Algorithm Optimisation Championship. - page 125
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I suggest that towards autumn all those who want to compete should do so themselves.
I get the impression that the person in charge is desperate not to lose to anyone, so I don't think he will take it to the championships.
However, the topic continues to interest many, and I still want to try my hand at the competition.
There are fans, spectators who feel disappointed...
We still need to see this through to the end.
I agree with you in many respects. But since the top starter is in a ban and can not answer us, I would not want to discuss his championship idea.
Maybe it would be better to slowly prepare our codes, without a competitive interface, and then we'll see.
Of course.
Personally, I have nothing to say to the topicstarter. He refused to compete with me.
Indeed, now is not the time. In the autumn we can arrange everything ourselves. If the topicstarter wants to, he may join us as a participant, but not as an organiser.
Organisers should not be participants. Otherwise, it will turn out the way it did again...
I suggest closer to the autumn all those who wish to compete themselves.
I get the impression that the top starter is desperate not to lose to anyone, so it's unlikely he'll make it to the championship.
However, this topic continues to be of interest to many, and I still want to try my hand at the competition.
There are fans, spectators who feel disappointed...
We still need to see this through to the end.
I agree. But it is unlikely that the fans will be interested in our little competition. We need a colourful competition board with tables and the races in real time to make it interesting.
Here is the Olympics. Who was interested in archery? Now the TV people have made a spectacle of it!
It's a pity that the top μl developers in this thread chose to waste two months on a showdown.
I agree. But the fans are unlikely to be interested in our inter-competition. To make it interesting we need a colourful competition scoreboard with tables, with the races in real time.
Here is the Olympics. Who was interested in archery? Now the TV people have made a spectacle of it!
It's a pity that the top μl developers in this thread chose to waste two months on a showdown.
Yes.
Did you design such a panel by the way? Would have been a valuable thing for the championship...)
Yes.
By the way, did you design such a panel? It would be a valuable thing for the Championship...)
At first, yes, I thought it was easy to make this panel. I even sketched out the design and posted the code.
But then I put it aside because
1. First, some serious technical problems arose (like how to avoid critical errors). You don't know how long it will take me to solve them. We need the level of Dick, Sokolov, Fedoseyev, and Zelinsky.
2 And secondly, who needs it?
It seems to me that the topic of optimisation as interpreted by the topic-starter has become so foggy that to this day no one clearly understands what it is all about.
This thread has seen everything. There were binary chromosomes, genes, genomes, species, populations, evolution, selection, interbreeding, multidimensional space and much more...
What was missing here was clarity.
What for do we need optimization in trading? - To adjust values of TS parameters in order to obtain the maximal profitability within the testing period. It's hard to imagine another application.
What are the evaluation criteria?
1. Minimal number of calculations.
Accuracy.
Universality is insignificant. You don't need any universal code. A clearly defined algorithm that solves a particular task.
What the author has presented as the "universality of the algorithm" is just a generalization of a particular group of problems.
Universality cannot be a property of an algorithm that simply takes a set of numbers (no matter how it defines them) and passes them to the FF. Then it receives a value from the FF and uses it for further calculations. What universality is there if the mechanism of solving all optimization problems is exactly the same?
Andrey's answer:
Andrey Dik:
"Do not give holy things to the dogs, and do not throw your pearls before swine, lest they trample them under their feet and, having turned, tear you to pieces." "BibleMatthew 7:6"
From myself: here you have a strategy tester and some sort of optimization advisor. How can you "sharpen the algorithm clearly" for this task?
Andrey Dik:
"Не давайте святыни псам и не бросайте жемчуга вашего перед свиньями, чтобы они не попрали его ногами своими и, обратившись, не растерзали вас." «БиблияМф. 7:6»
The Bible is the light of mankind.
I read the fragments and admired the wisdom in that book.
However, I did not memorise the ones that could be used to insult and humiliate others.
I did not have a similar tendency to choose quotes and memorise the context.
And how would I look among educated people if in response to quotations of the wisest aphorisms I could not answer with anything but truncated bits of text about pigs and dogs...
And why would a person who does not seek to use such quotations to humiliate others in the future need to remember them?
The syndrome of seeking to insult the opponent (also using quotations from great books to carry out insulting insinuations) probably comes from a feeling of weakness and a desire to defend oneself.
With insults you have escaped into a bathhouse. Now you send them from there...
If you're not afraid of the battle, put up all the codes you were going to put up. I'll make an algorithm and we'll fight. The best will win.
I'm not afraid to lose.
Are you?
Andrey's answer:
From me: Here you have a strategy tester and some EA for optimisation. How can you "clearly" sharpen the algorithm for this task?
This is the essence and meaning of optimization in trading.
We have an Expert Advisor with a set of adjustable parameters. There is a target period of the trading history.
It needs to select the parameters values in order to gain the maximal profit on this period.
The chart of the bar history is represented in the FF by the analytical function.
The algorithm sends values of parameters of the EA, the FF substitutes them into the formula of the chart, and in response the profit value is returned.
The algorithm looks for the values of the parameters giving the maximal profit for this strategy and for this period.
The efficiency of the algorithm is proportional to its speed and accuracy.
This is the algorithm sharpening for optimization in trading.
What else is needed here?
I would like to explain to everyone why I am demanding that the topicstarter put up all the codes he has stated to provide.
I will start by quoting the topicstarter:
https://www.mql5.com/ru/forum/87536/page92
"In a few days I will provide the final versions of the source codes for the FF library, the FF key generator and the executable script. I need time to think over the nuances, be patient, please wait a bit.
Next, the actual championship will take place in the following sequence:
1. publication of the source codes of the FF library, the FF key generator and the executing script. This is to show how everything works, to ensure transparency and objectivity in comparing competitors' algorithms, and to ensure that competitors won't be able to adapt their algorithms to the FF problem."
In this quote, I emphasised the most important thing. Putting up codes according to the author of the words was necessary to ensure transparency, objectivity in comparing algorithms and confidence in the integrity of the participants.
When an author unexpectedly decides not to enter a part of the codes, he has undermined his credibility as a conscientious and honest contestant.
He left himself at an advantage and diminished the chances of others.
In fact, it was an act of fraud, of deviation from the rules, of arbitrariness.
To divert attention from his act, he started accusing me of trying to cheat. Like, I'm trying to find out how the FF works and use it to tweak my algorithm. At the same time, being in possession of this FF himself, he does not say that he can use it to tweak his algorithm... Double standard?
With such a behaviour of the organizer, the competition with him is pointless. There's no reason to expect fairness in judging, if at the stage of preparation, the symptoms of manipulating the rules on the part of the organiser appear.
If the organizer puts up all the codes, he will participate on an equal footing with everyone else, leaving himself no advantage. So - it makes sense to keep the event going.
Andrey Dik:
Peter, only those who have DONE algorithms capable of solving optimization problems with an UNKNOWN formula can compete in the championship.
algorithms capable of solving optimization problems with an UNKNOWN formula. С
an UNKNOWN formula, which, among others, is a common trader's problem
among others, the usual trader's optimization problems. To begin with - realize it.
Next - move on to creating your own algorithm.
Once you have a READY algorithm, and only after that, you will be able to
will not only be able to compete with me one-on-one, but you'll be able to take part in
participate in the Championship, if it takes place at all.
Think carefully about the highlighted words. It's very important to understand why
these are the main words carrying the idea of the Championship, why it is important for us
traders, why this thread was created to start with a poll to determine
the number of those who have READY algorithms.
Go back to the task with the text. Think thoughtfully about what I
I said, answer my unanswered question.
All the keys to understanding I have presented on a silver platter,
read the books in the Optimize in Literature folder at the link. INSPIRED
then you won't be talking nonsense and you won't
communicate freely on the subject without looking like a total ignoramus, at least you'll be able to ask questions on the subject.
at least be able to ask questions on the merits - how and by what
the following goal: solving optimization problems with an unknown
FF is the goal of the championship, it's the main and unchanging theme of the competition,
whether you like it or not.
Spend some of your free time studying the questions of
It will help you a lot in life. No matter what you say or
You still don't have a DONE algorithm and I have an algorithm.
I have one. I have one for Dmitry, Sergei, Yuri, Vasily at
different stages of completion... While you have nothing at all ... Correct
this omission, write an algorithm at last, or get one from somewhere
(from books I gave you two months ago, for example).
Our Referee agrees to prepare the FF, I talked to him, he'll put in
his formulas, compile the FF library. No one will see the source code for the FF,
NONE of the participants, myself included. The interface for connecting to the FF is shown
in the task with the text. You have demonstrated a desire to KNOW the Public Domain, which is contrary to the goal of the Championship
contradicts the purpose of the championship - solving optimization problems with unknown
FF, so I had to change the procedure of the championship
That's why I had to change the championship procedure to exclude such machinations, demonstrated in your problem with the text.
Whether the Championship takes place or not is not important for you
as long as you don't have a DONE algorithm, capable of solving
of solving problems with an UNKNOWN formula. Any insinuations to the contrary
phrase "A DONE OPTIMIZATION ALGORITHM ABLE TO SOLVE TASK WITH
UNKNOWN FORMULA" will be nipped in the bud.