From the idea to the actual bill. - page 6

 
2 HIDDEN:

I really don't understand why you're so worried. You said yourself - you have been writing indices and Expert Advisors for a long time, you know all the basic mistakes of a tester, you read the forum, i.e. you are not much stupider (if not smarter) than most of the people here. So why so much trouble? Really, it's a bit like masochism, honestly. :)
You want some abstract advice about an abstract expert. But the expert is yours and no one here knows him but you. Do you think people can blindly help you better than you can analyze your own expert? If only you'd asked childish questions, it would be different, if you had given some advice such as not to work with the value of the indicator on the current bar, use only the "all ticks" testing when trawling, update and "normalize" the history, and so on... But you know all that, don't you. Further to give you advice is like pointing a finger in the sky. I understand if you had an Expert Advisor with indukes and people were looking for a rake in it analyzing the code, then I understand - this is a reasonable conversation. But in this case it is pure masochism, really.
If you have passed the tester, analyzed the results and found no problems, just pass it to the "demo" test. For a week or two, or at least for a month. Then observe the results and compare. AND THE MAIN THING IS NOT TO COMPARE THE PROFIT/LOSS BUT THE DIFFERENCE FROM THE SUBSEQUENT RUN IN THE TESTER FOR THE SAME PERIOD. I.e. use the tester for the same period after the "demo" test. Evaluate the difference of deals and how they differ from the Strategy Tester. If everything coincides or the deviations are not critical (i.e. the profitability is within the acceptable range) - then put them to the "real" test with small amounts of money (small amounts you have to decide for yourself). And then look further. Compare trades performed by the Expert Advisor with the tester on a newly formed history. If you detect a mistake - correct it. If the system (at matching trades) starts to clearly (higher than the error) differ from the tester statistics - this means that the system is probably adjusted to the history or is strongly overoptimized. In this case we should think over the system or its parameters.

In general, go ahead and REAL will judge. :)
 
There you go, everything converges only to the real, the only thing you can do in this situation to increase the speed of testing is to change the parameters a bit to increase the number of trades per day (but then the expert will be closer to a pipser).
 
xeon:
The only thing that can be done in this situation to increase the speed of testing is to change the parameters a bit to increase the number of trades per day (but then the EA will be closer to the piper).
I would not change anything, the activity of the Expert Advisor is enough for evaluation of its potential within a couple of weeks.
 
So you didn't say how your Eurodollar results for the year differ if you run your data from the history centre and data from Alpari, which is your DC as I understand it, and from viac.ru. Or have you collected your history from, say, the beginning of the year, then viac and then by the end of the year data from Alpari?
Interesting to see how the difference in the profit chart is affected by the data?
 
elritmo писал (а):
So you didn't say how your Eurodollar results for the year differ if you run the data from the history centre and the data from Alpari, which is your DC as I understand it, and from viac.ru. Or have you collected your history from, say, the beginning of the year, then viac and then by the end of the year data from Alpari?
Interesting to see how the difference in the profit chart is affected by the data?

I will post it gradually, I have so many questions via e-mail that I do not have enough time to answer them all. If the administration of the site allows it, I ask everyone to post questions in this thread. As for the independent traders' site www.treide.ru, it also has a branch dedicated to the Expert Advisor. Please do not advertise the website.

I am now doing the test for 2001 with the same parameters as I did in 2005. When the test is done, I will post it. Later I will do the same for the second base. I need time for the test on all 3 currencies.
 

Oh, my gosh.... He's going to sell it! Why????!!! Who's selling the grail????!!!!!

 
Figar0 писал (а):

Oh, my gosh.... He's going to sell it! Why????!!! Who's selling the grail????!!!!!

I have exactly the same doubts. Why would you sell a grail if it will make you $200 million profit in two years for an investment of $10000? Any grail for sale stops working after a while. Why? Suppose people bought this grail and started pumping millions out of banks. Firstly, such a grail would begin to seriously affect currency prices. Imagine that all the holders of this grail would buy the same currency pair at the same time. The demand will exceed the supply, the price will increase, and the profit will fall. Second, the banks are not fools who work in banks, and they do not want to give millions. They will buy your grail (because it is for sale) and begin to manipulate the currency prices so that your transactions on the same grail will be unprofitable. So again, the grail will stop working. If HIDDEN does not understand such simple truths, I honestly do not understand his motives: to become famous, charity (but it is unlikely if a person is afraid to even say the price of the grail out loud)?
 

I think it's too early to talk about the grail, the reality will show :-)

 
HIDDEN:
elritmo:
So you didn't say how your eurodollar results for the year differ if you run the data from the history centre and the data from Alpari, which is your DC as I understand it, and from viac.ru. Or have you collected your history from, say, the beginning of the year, then viac and then by the end of the year data from Alpari?
Interesting to see how the difference in the profit chart is affected by the data?

I will post it gradually, I have so many questions via e-mail that I do not have enough time to answer them all. If the administration of the site allows it, I ask everyone to post questions in this thread. As for the independent traders' site www.treide.ru, it also has a branch dedicated to the Expert Advisor. Please do not advertise the website.

I am now doing the test for 2001 with the same parameters as I did in 2005. When the test is done, I will post it. Later I will do the same for the second base. I need time for the test for all 3 currencies.
But do not forget to do a test on different data and compare the results and show others for example in this thread. Maybe that's where the catch lies. If we use data of christori sent, everything is fine, but if we use Alpari data for the same period, things will not be that good and in the end the EA will wipe the deposit on demo or real account.
 
HIDDEN писал (а):
Before making the test, all the holes in the minute chart of all 4 currency pairs used were patched. Also full time and bar synchronisation was done between the pairs. Then all higher timeframes were obtained from the minute charts. All these actions have increased the quality and synchrony of currency pairs to 99, 8%, i.e. there are practically no holes in the chart and the test is of very high quality.
I wonder what is the 4th pair used by the Expert Advisor, why it is not used in trading and how to calculate the 99.8%? In general, is the tester able to analyze several currency pairs? What do you think?