Topic: Maximum Stagnation Percent and Maximum Balance Line Deviation
Finally it's here.. this is what I've been waiting for.
I'm so happy 
, thanks a million Popov.
1 2016-12-02 13:37:11 (edited by yonkuro 2016-12-02 14:25:18)
- yonkuro
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- Popov
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Re: Maximum Stagnation Percent and Maximum Balance Line Deviation
You can also sort the collected strategies by Stagnation and Balance line deviation. For both metrics the lower values are the better.
- yonkuro
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Re: Maximum Stagnation Percent and Maximum Balance Line Deviation
That's super cool, it make my strategy to have very smooth equity line.
BTW maximum stagnation percent is percentage stagnation of total historical bars right
- Popov
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Re: Maximum Stagnation Percent and Maximum Balance Line Deviation
BTW maximum stagnation percent is percentage stagnation of total historical bars right
It is percent of the total bars the strategy uses for trading. The bars required for calculating the indicators initial values are not included.
For example, if you have 20 000 bars and you use MA (40), the backtest will use 20000 - 40 - 2 = 19958 bars. If you have stagnation for 550 bars, it will be 100 * 550 / 19958 = 2.76 % stagnation.
5 2016-12-05 16:08:49 (edited by yonkuro 2016-12-05 16:10:06)
- yonkuro
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Re: Maximum Stagnation Percent and Maximum Balance Line Deviation
Popov wrote:
BTW maximum stagnation percent is percentage stagnation of total historical bars right
It is percent of the total bars the strategy uses for trading. The bars required for calculating the indicators initial values are not included.
For example, if you have 20 000 bars and you use MA (40), the backtest will use 20000 - 40 - 2 = 19958 bars. If you have stagnation for 550 bars, it will be 100 * 550 / 19958 = 2.76 % stagnation.
Ah I see, thanks