The perfect mechanical trading system. - page 7

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favoritex, could you elaborate on what LGAP is? I couldn't find anything about it on Yandex, except for a mention that it exists. And the context of the mention seemed interesting to me.
LGAP is an adaptive genetic prediction algorithm. Zagoruiko predicted the following closing prices based on LGAP. The margin of error is 2% great for trading :) Directional fidelity is 70%. I want to predict the body of the next candle and its direction based on his algorithm.
 
favoritex, if you don't mind, please send me the link where you can read more about it. Or post something about it. You don't want to reinvent the wheel yourself... By the way, the 2% error is not that big, if you don't set precise objectives, but use a trawl or a short take and large lot. It's much more important that the directional error is 70%...

Damn, I went to Matlab's HELP, even LGAP isn't there... Listen, please give me a link to it !
 
Genetics is already built into the Metatrader. you can use it as a basis. although you still adapt to the market.
 
njeil, such things should have their own... I don't know what genetics is built into MT, nor how to call optimizer with its data from EARLY working EA. And this is what I have to do...
 
eugenk1:
njeil, such things should have their own... I don't know what genetics is built into MT, nor how to call optimizer with its data from EARLY working EA. And this is what I have to do...
https://www.mql5.com/ru/forum/51448
 
Rosh, could you please give me some links to smoothing methods like jma etc.? I remember you touched on this topic at www.metatrader4.com/ru/forum/ or here?
 
Only this link was given if I remember Help with the JMA algorithm
 
Yeah. I've seen that. I'll find it... Thanks.
 
xeon,



more details in attached file (from may to current time ) optimisedincluded mt4 MACD Sample.


//+------------------------------------------------------------------+
//|                                                  MACD Sample.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                       https://www.metaquotes.net// |
//+------------------------------------------------------------------+
 
extern double TakeProfit = 50;
extern double Lots = 0.1;
extern double TrailingStop = 30;
extern double MACDOpenLevel=3;
extern double MACDCloseLevel=2;
extern double MATrendPeriod=26;
 
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()

...............
This is my list of parameters in MACD Sample.

And these are results of your optimisation:

Then, in order not to be unsubstantiated, attach the Expert Advisor itself as well, otherwise, it is not clear how to consider the optimization results.
Files:
macdesample.mq4  6 kb
 

dmitriy 22.11.2006 13:24

Then, in order not to be unsubstantiated, attach the expert himself, otherwise it is not clear how to consider the results of optimization.

No problem.

FastEMA, SlowEMA, SignalSMA = those are standard variables in MACD indicator, I just added them to the Expert Advisor to be able to optimize it by these parameters.

extern int FastEMA   = 9;
extern int SlowEMA   = 2;
extern int SignalSMA = 4;
 
 
   MacdCurrent=iMACD(NULL,0,FastEMA,SlowEMA,9,PRICE_CLOSE,MODE_MAIN,0);
   MacdPrevious=iMACD(NULL,0,FastEMA,SlowEMA,9,PRICE_CLOSE,MODE_MAIN,1);
   SignalCurrent=iMACD(NULL,0,FastEMA,SlowEMA,SignalSMA,PRICE_CLOSE,MODE_SIGNAL,0);
   SignalPrevious=iMACD(NULL,0,FastEMA,SlowEMA,SignalSMA,PRICE_CLOSE,MODE_SIGNAL,1);


That's all. Here is the file if you need it
Files:
macdesample2.mq4  6 kb
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