reverse operations, but quite badly. It is difficult to optimize the strategy when you already have operations underway. What bothers me is that, in the end, there are very few operations that go wrong over time but destroy the entire strategy.

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Quote from c00l

It was (and still is in part) also my million-dollar question.

I generally do this: optimize to the best of my ability from 2020 to today and then forward test...into the past! If it passes at least from 2018 (preferably 2016) to now it can go into production.

Luckily for me I have a network of very powerful 6x 5950x computers and can afford to do a ton of backtesting.

I have not yet found the holy grail though but if I do I will let you know :-P

Thanks for the advice, I also optimize at least before Covid-19 and then look at previous years to see if something can be fixed. Sometimes raising the SL or lowering the lots works.

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Ulises Cune

I'm looking for a utility that will notify Telegram when the Drawdown is >=X, but I can't find it.

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Ulises Cune
Quote from Javier Herrera Gomariz

As you mentioned, I don't think there is a perfect strategy and in the end there is always a year that fails. What I think about a lot is how to change my strategy before something happens that leaves me without money, but I guess this will be the million-dollar question. ;-))

In my case, what I am doing is with some Indicators that tell me the DrawDown in real time (PZ Risk Management y pz_balanceGuardianEA) and an audible alarm that warns me when it exceeds a certain value (>20% I'm already worried) and with a DrawDown > =50%, I insert double the capital into the account to reduce it by half and I stop the martingale while I think about any change in strategy. The Any To Any close at $1 helps me reduce martingales.

Avatar
1
c00l

It was (and still is in part) also my million-dollar question.

I generally do this: optimize to the best of my ability from 2020 to today and then forward test...into the past! If it passes at least from 2018 (preferably 2016) to now it can go into production.

Luckily for me I have a network of very powerful 6x 5950x computers and can afford to do a ton of backtesting.

I have not yet found the holy grail though but if I do I will let you know :-P