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MAKOTO JUROU
10-02-2006 07:26, 07:26 AM
MetaTrader 4のEAを開発し、USDCHFでテストしました。 04年9月20日から2006年9月20日までの2年間の1％VAR（バリューアットリスク）の結果は次のとおりです。 VARを5％に増やすと、純利益は170,000.00 USDを超えます。

戦略テスターレポート
USDCHF_Pip_Boxer

lt; TABLE cellSpacing = 1 cellPadding = 3 width = 820 border = 0gt; lt; TBODYgt; lt; TR align = leftgt; lt; TD colSpan = 2gt; Symbollt;TDgt; lt; TD colSpan = 4gt; USDCHF（米ドルVsスイスフラン）lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TD colSpan = 2gt; Periodlt;TDgt; lt; TD colSpan = 4gt; 15分（M15）2004.09.20 00： 00-2006.09.20 00:00（2004.09.20-2006.09.20）lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TD colSpan = 2gt; Modellt;TDgt; lt; TD colSpan = 4gt;すべての目盛り（すべての目盛りのフラクタル補間によるすべての利用可能な最小時間フレームに基づく）lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TD colSpan = 2gt; Parameterslt;TDgt; lt; TD colSpan = 4gt; Value_At_Risk = 1％lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TD colSpan = 2gt; lt; TR align = leftgt; lt; TDgt; testlt;TDgtのバー; lt; TD align = rightgt; 55987lt;TDgt; lt; TDgt; Ticks modelledlt;TDgt; lt; TD align = rightgt; 2620676lt;TDgt; lt; TDgt; Modelling qualitylt;TDgt; lt; TD align = rightgt; 90.00％lt;TDgt; lt;TRgt; lt; TR高さ= 8gt; lt; TD colSpan = 6gt; lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TDgt;初期デポsitlt;TDgt; lt; TD align = rightgt; 10000.00lt;TDgt; lt; TDgt; lt;TDgt; lt; TD align = rightgt; lt;TDgt; lt; TDgt; lt;TDgt; lt; TD align = rightgt; lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TDgt;純利益合計;TDgt; lt; TD align = rightgt; 7838.19lt;TDgt; lt; TDgt;総利益lt;TDgt; lt; TD align = rightgt; 33759.03lt;TDgt; lt; TDgt;総損失lt;TDgt; lt; TD align = rightgt; -25920.83lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TDgt; Profit factorlt;TDgt; lt; TD align = rightgt; 1.30lt;TDgt; lt; TDgt; Expected payofflt;TDgt; lt; TD align = rightgt; 14.57lt;TDgt ; lt; TDgt; lt;TDgt; lt; TD align = rightgt; lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TDgt;絶対ドローダウンlt;TDgt; lt; TD align = rightgt ; 150.82lt;TDgt; lt; TDgt;最大ドローダウンlt;TDgt; lt; TD align = rightgt; 1509.74（9.49％）lt;TDgt; lt; TDgt;相対ドローダウンlt;TDgt; lt; TD align = rightgt ; 9.49％（1509.74）lt;TDgt; lt;TRgt; lt; TR高さ= 8gt; lt; TD colSpan = 6gt; lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TDgt ;合計取引数lt;TDgt; lt; TD align = rightgt; 538lt;TDgt; lt; TDgt;ショートポジション（ウォン％）lt;TDgt; lt; TD align = rightgt; 275（65.09％）lt;TDgt; lt; TDgt;ロングポジション（％ウォン）lt;TDgt; lt; TD align = rightgt; 263（65.78％）lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TD align = right colSpan = 2gt; lt;TDgt; lt; TDgt; Profit Trades（％of total）lt;TDgt; lt; TD align = rightgt; 352（65.43％）lt;TDgt; lt; TDgt;損失トレード（全体の％）lt;TDgt; lt; TD align = rightgt; 186（34.57％）lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TD align = right colSpan = 2gt; Largestlt;TDgt; lt; TDgt;利益トレードlt;TDgt; lt; TD align = rightgt; 206.83lt;TDgt; lt; TDgt;損失tradelt;TDgt; lt; TD align = rightgt; -189.51lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TD align = right colSpan = 2gt; Averagelt;TDgt; lt; TDgt;利益トレードlt;TDgt; lt; TD align = rightgt; 95.91lt;TDgt; lt; TDgt;損失トレードlt;TDgt; lt; TD align = rightgt; -139.36lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TD align = right colSpan = 2gt; Maximumlt;TDgt; lt; TDgt;連続した勝利（お金の利益）lt;TDgt; lt; TD align = rightgt; 12（1694.08）lt;TDgt; lt; TDgt;連続損失（損失）lt;TDgt; lt; TD align = rightgt; 5（-698.82）lt;TDgt; lt;TRgt; lt; TR align = leftgt; lt; TD align = right colSpan = 2gt; Maximallt;TDgt; lt; TDgt;連続利益（勝利数）lt;TDgt; lt; TD align = rightgt; 1694.08（12）lt;TDgt; lt; TDgt;連続損失（損失数）lt;TDgt; lt; TD align = rightgt; -698.82（5）lt;TDgt ; lt;TRgt; lt; TR align = leftgt; lt; TD align = right colSpan = 2gt; Averagelt;TDgt; lt; TDgt;連続したwinslt;TDgt; lt; TD align = rightgt; 3lt;TDgt; lt; TDgt;連続損失lt;TDgt; lt; TD align = rightgt; 2lt;TDgt; lt;TRgt; lt;TBODYgt; lt;TABLEgt;

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TOMOKO CHINATSU
10-16-2021 03:40, 03:40 AM
MAKOTO JUROU
10-16-2021 05:01, 05:01 AM
https://www.forexgroove.com/cryptocurrencies-and-commodities/101-stochastic-rsi-indior-request.html
MAKOTO JUROU
10-16-2021 06:22, 06:22 AM
https://www.forexgroove.com/attachments/1530272797.png
HACHIRO Masao
10-16-2021 07:43, 07:43 AM
MAKOTO JUROU
10-16-2021 09:03, 09:03 AM
https://www.forexgroove.com/attachments/1530272797.png
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MAKOTO JUROU
10-16-2021 10:24, 10:24 AM
MAKOTO JUROU
10-16-2021 11:45, 11:45 AM
美菜恵美こころ綾音
10-16-2021 13:06, 01:06 PM
https://www.forexgroove.com/attachments/1530272797.png
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美菜恵美こころ綾音
10-16-2021 14:26, 02:26 PM
https://www.forexgroove.com/attachments/1530272797.png
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https://www.forexgroove.com/attachments/1530272803382161942.zip
HACHIRO Masao
10-16-2021 15:47, 03:47 PM
https://www.forexgroove.com/attachments/1530272797.png
HACHIRO Masao
10-16-2021 17:08, 05:08 PM
HACHIRO Masao
10-16-2021 18:29, 06:29 PM
https://www.forexgroove.com/attachments/1530272796.png
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MAKOTO JUROU
10-16-2021 19:49, 07:49 PM
恵介梅
10-16-2021 21:10, 09:10 PM
MAKOTO JUROU
10-16-2021 22:31, 10:31 PM
https://www.forexgroove.com/attachments/1530272791.png

https://www.forexgroove.com/attachments/1530272791.png
恵介梅
10-16-2021 23:52, 11:52 PM
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信之愛海智花
10-17-2021 01:13, 01:13 AM
Hi The issue here is that you have optimised the parameters for a set of data over a (previous) period of time.... It does NOT follow that the parameters for the previous period will be the best parameters for the future period..... It sounds logical in theory but it is a fallacy.
瞳夏美楓綾
10-17-2021 02:33, 02:33 AM
MAKOTO JUROU
10-17-2021 03:54, 03:54 AM
https://www.forexgroove.com/attachments/1530272790.png
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https://www.forexgroove.com/attachments/1530272790.pnggt;lt;/o
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MAKOTO JUROU
10-17-2021 05:15, 05:15 AM
https://www.forexgroove.com/forex-trading-and-cfds/168-icwr-egy-autotrader.html
MAKOTO JUROU
10-17-2021 06:36, 06:36 AM
https://www.forexgroove.com/attachments/1530272772.png

https://www.forexgroove.com/attachments/1530272772.png
麗和子陸星子
10-17-2021 07:56, 07:56 AM
https://www.forexgroove.com/attachments/1529197553.png
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MAKOTO JUROU
10-17-2021 09:17, 09:17 AM
MAKOTO JUROU
10-17-2021 10:38, 10:38 AM
瞳夏美楓綾
10-17-2021 11:59, 11:59 AM
http://www.fxnewstrader.com/reports/USDCHF_15-20_Percent.htm
MAKOTO JUROU
10-17-2021 13:20, 01:20 PM
MAKOTO JUROU
10-17-2021 14:40, 02:40 PM
MAKOTO JUROU
10-17-2021 16:01, 04:01 PM
http://www.fxnewstrader.com/reports/USDCHF_15-20_Percent.htm
TOMOKO CHINATSU
10-17-2021 17:22, 05:22 PM
信之愛海智花
10-17-2021 18:43, 06:43 PM
瞳夏美楓綾
10-17-2021 20:03, 08:03 PM
MAKOTO JUROU
10-17-2021 21:24, 09:24 PM
MAKOTO JUROU
10-17-2021 22:45, 10:45 PM
Samurai SACHIKO
10-18-2021 00:06, 12:06 AM
https://www.forexgroove.com/attachments/1529197547.png
玲光碧
10-18-2021 01:26, 01:26 AM
https://www.forexgroove.com/attachments/1529197556sds1265693423.png

https://www.forexgroove.com/attachments/1529197556sds1265693423.png
信之愛海智花
10-18-2021 02:47, 02:47 AM
信之愛海智花
10-18-2021 04:08, 04:08 AM
Originally posted by I develped an EA for MetaTrader 4 and tested it on USDCHF. The result for a 2 year period from Sep 20,04 to Sep 20, 06 with 1% VAR (Value At Risk) is as follows. If I increase the VAR to 5% the net profit will increase to over 170,000.00 USD.
こんにちは、興味深い...もっと教えてください。システムの基礎は何ですか？ジャコ
MAKOTO JUROU
10-18-2021 05:29, 05:29 AM
恵介梅
10-18-2021 06:50, 06:50 AM
https://www.forexgroove.com/attachments/1530272797.png