Who wants a strategy? Lots and for free) - page 26

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How can I see the rating? Will it appear on the website?
 
Reshetov >> :

No, there is no division at the moment. Later, when the base is full, I will filter only by timeframe.


Many strategies are suitable for most financial instruments. I am watching the rankings now. Leading strategies are only going up, outsiders are only going down. And fresh strategies gradually move to one side or the other. Rarely do they linger near the initial zero rating.

So the result is that those who are in the lead will be in the lead forever. And the new entries will still be completely untested by the public.

What is missing is not only the separation by timeframe, but also the quality of modelling. I have saved one of the strategies and tested it in potykov mode for the sake of interest.

But I have changed the code removing limitations on opening and closing by bars and introduced take and stop. It turns out we do "ananism", pardon the expression.

 
Impeller >> :

so the result is that those who are in the lead will be in the lead forever. And the new entries will remain completely untested by the public.

And who needs them, these same entries, which for the most part are constantly losing ratings? If you need them so badly, then I can take out of the base all this nonsense and give them as a keepsake.


Impeller >> :

For the sake of interest I saved one of the strategies and tested it in potiq mode, so it leaks.

Although I have changed the code and removed limit opening and closing by bars, but I have also introduced take and stop. It turns out we do "ananism", pardon the expression.

Keep doing it - it's your personal right guaranteed by the Constitution. You are not forbidden to do so.

 
mpeugep >> :
and how to look rating? On a site it will be presented?

Later on, when more or less statistics have been gathered, I will post TCs with the highest rating in theExamples section


Although no days have passed since the start of the repository, and the leaders and outsiders are already visible to the naked eye.

 

Reshetov писал(а) >>

And who needs them, these same receipts, which for the most part are constantly losing ratings? If you need them so much, then I can take out of the base all this nonsense and give them as a keepsake.

If I read in the branch and understood correctly, then 20 strategies are taken from the database, which have high ratings, then how the rating of newly added strategies that are not yet in the database will go up? As I understand it, the rating goes up if more and more people test the strategy on new data. So if 20 gets fixed more or less, then other strategies simply will not move up.

 
Impeller >> :

If I read in the branch and understood correctly, then 20 strategies with high rating are taken from the database, then how the rating of a newly added strategy that is not yet in the database will go up? As I understand it, the rating goes up if more and more people test the strategy on new data. If 20 appears to be fixed more or less, the rest strategies simply will not go up.

There will always be someone who is not happy with the situation and who will babble nonsense to sneak his subjective opinion in.


Who needs these young, inexperienced and pimply strategies that got into the repository base by the results of single tests?


I personally don't need them. I prefer the oldest, maximally tested strategies that have lasted the longest time in the top ranks to all these "dark horses".


If you are not satisfied with this state of affairs, if you - a kind of fighter for democracy and human rights defender of trading systems, for the way to the young and impudent faces from among the TC, if you want to waste your and other people's computing resources on finding pearls in the shit, then instead of, as you put it, engage in verbalI'm going to tell you, if you want to waste your own computing resources and other people's computing resources looking for pearls and shit, then instead of engaging in verbal "ananism" here, get busy and create your own repositories, and assign ratings to trading strategies according to your personal whims and lusts.

 
Reshetov >> :

If you are not happy with this state of affairs, if you - a kind of fighter for democracy and human rights defender of trading systems, for the way to the young and impudent faces among the TC, if you want to waste your and others' computing resources on finding pearls in the shit, then instead of, as you put it, engage in verbal "You can create your own repositories and give trading strategies ratings according to your personal whims and lusts.

Yuri, 2nd message from you and not in a particularly friendly tone.


Explain then the meaning of your own words.

If you want to waste your and other people's computing resources searching for pearls in shit

But if each user is downloading and testing 20 best strategies from repository, updating rating data time after time every N minutes, won't a lot of people waste their CPU time.


I certainly understand and the point that you have your goals, many of us have ours. But if you have opened a "pandora's box", then as the author of this creation think it through to the end and do not blame the public, otherwise we get your repository filled, and as a result ....


esquire and create your own repositories, and give the trading strategies ratings according to your personal whims and lusts.

I would change the world! But God does not give me the source code!

 
Impeller >> :

Yuri, 2nd message from you and not in a particularly friendly tone.


Explain then the meaning of your own words.

And downloading and testing each user 20 best strategies from the repository time after time, updating rating data every N minutes, don't you move pearls here and there, aren't a lot of people wasting their CPU time.


I certainly understand and the point that you have your goals, many of us have ours. But if you have opened a "pandora's box", as the author of this creation think it through to the end and do not stare at the public, otherwise we get your repository filled, and the result is that....


I would change the world! But God does not give me the source code!

>> jad is for your help.

  
//+------------------------------------------------------------------+
//|                                            Oscillator of ATR.mq4       |
//|                                                   vasbsm@mail.ru        |
//|                                                                                          |
//+------------------------------------------------------------------+
#property copyright "vasbsm@mail.ru"
#property link      ""

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 DodgerBlue
#property indicator_width1 3
//---- input parameters
extern int       FirstAtrPeriod=138;
extern int       SecondAtrPeriod=94;
extern int       TypeMA=0;
//-----------------------
double OscAtrBuffer[];
double TempBuffer[];
//------------------------
int init()
  {
   string short_name;
   IndicatorBuffers(2);
   SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexBuffer(0, OscAtrBuffer);
   SetIndexBuffer(1, TempBuffer);
   short_name="Oscillator of ATR("+ FirstAtrPeriod+","+ SecondAtrPeriod+","+"Type of MA="+ TypeMA+")";
   IndicatorShortName( short_name);
   SetIndexLabel(0, short_name);
   SetIndexDrawBegin(0, OscAtrBuffer);
   return(0);
  }
//---------------------------------------------
int start()
  {
   int    counted_bars=IndicatorCounted(), i;
   if(Bars<= FirstAtrPeriod) return(0);
   if( counted_bars<1)
      for( i=1; i<= FirstAtrPeriod; i++) OscAtrBuffer[Bars- i]=0.0;    
   //----------------
      i=Bars- counted_bars-1;
   while( i>=0)
     {
      double high=High[ i];
      double low =Low[ i];
      if( i==Bars-1) TempBuffer[ i]= high- low;
      else
        {
         double prevclose=Close[ i+1];
         TempBuffer[ i]=1000*(MathMax( high, prevclose)-MathMin( low, prevclose));
        }
      i--;
     }
    //---------------
   if( counted_bars>0) counted_bars--;
   int limit=Bars- counted_bars;
   for( i=0; i< limit; i++)
      OscAtrBuffer[ i]=iMAOnArray( TempBuffer,Bars, FirstAtrPeriod,0, TypeMA, i)-iMAOnArray( TempBuffer,Bars, SecondAtrPeriod,0, TypeMA, i);
    //---------------   
   return(0);
  }
//+------------------------------------------------------------------+
Files:
atrimaposcillator.mq4  3 kb
 
Anyone who might need it... is used by a Bulgarian.
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