1 (edited by yonkuro 2016-12-02 14:25:18)

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 smile, thanks a million Popov.

I’m working on improving my English and trading skill

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.

http://s14.postimg.org/4u6sjv14h/screenshot_102.png

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

I’m working on improving my English and trading skill

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 (edited by yonkuro 2016-12-05 16:10:06)

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

I’m working on improving my English and trading skill