eacreator
Joined: 09 Dec 2009 Posts: 2
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Posted: Tue Mar 09, 2010 11:25 pm Post subject: New features: strategy reversal |
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Probably every trader have been in situation when EA testing equity curve goes down. Have you wondered how it would look like if you created everything oposite? Now you can check it simply by changing several EA inputs.
Here are several variations how you can use it:
1. Reverse only signals (both opening and closing). This can show you if your strategies entry and exit points are chosen to the right side (with higher winning probability). Sell signals is turned into buy signals and vice versa.
2. Reverse only stop loss and take profit. This will show how reversed risk-reward ratio influence your strategy. Stop loss size is used for take profit and take profit size is used for stop loss. This works even with dynamic stop loss and take profit.
3. Reverse strategy (reverses signals and exchanges SL with TP sizes). If equity curve goes straight down this may reverse it to go up. If equity curve after strategy reversal still goes down, then probably all profits are taken by trading costs (spread, slippages). So if you are struggling to create profitable strategy and reversed system still do not show any improvement, probably you should think about going to longer timeframe, where spread and slippages has less effect.
Let's look at the example below:
1. Original Strategy (By default all reversal EA inputs set to false)
2. Same EA with EA input "ReverseSignals" set to True
3. Same EA with EA input "ReverseSLTP" set to True
4. Same EA with EA input "ReverseStrategy" set to True
Even if this feature do not convert your strategy into profitable, you will get some information and get better idea to which way you can improve it. Also you collect experience what is profitable and what isn't much faster.
These inputs are added to every EA created at EA Creator web site. |
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