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At least something cleared up. Ү knew that JMA is resource-intensive!!!
I don't understand how you can talk about indicator trading parameters outside the context of EA that uses them. ANG3110, please clarify what strategy. And second: what is Risk, as a formula (everyone understands it differently)?
I've described how the experiment is constructed a couple of pages before. But it's not hard for me to repeat it. The indicators are taken. For noise immunity, a threshold condition is inserted to make them less twitchy.
For example:
extern int d = 2;
Then we put di = d * Point in init() and add variable si = Close[Bars - period -1];
And then in the loop
if (d>0)
{
if ( MathAbs( ma[i] - ma[i+1] ) >= di ) si = ma[i];
ma[i] = si;
}
There can be other variants not necessarily stepwise.
For the experiment, the Expert Advisor is made reversible, so that if ma changes direction, it will flip in reverse:
if (t0==Time[0]) { map = ma; t0 = Time[0];}
ma = iCustom(......., 0);
fss = 0;
if (ma > map) {if (fs==2) fss=1; fs=1;}
if (ma < map) {if (fs==1) fss=2; fs=2;}
By doing this, we guarantee a single trigger.
Then if (fss==1) { close the Sell order and enter a Buy order}
if (fss==2) {close Buy order and include Sell order}
That is all.
Risk is the number of lots
AFM=AccountFreeMargin();
LC=MarketInfo(Symbol(),MODE_LOTSIZE)/AccountLeverage();
Ls=MathFloor( 0.01 * Risk * AFM / (Lots * LC) ) * Lots;
If Risk = 0, then Ls = Lots; i.e. one lot.
That's all, further we substitute in the optimizer and go.
The Expert Advisor itself is not difficult for me to lay out, but it has various additional features, like statistics, information output on the screen, trailing bars, etc., up to the fact that the colour of lines of deals on the chart in my system. Then I have either to exclude all this from the code or attach all this pile, but I think I have described everything in such details, that it may take 20-40 min. of work if someone wants to repeat the experiment.
M15 is very suitable for a quick experiment. In the clockwise mode it is very long, especially for JMA, you may be waiting for a long time when you need to optimise, say, 30 - options, plus thresholds and risks. Hourly charting by opening prices - too crude, there will be a big error. M1 - M5 is also too long. That's why M15 is sort of an optimum in terms of speed and acceptable accuracy. We need to get approximate comparative information, not to make a working expert.
I wrote the currency pair GBPUSD15 - so the period is naturally M15. If we are talking about period T3, then just use optimizer, I have T3 of my own making and it is slightly different from the one that is available on the Internet. Not only the period is optimized, but also the b-coefficient. Same with JMA, I don't know what variant you might have.
I wrote the currency pair GBPUSD15 - so the period is naturally M15. If we are talking about period T3, then just use optimizer, I have T3 of my own making and it is slightly different from the one that is available on the Internet. Not only the period is optimized, but also the b-coefficient. Same with JMA, I don't know what variant you might have.
It's absolutely unclear, what are we talking about? I think I was just misunderstood! The optimization period is not a chart period and not a muving period! I think everything is clear from the picture:
Most people here are experienced in this business and usually understand everything, but I will try to be more clear. We take an Expert Advisor, load it into the tester and optimize it, for example, for the period from 01.01.2006 to 31.03.2006. We obtain a long list of optimized parameters and profitability of the Expert Advisor. We select ten optimized parameters by any suitable criterion, fix virtual profitability of each variant and the virtual monthly deposit increment ratio in the table. After that we test the Expert Advisor with each of the optimized sets of parameters, but for a period from 01.04.2006 to 30.04.2006. Then we determine a real, not imaginary, benefit we have from these optimized parameters and fix in the table the real profitability and the real deposit increment ratio of each variant of ten. After this procedure is completed we move the optimization period one month forward (from 01.02.2006 to 34.04.2006) and repeat all the procedures described above again. In this way, we create a table for each month of 2006 and 2007. What to do with a table like this, I think no misunderstandings should arise! Anyway, such an approach to analysis of the Expert Advisor completely nullifies the desire to cause a massive stir in public consciousness in the forums and fool people around, because with this approach you very quickly come to a true understanding of the value of such things! But, of course, this is the only correct way and it requires much more work, and not everyone will like the sometimes rather murderous results of such research!
I was just wondering which T3 you used. Is it from your work from 2005 or do you have more recent releases? I didn't post it here without your permission and sent you an email with this question. Maybe I messed up the address?
... The presence of fast or slow harmonics and so on and so forth.
If it is not difficult to explain it in details, how you isolate it, on the basis of what transformation, Fourier, Walsh, MME or other. I interesuet your estimate how many oscillations exist at the same time and how these oscillations were isolated. Thank you.