Difference calculus, examples. - page 15

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Added minimal binary adaptation in the course of trading, in the form of signal reversal depending on the sum of the previous two signals.

And opening of new trades only from the end of Monday to Thursday.

Advisor:2018_04_22_4P72_EA.
Symbol:EURUSD
Period:M1 (2014.02.14 - 2018.02.06)
Parameters:Lot=0.1
StopLoss=30000
TakeProfit=30000

Currency:USD
Initial deposit:100 000.00
Leverage:1:100
Backtest
Story quality:93%
Bars:1473084Tics:5855532Characters:1
Net Profit:7 064.64Absolute balance sheet drawdown:39.68Absolute drawdown of funds:51.16
Total profit:14 433.00Maximum drawdown on balance:418.38 (0.39%)Maximum drawdown of funds:466.49 (0.43%)
Total loss:-7 368.36Relative balance sheet drawdown:0.39% (418.38)Relative drawdown in funds:0.43% (466.49)
Profitability:1.96Expected payoff:9.76Margin Level:71535.24%
Recovery Factor:15.14Sharpe Ratio:0.21Z-Score:-0.01 (0.80%)
AHPR:1.0001 (0.01%)LR Correlation:0.98OnTester Result:0
GHPR:1.0001 (0.01%)LR Standard Error:464.84
Total trades:724Short trades (% of winners):344 (61.34%)Long trades (% of winners):380 (60.00%)
Total trades:1319Profitable trades (% of all trades):439 (60.64%)Loss trades (% of all):285 (39.36%)
Largest profitable trade:377.19Biggest losing trade:-213.07
Average profitable trade:32.88Average losing trade:-25.85
Maximum number of consecutive wins (profit):11 (638.68)Maximum number of continuous losses (loss):10 (-316.04)
Max. continuous profit (number of wins):638.68 (11)Max. continuous loss (number of losses):-316.04 (10)
Average continuous gain:3Average Continuous Losses:2
 
Aleksey Panfilov:

Added minimal binary adaptation as the trade progresses, in the form of signal reversal depending on the sum of the previous two signals.

And opening of new trades only from the end of Monday to Thursday.


The Expert Advisor itself:

 
Aleksey Panfilov:


The expert himself:

2018.11.25 17:29:52.257 Core 1  program file Indicators\2018_02_15_4P72.ex5 read error
2018.11.25 17:29:52.257 Core 1  loading of 2018_02_15_4P72.ex5 Si Splice,M1 failed [532]
2018.11.25 17:29:52.257 Core 1  2014.01.01 00:00:00   cannot load custom indicator '2018_02_15_4P72.ex5' [4802]
2018.11.25 17:29:52.257 Core 1  program file Indicators\2018_02_15_4P72_RED.ex5 read error
2018.11.25 17:29:52.257 Core 1  loading of 2018_02_15_4P72_RED.ex5 Si Splice,M1 failed [532]
2018.11.25 17:29:52.257 Core 1  2014.01.01 00:00:00   cannot load custom indicator '2018_02_15_4P72_RED.ex5' [4802]
2018.11.25 17:29:52.257 Core 1  program file Indicators\2018_02_15_4P72.ex5 read error
2018.11.25 17:29:52.257 Core 1  loading of 2018_02_15_4P72.ex5 Si Splice,M5 failed [532]
2018.11.25 17:29:52.257 Core 1  2014.01.01 00:00:00   cannot load custom indicator '2018_02_15_4P72.ex5' [4802]
2018.11.25 17:29:52.257 Core 1  program file Indicators\2018_02_15_4P72_RED.ex5 read error
2018.11.25 17:29:52.257 Core 1  loading of 2018_02_15_4P72_RED.ex5 Si Splice,M5 failed [532]
2018.11.25 17:29:52.257 Core 1  2014.01.01 00:00:00   cannot load custom indicator '2018_02_15_4P72_RED.ex5' [4802]
2018.11.25 17:29:52.257 Core 1  program file Indicators\2018_02_15_4P72.ex5 read error
2018.11.25 17:29:52.257 Core 1  loading of 2018_02_15_4P72.ex5 Si Splice,M30 failed [532]
2018.11.25 17:29:52.257 Core 1  2014.01.01 00:00:00   cannot load custom indicator '2018_02_15_4P72.ex5' [4802]
2018.11.25 17:29:52.257 Core 1  program file Indicators\2018_02_15_4P72_RED.ex5 read error
2018.11.25 17:29:52.257 Core 1  loading of 2018_02_15_4P72_RED.ex5 Si Splice,M30 failed [532]
2018.11.25 17:29:52.257 Core 1  2014.01.01 00:00:00   cannot load custom indicator '2018_02_15_4P72_RED.ex5' [4802]
2018.11.25 17:29:52.257 Core 1  2014.01.01 00:00:00   Alert: Error Creating Handles for indicators - error:4802!!
2018.11.25 17:29:52.257 Core 1  tester stopped because OnInit returns non-zero code
 
Aleksey Vyazmikin:
StopLoss=30000
TakeProfit=30000
L0_1_line_power=2
L0_1_leverage=62
L0_1_line1_SHIFT=42
L0_2_line1_SHIFT=110
SMA_Period_00=1
Porog_00=0
L1_1_line_power=2
L1_1_leverage=12
L1_1_line1_SHIFT=102
L1_2_line1_SHIFT=20
SMA_Period_01=1
Porog_01=160
L2_1_line_power=3
L2_1_leverage=52
L2_1_line1_SHIFT=102
L2_2_line1_SHIFT=90
SMA_Period_02=1
Porog_02=-10000
Start_Weekly_Hour=20
Period_Weekly_Hour=72
Start_Hour=0
Period_Hour=25
EA_Magic=12345
EA_Slippage=30


Apologies.

Thought I already posted and colour coded indicators.

 
Aleksey Panfilov:


Apologies.

Thought I'd already posted and colour coded indicators.

Now it's running!

Reset the set to optimise - it's pouring on Si...

 

Put your settings in - it's getting plus on Si in 2018, pouring over past ones.

Maybe it needs optimisation - please write its limits for the optimiser - I'll spin it.

 
Aleksey Vyazmikin:

Put your settings in - it's getting plus on Si in 2018, pouring over past ones.

Maybe it needs optimisation - please write its limits for optimiser - I'll spin it.

Optimised it in spring and it doesn't seem very systematic. I'll try to find what's left.

Ah, what is Si. If you can't explain it on the forum, put it in a personal message, please.


P/S. I think I found it.

Files:
2018_06_07.zip  489 kb
2018_06_09.zip  2156 kb
 
Aleksey Panfilov:

I optimised it in the spring and it didn't seem to be very systematic. I'll try to find out what's left.

Ah, what is Si. If you can't explain it on the forum, please send it to me.

It is a Moex futures on USDRUB_TOM pair

 
Aleksey Vyazmikin:

This is a Moex futures on the USDRUB_TOM pair

Thank you.

The Expert Advisor has been optimized only for EURUSD (as evidenced by the history in the branch and in the latest attached folders) and it is far from being universal. However, it sometimes works.

 
Aleksey Panfilov:

Thank you.

The Expert Advisor has been optimized only for EURUSD (it can be seen from the history in the branch and in the latest attached folders), and it is still far from being universal. However, it sometimes works.

Yes, the indicators clearly have potential, I've spun some genetics - this is Si 2015-2018 M1.


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