How to optimise an advisor correctly - page 9
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Where do our ideas, our concepts of what a really good EA should be like, come from?
- do they just come from somewhere, or is it a sober calculation?
And if it's not a belief, but a calculation, then again, from what beliefs does it come?
--
I.e., in addition to TS, we have a model of how an Expert Advisor works, under which we search for and select our TS.
but who can prove that this ideal model, which fits TS, is not an obsession?))
Otherwise, how many TPs are rejected because they don't fit the ideal model and how many are rejected because of real drawbacks?
for example:
well what makes us think that the stop should not be more than 10% of the depo?
and if it is fair - a stop should not exceed 10% of the deposit, then under what lot?
may be the best solution without emotions is the following: deposit 10k, lot 0.1?
It's a question of psychological comfort, nothing more. Let's say I feel comfortable with a loss of up to 20% of the initial deposit..... this psychology has been propagated a thousand times..... so we took it from there.
Told you once before that the question of "trust" in your own TC is not programmable - it's between our ears :)..... You have to change yourself, first of all ))
>> I'm trying, I'm trying, I'm doing the maths.
..Who am I trying to do it for, if not for people like you? No, I know it's primarily for myself, oddly enough...
Well, don't look so worried. There were similar examples in history, remember, at the end of "The Invisible Man", the innkeeper reads his notes at night?
"- Six, a little two on top, a cross and a squiggle. Lord, that was the head!".
"As long as the masses are uneducated and ignorant, the main art for us is the cinema".
At the very end the invisible man's girlfriend asks him "where can you get money now, you can't go to work?"
and the invisible man thinks about it and says: "I need a phone for work, we'll live in Switzerland!
Then comes the footage: mountain sun, skis, an invisible man wrapped in scarves rolls down a slope and his wife-girl serves him coffee and cava.
-
That's it, no songs, no mathematics - just Chemistry + Swiss coffee + Swiss chocolate.
It's an interesting question.
everyone has their own experience, please share information
how I optimise
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2. The bad thing is that I cannot control optimization and its control from the Expert Advisor itself
Hello! Sorry to revive a now forgotten topic, but it never ceases to be interesting and topical.
The thing is, I would be happy if I could code in my Expert Advisor for testing and optimization to zero profit for a desired period of time (a week, two weeks, or a month). After all, only an initial short period of time is optimized so far, giving extra margin for subsequent periods. That is why the coolest Expert Advisor that pleases everyone in the Strategy Tester does not enjoy it long on Demo, let alone on Real. As they call it, they all "by default" and without. Maybe, with each profitable period instead of zeroing profits increase AccountStopoutLevel in mode of comparing free margin level with absolute value:
if(AccountStopoutMode()==1) AccountStopoutLevel + (AccountEquity(new) - AccountEquity(former));
In general, I think this variant can be applied to real trading as well, preventing unexpected as well as expected drawdown.
My lack of experience in programming does not allow me to find a solution to this problem on my own. I expect an exchange of opinions here, without opening a new thread. Good luck to everyone in accurately hitting the trend!
They say that the FV should be min. = 20.
Here I have an EA in my codebase: Loco-Mega-Scalper 2011 - Market Capture 8.2
Net Profit 317781 / 135105 Max Drawdown = 2.35FB (Recovery Factor)
Net Profit 317781*100/10000 Initial Depo = 3177% over 10 years / for 10 years = 317.7% p.a. / 12M/year = 26.47% per Month.
If we take FS over 20, then if 26.47% a month * 10 (if we multiply FS by 10) = 264.7% a month !
Question - would it be too fat to search for an EA with Minimal RV ( Recovery Factor ) = 30 ?
Where does the Benchmark even come from that FS should be 30 and at most 20 ?
They say that the FV should be min. = 20.
Here is my Expert Advisor in code base: Loko-Mega-Scalper 2011 - Market Capture 8.2
Net Profit 317781 / 135105 Maximum Drawdown = 2.35 FS ( Recovery Factor ).
Net Profit 317781*100/10000 Initial Depo = 3177% over 10 years / 10 years = 317.7% p.a. / 12M/year = 26.47% p.a.
If we take at least FS for 20, then if 26,47 % per month * 10 (if we multiply FS by 10) = 264,7 % per month will be obtained !
Question - would it be too fat to search for an EA with Minimal RV ( Recovery Factor ) = 30 ?
Where do we get the etalon that FS should be 30 and at most 20 ?
In the beginning of the thread read the authoritative opinion:
Ok... here is my experience...
1. I am writing an Expert Advisor with minimum access to trading history and with minimum handling of execution errors returned by the trade server.
2. Optimization interval - from 2001.01.01 to 2007.12.31
3. I choose a set of parameters according to Maximum Recovery Factor = Net Profit / Maximum Drawdown. If there is no set of parameters with FS > 30, then my Expert Advisor is discarded.
4. I check the selected set of parameters for stability by making small changes of all parameters one by one. I do not consider too much fluctuation of FS. That is, I determine whether I have selected the "peak of communism" or the "plateau". If the peak, then this set is discarded and I take the next one.
5. I analyze the flat set of parameters in the analyzer of portfolios for compatibility with other TPs. I form a TS portfolio with FS > 100, write an EA for online trading and put it on the real account.
I'm interested in how to code the Stop Out level increase every profitable week, so that the tester discards variants with relative drawdown. Why do I need to do this if instead of harvesting, I'm weeding (useless combinations of parameters). This Stop Out would protect the depo from being drained, preventing it from being stopped out by DCs, and would save the profit already made.