Automating the search for strategies.

 
I am interested in traders' thoughts on automating the search for strategies, not necessarily within MQL4/5.
 
What a question you have, for the most part everyone here is trying to automate strategies, and you want to automate the search for strategies.
 
Aliaksandr Hryshyn:
Interested in traders' thoughts on automating strategy search, not necessarily within MQL4/5.
Google mechanicalforex. There is a large community of people who deal with this issue. You will need to know English.
 

Виталий Власов:
Гуглите mechanicalforex. Там обширное сообщество людей которые занимаются данным вопросом. Вам потребуется знание английского. 

It's the same community there as it is here)).

Just doing one project... For some reason few people develop ideas in this direction. It is useful to hear an outside opinion for inspiration))).

 
To automate something, you need to formalise it first. So you need a lot of details about what exactly is supposed to be searched and how it is supposed to be searched - what is the search input and what is the output. Whether we are talking about subscribing to new publications on the Internet for a specific query, or monitoring trade reports. Is there a need for trade automation based on search results after all?
 
Vitalii Ananev:
What a question you have, mostly everyone here is trying to automate strategies, and you want to automate the search for strategies.

IMHO, the question is absolutely correct. Before drawing a strategy, it would be good to know if it will work.

There are 2 ways to do this.

1.Excel - we write the strategy there and check it. any charts + good maths at your service. Yes, and + VBA.

2.MatLab - upload quotes to the database, connect it to MatLab and model the strategy there. Easier than in Excel.

Excel and MatLab can be combined and used together.

You can search until you get something.

There are other options, but these are the most affordable.

 
Aliaksandr Hryshyn:
I am interested in traders' thoughts on automating strategy search, not necessarily within MQL4/5.

How to automate the search for strategies? Automate the process of strategy generation and automate the process of testing and optimisation with feedback in between?

What was written about it here https://www.mql5.com/ru/forum/61423/page16

Трейдерский самообман: недоверие к форвардам.
Трейдерский самообман: недоверие к форвардам.
  • www.mql5.com
По факту, моделирование поведения системы путем прогонки на неоптимизированном отрезке истории - это наиболее эффективный способ анализа для трейдера. - Страница 16 - Категория: технические индикаторы и анализ рынка форекс
 
Yuri Evseenkov:

How to automate the search for strategies?

I remembered a story from the dashing 90s. The department of one of the universities developed a programme for discovering physical laws. By the time the information hit the press, the programme had independently discovered most of the already known laws and started working on the discovery of new ones. The authors threatened to extend the programme's activity to other areas of science, and were already working on it.
 

Every time I load variants into the autotester I think about it. Here's what I'm thinking

1. The strategy generator should work on the principle of evolutionary tree from simple to complex.

2. The variants should be immediately checked on the volking-forward and eliminated

3. Functions should be prepared manually, and the generator should work out only the variants of their interaction, i.e. create interdependencies.

By the way, in the English thread I met a mention of some Bulgarian software with elements of something like this. But since it was on MT4, I was not interested in it.

And here's another German one, also on MT4 http://darwins-fx-tools.com/.

Darwins Algorithmic Trading Framework - predicting the markets for fun and profit
  • darwins-fx-tools.com
Hi, I am Darwin, and on this website I share my work on algorithmic trading with the community I do this because I felt the need for some solid algorithms and programs for the average retail trader - so I wrote it. This framework is meant to be used for real trading - not just as a cash cow to be sold to some poor newbies. I try my best to...
 
Aliaksandr Hryshyn:

It's the same community there as it is here)).

Just doing one project... For some reason few people develop ideas in this direction. It is useful to hear the opinion from the outside for inspiration))).

In general, a cool topic! At the limits of reasonableness. I once had an idea to build a neuron that would receive signals from different indicators and, depending on their success, give them estimated weights.

But then I went into scalping, everything is simple there, and I never developed the idea

 
Yuriy Asaulenko:

IMHO, the question is absolutely correct. Before drawing a strategy, it would be good to know whether it will work.

There are 2 ways to do this.

1.Excel - we write the strategy there and check it. any charts + good maths at your service. Yes, and + VBA.

2.MatLab - upload quotes to the database, connect it to MatLab and model the strategy there. Easier than in Excel.

Excel and MatLab can be combined and used together.

You can search until you get something.

There are other options, but these are the most affordable.

I convert from csv to mat, they are much more convenient to work with than a database
Reason: