Counsellors to whom. Lots of them and for free! - page 15
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Did I get it right, the repository indicators do not change when tested on different currency pairs and timeframes?
Correct. The input parameters of the strategies, i.e. the input parameters of the indicators used in these strategies, do not change at all after the strategy has been in the repository.
Maybe we should simplify the forward test: optimize 2008.01.01-2009.01.01 + forward test 2009.01.01- today,
What's the point? I have two terminals on my computer:
1. for SSB, which has a limit in its settings for charts of no more than 10,000 bars
2. for deep history tests
It makes no difference where exactly the range for OOS is located. That is why I backward forward to history (earlier in time), i.e. on bars 10 000 and farther (though MT4 cannot set date ranges by bars, but only by dates, or precisely by days, that is why I have to orientate by days, i.e. all forwards on terminal 2 should have dates before the test start date on terminal 1)
Result: one of five strategies, currency instrument, time frame, which showed the best results.
I wouldn't get my hopes up for the first five. They do have higher ratings, but that does not mean anything. The point is that as soon as a strategy enters the repository, it is already "successful", because it has just been optimised, and hence it is a good fit. Therefore, for some time to come, it will only gain points (ranking) on this very fit. If repository users give preference to a certain timeframe and symbol (and the most popular strategy in the repository is for EURUSD M1), the latest fitting by this very timeframe and symbol most often occupies the first lines of the rating and remains the first in the list.
Therefore, additional lice tests should not be ignored. Testing on the demo is long, therefore, the easiest way is to weed out one-day planes in the tester and send the remainder to the training accounts.
And the repository itself has existed for just over a month and it is too early to trust it - it does not yet contain time-tested strategies. In a year's time, the picture will be very different.
I don't understand. Does the ssb work or not. I downloaded, installed, ran. I pointed the terminal, selected the timeframe, started. the terminal started - the optimization started. Optimisation worked, terminal closed. I accessed Internet and something was probably downloaded. The terminal started, something kicked in quickly and closed. No reaction, no answer, no hello, no save button, no reaction to the exit button. Not only that, i can't use ANY browser to connect to ANY site, i get hung up. Browsers hangs right after optimization is finished. In the meantime telnet access on port 80 is not available to any site (servers just do not return any response). Although other ports have access to the Internet, for example . I was wondering why the Mister Reshetov embeds himself in the Winsock chain, so he controls the traffic?
Am I the only one? Or does ssb only work for Mr. Reshetov?
Interesting case like this... One of the MTS SSBs, put it on microreal, it only brought in 75 pips in the last week... But in the tester, in the same week, it's losing money! Yes and trades open at slightly different times...
Optimisation is by opening prices, code needs to be corrected, read the branch.
Or does the ssb only work for the STATE RESHET?
SSB works on everyone for free, maybe you don't have enough internet speed. Or the repository is hanging, restart it later.
Разницы нет, где именно расположен диапазон для OOS. Поэтому я провожу форварды назад в историю (раньше по времени), т.е. на барах от 10000 и глубже (хотя в MT4 нельзя настраивать диапазоны дат по барам, а только по датам, а еще точнее по суткам, поэтому и приходится ориентироваться
days, i.e. all forwards on the 2nd terminal should have dates earlier than the start date of the test on the 1st terminal).
I, for example, am optimising Creator4 on all historical data (1999-2009) Is it worth to use such a range of data? If not, then limiting the bars on the chart to 10000 bars does not mean the rest of history data (over 10000) will not be included in optimization (I've checked). We should limit "maximum history bars". Really, why involve all the history data to optimize Creator4 when we need good results on recent data. Thanks for the answers.
Pay attention, at least visually, to charts of quotes before 2005 and after...... so is it worth to use "fluffy" ones to get a loss on real ones later?
I've let myself get agitated, I'm sorry... It's just that you criticise and I respond in the same way. I don't know about Pardo, but in my opinion, each timeframe should have different oscillator periods and different characteristics of strategies, coincidence on different timeframes is a logical proof of system reliability, because in principle, if there are more reliable factors, then the strategy will show better results on different periods with higher probability. All factors of the strategy have the correct interpretation. So please note that we are all talking about the same thing, despite the different formulation of the question. And I also know that the minute strategy tools clearly shouldn't work on a 4 hour clock. And I'm used to calling timeframes not "stages". Here we discuss PRS strategies in any of their variants, and manual trading can be made automatic. So be clearer.
You contradict yourself......
Here's the full clarity, or philosophy, as you like. The combination: Expert-TF-Instrument, is considered as an independent TS, any change in it is every time a new system....... and it is absolutely not obliged to work with the former parameters, optimised on the same inerval, etc. etc.
I for example am optimizing Creator4 on all historical data (1999-2009) Is it worth to use such a range of data?
This is good for the repository, as the tests are run over large ranges of history and the ratings are calculated. So it is a kind of forward test.
But the user won't benefit from it:
1. The larger is the range of history, the longer optimization and testing takes.
2. It's easier to get a fit on a larger history. SSB4 has a limit of at least 100 trades. If we take the history for 2 years, 100 trades is 1 trade per week. It is clear that 1 trade per week on M1 is most probably a clear fit, as the strategy with highly inflated forts will be chosen due to a very large number of input parameters.
That's why I'm not forbidding to run on a large range of history, as I've already mentioned, this is good for the repository and therefore it is good for other repository users. But I select strategies using SSB on the history less than 10000 bars, because it is more practical and effective (quick optimization and tests on the small history, then a little more time for testing in the second terminal on the big history, and that is all, we already have some potentially profitable strategies for the selected timeframe and symbol).