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Dans un courrier daté du 03/10/98 05:43:10 , vous avez écrit :
<<
Fichier : report.txt (2394 octets)
Durée du téléchargement (28800 bits/s) : < 1 minute
Here's the same system , with the same datafeed type, same time frame, same
dates and totally diffrent results.
Same system does the exact same thing on the S&P, and Bonds. >>
Pendragon Ver.10.1 NDX-60 min 05/09/96 - 10/02/98
Performance Summary: All Trades
Total net profit $ 167581.00 Open position P/L $ 0.00
Gross profit $ 230059.00 Gross loss $ -62478.00
Total # of trades 173 Percent profitable 58%
Number winning trades 101 Number losing trades 72
Largest winning trade $ 7221.00 Largest losing trade $ -1657.00
Average winning trade $ 2277.81 Average losing trade $ -867.75
Ratio avg win/avg loss 2.62 Avg trade(win & loss) $ 968.68
Max consec. winners 9 Max consec. losers 6
Avg # bars in winners 17 Avg # bars in losers 7
Max intraday drawdown $ -5069.00
Profit factor 3.68 Max # contracts held 1
Account size required $ 13069.00 Return on account 1282%
===============
OK.
Some clues for you:
1-Seems that your system has exits to be able to feature a 1:33 Net profit /
maxDD ratio.
If fyou used the include system, do not forget that the information are not
transmitted from the master system to the included one, unless you use global
variables.
2-Check if it produces the same results on the same machine when realtime and
historical.
3-Check again by closing the charting an reopening in the morning before the
market
4-Check also if the results are different when changing the Bouncing ticks
setting.
5-Build a new systm that generate more trades (change some parameters) and
redo the above testing. (only to have more cases to study)
6-Try to identify the bars where differences appears, and the variables that
are involved in the errors.
7-Focus onte guilty variable and how it's calculated.
8-Print anything that is useful to understand the error appearing
(intermediate variables from the raw data to the faulty variable value).
The you will find...
For the moment, it's the only thing that I suspect from this document.
Rgds
Pierre Orphelin
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