1 (edited by yonkuro 2016-11-14 16:52:26)

Topic: Return/Drawdown

What is this? and how will it affect the strategy performance?

Regards

I’m working on improving my English and trading skill

Re: Return/Drawdown

Btw the new features are awesome

I’m working on improving my English and trading skill

Re: Return/Drawdown

"Return / Drawdown" is a very important and useful metrics for the strategy performance.

It is calculated as dividing the net profit of the strategy to the max drawdown during the backtest. for example if the max drawdown is $200 and the profit is $400, the Return / Drawdown is 2.0.

You can use the "Return / Drawdown" as a search target for the Generator and the Optimizer and also as Acceptance Criteria.

http://s14.postimg.org/8vj37rpwt/screenshot_91.jpg

Re: Return/Drawdown

Sounds great, I'll give it a try.

By the way, I'm sorry for asking same thing, but do you have a plan to include maximum stagnation in the future update?

I’m working on improving my English and trading skill

Re: Return/Drawdown

yonkuro wrote:

Sounds great, I'll give it a try.

By the way, I'm sorry for asking same thing, but do you have a plan to include maximum stagnation in the future update?

Are you unable to use maximum stagnation  as shown in acceptance criteria.?

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Return/Drawdown

Blaiserboy wrote:

Are you unable to use maximum stagnation  as shown in acceptance criteria.?

The current EA Studio doesn't have such criteria

I’m working on improving my English and trading skill

Re: Return/Drawdown

I'll add Stagnation and Balance line stability criteria in the later releases.
Now I'm working on improved synchronization between the Editor and Collection. I'll upload a new version tomorrow.

Trade Safe!

Re: Return/Drawdown

Thank you

I’m working on improving my English and trading skill