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EurUsd_AsyS 2000-2011 | 1% Risk per Trade (By EurUsd_AsyS )

The user has deleted this system.

EurUsd_AsyS 2000-2011 | 1% Risk per Trade Discussion

JuanC (cacus)
Jun 17 2011 at 19:57
119 posts
Great system! But this is actually 20% risk...
Keep it up!

Mental note: do not abuse.
AsyS - Trader
Jun 20 2011 at 07:28
3 posts
thank you. i mean 1% per Trade.
let's see how the system works in the future!
Mlungisi (mlungisi)
Jun 24 2011 at 07:09
1 posts
HI there, how do i get to see this strategy?
Miguel (tapachula)
Jun 24 2011 at 21:30
193 posts
Useless <b>Model quality 0.0 </b>

Can you update a 99% model quality?

You found this tradingsignal, so how do you get this report if you dont have the expert?
Yeah i know my grammar sucks, I speak spanish. Sorry if something doesnt make sense ;)
JuanC (cacus)
Jun 24 2011 at 23:29
119 posts

I'm not the developer nor his friend, but it is common to use Open Bar Modeling quality on strategies since the Tick by Tick modeling in Metatrader is the real 'useless', it's not real tick movements, it's just an interpolation and so still being a simulation. It is a good practice to filter ticks, you save processing time and also you'll get results more accurate comparing to real environments, i do it in all my experts, my forward test and real accounts shows the same behavior than on backtest filtering the ticks.
I'm sure that it would be easy to Anio.P to make a new backtest for you with 90% or 99% quality showing the same results as here.
Simply by running the test with tick by tick mode and in 5M TF filtering the ticks with M1 inside the expert's code. It would show the same results if he's using the method as i normally do...
I think he's got a really nice system here, from a system developer perspective it is amazing =)
And i recall i don't know him but he's got a forward test running on i think that's why the strategy is at the Community's top list.

In spanish/En español:

No soy el desarrollador ni su amigo, pero es común el uso del modelado en aperturas de barras en las estrategias ya que el modelado Tick por Tick en Metatrader es realmente lo 'inservible', no son movimientos de ticks reales, son solamente una interpolación/simulación. Es una buena práctica el filtrar ticks, se ahorra procesamiento/tiempo y además se generan resultados más reales en comparación al ambiente real, yo lo hago usualmente en todos mis experts, mis test y cuentas reales los cuales prueban el mismo comportamiento que en los backtest con filtro de ticks.
Estoy seguro que le será fácil a Anio.P hacer nuevos backtests para usted con modelado al 90% o 99% que muestren los mismos resultados. Simplemente corriendo los test en modo tick por tick en TF de M5 filtrando los ticks en M1 dentro del código fuente del expert. Debería mostrar los mismos resultados si es que usa el método de la misma manera que yo normalmente lo hago.
Pienso que verdaderamente él tiene un buen sistema aquí, desde el punto de vista de un desarrollador de sistemas es realmente impresionante =).
Y vuelvo a aclarar que no lo conozco pero aparentemente tiene un test real corriendo con esta estrategia por eso aparece en el Top de la comunidad.

Kind regards from Argentina/Saludos cordiales desde Argentina.

Mental note: do not abuse.
AsyS - Trader
Jun 29 2011 at 10:32
3 posts

Thanks casus thats right.
Miguel i mean i found good entrylevels.

you can look here for more information.

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