Difference calculus, examples. - page 16

 
Aleksey Vyazmikin:

Yes, the indicators clearly have potential, spun a bit of genetics - this is the Si 2015-2018 M1.

Thanks for the participation and appreciation.

I have one of the "hung" "sport" targets:

Forum on trading, automated trading systems and trading strategy testing

Calling for fruitful cooperation on mutually beneficial terms

Aleksey Panfilov, 2017.01.31 08:02

Create a robot which on the history of at least 300 multi-directional trades on each of any two currency pairs, without martingale and with overshooting no more than (1 or 2 or n) opposite signals, gives a profit factor of at least for example THREE.

 
Aleksey Panfilov:

Thank you for your participation and appreciation.

I have one of the "hanging" "sport" targets:

I don't get it, on two instruments profit factor 3 with the same indicator settings, or is it about global?

 
Aleksey Vyazmikin:

I don't get it, on two instruments the profit factor 3 with the same indicator settings, or is it about global?

:)

First option.

P/S. The link didn't open.

 
Aleksey Panfilov:

:)

First option.

P/S. The link didn't open.

So I did not understand, is it necessary to get a profit factor of 3 when using two instruments simultaneously or on each separately?

And the link is automatic, to the MT5 help - off-topic in general.

I think you need to apply MO to achieve your goal and there will be such a result on tests and even better, but not much use on future data.

 

I have added an interval parameter to the indicator. At its value of 1, the indicator is fully consistent with the previous one.

But if we increase this parameter without recalculating the coefficients, we increase the leverage, and we see the dynamics of the indicator on higher timeframes.

Moreover, even if we recalculate the ratios, we cannot increase the leverage significantly due to their (ratio's) fast growth out of significance limits.

In the picture there are two indicators with interval 1 and interval 15.


Files:
 
Aleksey Panfilov:

I have added an interval parameter to the indicator. At its value of 1, the indicator is fully consistent with the previous one.

But if we increase this parameter without recalculating the coefficients, we increase leverage and see the dynamics of the indicator on higher timeframes.

The figure shows two indicators with interval 1 and interval 15.

I keep looking and looking at these screenshots...

Shade the whole chart with Fourier sine waves and it's done?

 
Renat Akhtyamov:

I keep looking and looking at these screenshots...

Shade the whole chart with Fourier sine waves and it's done?

)

A few threads on the Fourier forum certainly deserve it. )

 
Aleksey Panfilov:

)

A few threads on the Fourier forum certainly deserve it )

These threads didn't really make sense to me and drew the wrong conclusions

No one has tried to shift the waves by time

If the average EA lives 3 months, it is not the smallest wave that knocks it out

This is roughly the reasoning behind it...

 
Renat Akhtyamov:

These threads have not really been understood in my opinion and have drawn the wrong conclusions

No one has tried shifting the waves in time

If the average EA lives 3 months, it will not be knocked out by the smallest wave

That's about the same reasoning...

Yeah, probably need to experiment too.

 
Aleksey Panfilov:

Yes, I should probably experiment too.

I would probably get involved in this experiment.