Discussion of article "Developing a self-adapting algorithm (Part II): Improving efficiency" - page 3

 

Hello, this is a great contribution, thank you very much!

In order to achieve the portfolio performance across 28 pairs (last graph in your article), can I use the set file (labelled 26set) and run the EA on 1H? Of course understanding that the results might no be replicated in real trading, but the stability and drawdowns look very appealing. Thanks for your advice!

 
FM2020:

Hello, this is a great contribution, thank you very much!

In order to achieve the portfolio performance across 28 pairs (last graph in your article), can I use the set file (labelled 26set) and run the EA on 1H? Of course understanding that the results might no be replicated in real trading, but the stability and drawdowns look very appealing. Thanks for your advice!

yes, use this settings file.  Pre-test each instrument in the tester and check the stability on the quotes of your broker.  I have used it for 2 years on real accounts, the results are about the same as in the tester, but the yield is lower.
 
Fantastic work, and some really useful methods outlined in source code which is so rare. Having looked at it, if I wish to increase risk and profitability proportionately, I think I am right in saying it is simply necessary to change, for example, the Lot_1 setting under each pair from .1 to .2. Am I correct? I am still working my way through understanding the code in full...
 
Andrew Thompson:
Fantastic work, and some really useful methods outlined in source code which is so rare. Having looked at it, if I wish to increase risk and profitability proportionately, I think I am right in saying it is simply necessary to change, for example, the Lot_1 setting under each pair from .1 to .2. Am I correct? I am still working my way through understanding the code in full...
thank.  Yes, in order to proportionally increase the risk and profit, you need to increase the lot from 0.01 to 0.02.  But there are still several methods for automatic correction of the lot based on the size of the deposit or on the current volatility.
 

This topic is certainly interesting, and it's clear that a lot of time has gone into the project, but the code presented generates a large number of warnings.

Having reviewed the code, there appeared to be two specific bugs which have now been corrected. However, it may be necessary to re-optimise as the behaviour of the EA will have changed slightly.

The attached files now compile with zero warnings.

 
SysFX:

This topic is certainly interesting, and it's clear that a lot of time has gone into the project, but the code presented generates a large number of warnings.

Having reviewed the code, there appeared to be two specific bugs which have now been corrected. However, it may be necessary to re-optimise as the behaviour of the EA will have changed slightly.

The attached files now compile with zero warnings.

I am having issues with running both the original version of the code as well as your with fixed bugs.

I have tried a simple EURUSD with the default parameter values, I have only set the `Only_one_symbol` to true. Afterwards, I have ran it as false. The results were the same. No trades at all.

I used the 2021.01.01 to 2021.03.16 time interval for all tries. I even tried extending it to 2020.01.01  to 2021.03.16, and still got the same result, no trades at all, it just took way longer.

Do you know how should this be run? And how to do optimization for example on a specific pair, e.g. NZDCAD?

 
Mahir Zukic:

I am having issues with running both the original version of the code as well as your with fixed bugs.

I have tried a simple EURUSD with the default parameter values, I have only set the `Only_one_symbol` to true. Afterwards, I have ran it as false. The results were the same. No trades at all.

I used the 2021.01.01 to 2021.03.16 time interval for all tries. I even tried extending it to 2020.01.01  to 2021.03.16, and still got the same result, no trades at all, it just took way longer.

Do you know how should this be run? And how to do optimization for example on a specific pair, e.g. NZDCAD?

Download the files attached to the article. There is a file for EURUSD, apply it to the EA and install the EA for the EURUSD pair. Everything should work now. To use another pair in the tester, you need to specify its first one in the settings. The steam in the tester must match the one indicated in the settings. For example, NZDUSD in the tester, in this case NZDUSD should be in the settings. This is for MT4.

If the advisor did not make deals on the specified dates, increase the testing period, perhaps there were no signals

 
Michele Catanzaro:
Ok thanks a lot for your reply, for now I have commented the other 27 currency pairs to test it just on 1.

Hey Michele. Can you share the EA which you converted into MT5? I have tried to do it via `mq4.mqh` file to bridge that gap by still using the MT4 code and only changing minor stuff to get rid of compilation errors, but when I run the EA, nothing happens. No trades.

I would really appreciate it.

EDIT: after having a single run finish after some time (about 10 minutes) for 2018 - 2021 period for EURUSD for the same settings as used in MT4, I get about 20 or so trades in MT5, whereas I would get 1000 - 2000 trades in MT4. Also, MT5 is orders of magnitude slower for the same period, which takes about 10 minutes, while MT4 about 20 - 30 seconds. All other settings were the same, both for the EA as well as backtesting, period (2018 - 2021), timeframe (H1), symbol (EURUSD) and modelling (Open prices only).
 
Anybody? With the MT5 version?
 
Very informative