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Posts: 8

Topic: New Report Statistics Issues

Hi Popov,
Iv'e been doing some testing and there are a couple of things iv'e noticed:

1: The Entry by weekdays/hour etc are calculated from the current timezone on the users PC. I'm wondering if we can change that to the timezone reflective of the data?

2: Iv'e noticed the Profit and Loss by Hours is calculated when the trade is closed ie I open a trade at 07:00 close at 20:00 the stat for that trade will be logged against hour 20:00. I feel it would be much a much bigger advantage having it set the other way around so that trade result would be reflective of when the trade is opened, this way we can narrow in on what hours we allow the strategy to open trades.

Re: New Report Statistics Issues

Interesting observation. Thank you for the report!

It is fixed.

Here is an experiment I made to test the Report stats if I trade only on Sunday. In order to do it, I entered some impossible trade time in the Trading Session. It prevent the entries from Mon to Sat  because I'm using H1 chart.

https://image-holder.forexsb.com/store/trading-session-trade-only-on-sunday.png

I was surprised that I had a close on Friday 10:00.

https://image-holder.forexsb.com/store/trading-session-trade-only-on-sunday-stats-thumb.png

The explanation is simple. There is an option in the Settings, that force EA Studio to close the last position at the end of the backtest - "Close the position at the end of the backtest". When I unchecked the option, the stats shows that everything is fine.

https://image-holder.forexsb.com/store/trading-session-trade-only-on-sunday-stats-2-thumb.png

Re: New Report Statistics Issues

Thanks Popov I just tested now for the timezone issue and all seems to fine. However the Profit/Loss for each hour still relates to the close of the trade rather than the open. I feel if we can make the results coorepsond to the opening of the trade then we can optimise the trading session of the strategy alot better.
Another issue I have found is the fact that if I have a strategy that say trades very well Mon-Thu but looses money on fridays I cannot adjust the time for that particular strat wihout effecting each of the other strategies in the portfolio.
Is it possible to have set trading session rules for each individual strategy rather than the portfolio as a whole?

Re: New Report Statistics Issues

However the Profit/Loss for each hour still relates to the close of the trade rather than the open.

Added!

https://image-holder.forexsb.com/store/eas-report-added-entries-and-exits-at-the-time-of-the-entry.png

Re: New Report Statistics Issues

We need also to show the profit in currency because we may decide that the strategy shown at the above chart is on loss, but it is not. The above strategy has lower count of wins than the count of losses but higher total profit.

Re: New Report Statistics Issues

Amazing work!
Yes I agree I didn’t think of that!
I will test out the new features today and gove some feedback

Re: New Report Statistics Issues

Popov, I just thought of another feature to include, would using the entry time indicator as a preset indicator use this new data to optimise days/hours to enter the market?

8 (edited by geektrader 2019-01-13 21:30:56)

Re: New Report Statistics Issues

The entry time indicator is randomized (in this case with random entry/exit hours) like any other indicator if you generate strategies. Once a useful combination is found (and yes, that might include entering the market at a specific time) you will see a good (or bad) strategy as usually in your collection. The entry time indicator cannot access backtest stats before the backtest is actually done, hence your idea is not possible (at least not in the way how EA Studio currently generates strategies). However, I can guarantee you that it works fine as EA Studio has found several time-limited strategies that use this indicator for me :-)

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