Profitable System

Hi frends,

I'm trying learn Zorro and in the first i translate from MT4 my profitable system.

I will be happy, if somebody check and hep my develop.

Is a based in the EMA, ALMA and WiLLIAMS.

Tested with EURUSD



Milan

Hi,

this is a from new version:
Result for the YEAR 2016. I Still trying find the mistake. Becouse this result is not possible in the real trading.

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Annual growth rate 1104%
Profit factor 2.00 (PRR 1.88)
Sharpe ratio 2.84
Kelly criterion 1.49
R2 coefficient 0.000
Ulcer index 4.2%
Prediction error 25%

Ciao,
You have in sample results. Basically you have an high over-fitting risk few things to do in order to get more realistic results are:
- Introduce WFO, and test the script with out of sample data
- Oversampling
- the stop larger than tp sound very suspect...

my 2 cents

Grat,

I tested your code for same asset, but got AR around 50 percent only.. please find the data.

Zorro 1.46.3 Trading Automaton
Made with Gamestudio by oP group 2015

2010---2015
myEma3 compiling..........
Test: myEma3 EUR/USD 2010..2015
Read myEma3_EURUSD.par
Monte Carlo Analysis... Median AR 59%
Profit 5385$ MI 78$ DD 1984$ Capital 1868$
Trades 7985 Win 52.0% Avg +7.7p Bars 31
AR 50% PF 1.20 SR 0.82 UI 15% R2 0.00

2015-2016..

Profit 5385$ MI 78$ DD 1984$ Capital 1868$
Trades 7985 Win 52.0% Avg +7.7p Bars 31
AR 50% PF 1.20 SR 0.82 UI 15% R2 0.00
Copied to Clipboard!

myEma3 compiling...........
Test: myEma3 EUR/USD 2015..2016
Read myEma3_EURUSD.par
Monte Carlo Analysis... Median AR 47%
Profit 973$ MI 66$ DD 1523$ Capital 2823$
Trades 1644 Win 54.1% Avg +6.8p Bars 36
AR 28% PF 1.18 SR 0.71 UI 40% R2 0.00