Better NN EA development - page 42

 

Sell, Sell, Sell

Hi, Barnix.

I would like to know why does the SVM EA only sell?

Thank you.

LittleWalker.

 

See the Strategytester report:

https://c.mql5.com/forextsd/forum/52/strategytester_svm_ea_v25c_06.htm

Total trades 268

Short positions (won %) 218 (55.50%)

Long positions (won %) 50 (52.00%)

LittleWalker:
Hi, Barnix.

I would like to know why does the SVM EA only sell?

Thank you.

LittleWalker.
 

Sell, Sell, Sell

But Why on my EA it is only selling.

MetaTrader V.220.

Thank you.

LittleWalker.

Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit

17843954 2008.11.14 12:18 sell 0.10 usdjpy 96.47 96.63 96.33 2008.11.14 12:23 96.33 0.00 0.00 0.00 14.53

17843843 2008.11.14 12:18 sell 0.10 gbpusd 1.4745 1.4851 1.4711 2008.11.14 12:21 1.4711 0.00 0.00 0.00 34.00

17843079 2008.11.14 12:09 sell 0.10 usdjpy 96.64 96.80 96.50 2008.11.14 12:18 96.50 0.00 0.00 0.00 14.51

17833522 2008.11.14 09:10 sell 0.10 gbpusd 1.4855 1.4926 1.4786 2008.11.14 12:18 1.4786 0.00 0.00 0.00 69.00

17840919 2008.11.14 11:35 sell 0.10 usdjpy 96.97 97.11 96.81 2008.11.14 12:08 96.81 0.00 0.00 0.00 16.53

17834160 2008.11.14 09:19 sell 0.10 usdjpy 97.13 97.28 96.98 2008.11.14 11:35 96.98 0.00 0.00 0.00 15.47

17833191 2008.11.14 09:05 sell 0.10 usdjpy 97.01 97.15 96.85 2008.11.14 09:18 97.15 0.00 0.00 0.00 -14.41

17833002 2008.11.14 09:01 sell 0.10 usdjpy 96.86 97.02 96.72 2008.11.14 09:05 97.02 0.00 0.00 0.00 -16.49

17832597 2008.11.14 08:57 sell 0.10 usdjpy 97.02 97.19 96.89 2008.11.14 09:01 96.89 0.00 0.00 0.00 13.42

17831819 2008.11.14 08:41 sell 0.10 usdjpy 96.84 97.06 96.76 2008.11.14 08:57 97.06 0.00 0.00 0.00 -22.67

17831686 2008.11.14 08:38 sell 0.10 usdjpy 96.79 96.93 96.63 2008.11.14 08:41 96.93 0.00 0.00 0.00 -14.44

17830982 2008.11.14 08:28 sell 0.10 usdjpy 96.96 97.10 96.80 2008.11.14 08:38 96.80 0.00 0.00 0.00 16.53

17830895 2008.11.14 08:27 sell 0.10 usdjpy 97.11 97.28 96.98 2008.11.14 08:28 96.98 0.00 0.00 0.00 13.41

17830725 2008.11.14 08:25 sell 0.10 usdjpy 97.02 97.14 96.84 2008.11.14 08:27 97.14 0.00 0.00 0.00 -12.35

17830022 2008.11.14 08:15 sell 0.10 usdjpy 96.87 97.01 96.71 2008.11.14 08:25 97.01 0.00 0.00 0.00 -14.43

17825645 2008.11.14 07:26 sell 0.10 eurusd 1.2760 1.2831 1.2691 2008.11.14 08:15 1.2691 0.00 0.00 0.00 69.00

17829321 2008.11.14 08:05 sell 0.10 usdjpy 96.97 97.18 96.88 2008.11.14 08:15 96.88 0.00 0.00 0.00 9.29

17828494 2008.11.14 07:59 sell 0.10 usdjpy 96.84 97.05 96.75 2008.11.14 08:04 97.05 0.00 0.00 0.00 -21.64

17827192 2008.11.14 07:45 sell 0.10 usdjpy 97.08 97.22 96.92 2008.11.14 07:59 96.92 0.00 0.00 0.00 16.51

17825970 2008.11.14 07:29 sell 0.10 usdjpy 97.24 97.39 97.09 2008.11.14 07:45 97.09 0.00 0.00 0.00 15.45

0.00 0.00 0.00 201.22

Closed P/L: 201.22

 

You must have this init function in SVM EA:

//+------------------------------------------------------------------+

//| expert initialization function |

//+------------------------------------------------------------------+

int init()

{

//----

file_name1="c:\\"+Symbol()+"_SVM_model_dyn_3tf_1_.txt";

Point1=Point;

spread=MarketInfo(Symbol(),MODE_SPREAD);

_train_1();

//----

return(0);

}

LittleWalker:
But Why on my EA it is only selling.

MetaTrader V.220.

Thank you.

LittleWalker.

Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit

17843954 2008.11.14 12:18 sell 0.10 usdjpy 96.47 96.63 96.33 2008.11.14 12:23 96.33 0.00 0.00 0.00 14.53

17843843 2008.11.14 12:18 sell 0.10 gbpusd 1.4745 1.4851 1.4711 2008.11.14 12:21 1.4711 0.00 0.00 0.00 34.00

17843079 2008.11.14 12:09 sell 0.10 usdjpy 96.64 96.80 96.50 2008.11.14 12:18 96.50 0.00 0.00 0.00 14.51

17833522 2008.11.14 09:10 sell 0.10 gbpusd 1.4855 1.4926 1.4786 2008.11.14 12:18 1.4786 0.00 0.00 0.00 69.00

17840919 2008.11.14 11:35 sell 0.10 usdjpy 96.97 97.11 96.81 2008.11.14 12:08 96.81 0.00 0.00 0.00 16.53

17834160 2008.11.14 09:19 sell 0.10 usdjpy 97.13 97.28 96.98 2008.11.14 11:35 96.98 0.00 0.00 0.00 15.47

17833191 2008.11.14 09:05 sell 0.10 usdjpy 97.01 97.15 96.85 2008.11.14 09:18 97.15 0.00 0.00 0.00 -14.41

17833002 2008.11.14 09:01 sell 0.10 usdjpy 96.86 97.02 96.72 2008.11.14 09:05 97.02 0.00 0.00 0.00 -16.49

17832597 2008.11.14 08:57 sell 0.10 usdjpy 97.02 97.19 96.89 2008.11.14 09:01 96.89 0.00 0.00 0.00 13.42

17831819 2008.11.14 08:41 sell 0.10 usdjpy 96.84 97.06 96.76 2008.11.14 08:57 97.06 0.00 0.00 0.00 -22.67

17831686 2008.11.14 08:38 sell 0.10 usdjpy 96.79 96.93 96.63 2008.11.14 08:41 96.93 0.00 0.00 0.00 -14.44

17830982 2008.11.14 08:28 sell 0.10 usdjpy 96.96 97.10 96.80 2008.11.14 08:38 96.80 0.00 0.00 0.00 16.53

17830895 2008.11.14 08:27 sell 0.10 usdjpy 97.11 97.28 96.98 2008.11.14 08:28 96.98 0.00 0.00 0.00 13.41

17830725 2008.11.14 08:25 sell 0.10 usdjpy 97.02 97.14 96.84 2008.11.14 08:27 97.14 0.00 0.00 0.00 -12.35

17830022 2008.11.14 08:15 sell 0.10 usdjpy 96.87 97.01 96.71 2008.11.14 08:25 97.01 0.00 0.00 0.00 -14.43

17825645 2008.11.14 07:26 sell 0.10 eurusd 1.2760 1.2831 1.2691 2008.11.14 08:15 1.2691 0.00 0.00 0.00 69.00

17829321 2008.11.14 08:05 sell 0.10 usdjpy 96.97 97.18 96.88 2008.11.14 08:15 96.88 0.00 0.00 0.00 9.29

17828494 2008.11.14 07:59 sell 0.10 usdjpy 96.84 97.05 96.75 2008.11.14 08:04 97.05 0.00 0.00 0.00 -21.64

17827192 2008.11.14 07:45 sell 0.10 usdjpy 97.08 97.22 96.92 2008.11.14 07:59 96.92 0.00 0.00 0.00 16.51

17825970 2008.11.14 07:29 sell 0.10 usdjpy 97.24 97.39 97.09 2008.11.14 07:45 97.09 0.00 0.00 0.00 15.45

0.00 0.00 0.00 201.22

Closed P/L: 201.22
 

SVM_EA_v25c_

Backtest for USDCHF:

 

SVM_EA_v25d

Backtest for USDCHF:

//+------------------------------------------------------------------+

#define NR_OF_SAMPLE_LINES 2000

#define NR_OF_TEST_LINES 800

#define NR_OF_TEST_BARS 10

#define NR_OF_ATTRIB 27

#define FUTURE_WINDOW 300

//+------------------------------------------------------------------+

//| |

//+------------------------------------------------------------------+

extern int TrainTimeFrame=PERIOD_M5;

extern int TrainPeriod=PERIOD_M1;

extern int PredictPeriod=PERIOD_M1;

extern int StopLoss=80;

extern int TakeProfit=80;

extern double Lots=0.1;

extern datetime BeginDate= D'2008.09.01 00:00';

extern double C=32.0;

extern double gamma=2.0;

 

The INIT is in the EA.

Hi Barnix,

I do have the code of the :: expert initialization function :: within my EA,

But it stills only sells, it doesn't buy.

Please Help,

Thank you.

>You must have this init function in SVM EA:

//+------------------------------------------------------------------+

//| expert initialization function |

//+------------------------------------------------------------------+

int init()

{

//----

file_name1="c:\\"+Symbol()+"_SVM_model_dyn_3tf_1_. txt";

Point1=Point;

spread=MarketInfo(Symbol(),MODE_SPREAD);

_train_1();

//----

return(0);

}

 

First time try to backtest each simbol separatly

and make a best settings for each currency.

You must have 50% buy and 50% sell orders in statement for each currency.

LittleWalker:
Hi Barnix,

I do have the code of the :: expert initialization function :: within my EA,

But it stills only sells, it doesn't buy.

Please Help,

Thank you.

>You must have this init function in SVM EA:

//+------------------------------------------------------------------+

//| expert initialization function |

//+------------------------------------------------------------------+

int init()

{

//----

file_name1="c:\\"+Symbol()+"_SVM_model_dyn_3tf_1_. txt";

Point1=Point;

spread=MarketInfo(Symbol(),MODE_SPREAD);

_train_1();

//----

return(0);

}
 

Sell, Sell Sell.

I did try to backtest it, but I get the following :

2008.11.14 10:52:48 2008.07.03 08:56 SVM_EA_v25c_06 EURUSD,M1: dll calls are not allowed; 'Project3_2.dll'-'SvmCreateDyn_3tf_1_par'

Can you please help me with this?

Thank you.

>First time try to backtest each simbol separatly

>and make a best settings for each currency.

>You must have 50% buy and 50% sell orders in statement for each currency

 

1.Tools

2.Options

3.Expert Advisors

4.Allow Dll imports

LittleWalker:
I did try to backtest it, but I get the following :

2008.11.14 10:52:48 2008.07.03 08:56 SVM_EA_v25c_06 EURUSD,M1: dll calls are not allowed; 'Project3_2.dll'-'SvmCreateDyn_3tf_1_par'

Can you please help me with this?

Thank you.

>First time try to backtest each simbol separatly

>and make a best settings for each currency.

>You must have 50% buy and 50% sell orders in statement for each currency