Shall we play an interesting game? - page 3
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Pre-cutting :
Profit
Profitability
MO
Abs Drawdown
Ab Ab Profit Drawdown
Deals
Formula
if ( Ma(period) > Ma(period) )
M15
3625
3,2
27
320
953
121
M30
3717
2,3
29
642
1269
128
M60
3828
3,38
58
379
943
66
M240
3975
2,84
71
243
1215
56
The formula
if ( Ma(perod1) > Ma(period2) )
M15
4327
1,7
22
336
1119
195
M30
5043
2,32
70
65
1427
72
M60
4780
2,32
66,4
136
1394
72
M240
5373
2,44
76,8
223
1187
70
Formula
if ( Ma(perod1) - Ma(period2) > Porog )
M15
7186
3,72
119,8
9,2
1280
60
M30
6650
3,3
97,8
130,7
952
68
M60
7007
3,93
120
61,8
1353
58
M240
5091
3,02
106
245
1373
48
And another thing: when using genetics, each pass produces completely different results:
pass
profit
horde
profitability
MO
abs.pr.
eq.
1
75
3814,18
60
2,79
63,57
1327,48
19,99%
2
26
3634,72
56
2,34
64,91
1254,74
22,36%
3
90
3493,58
209
1,53
16,72
1122,78
13,55%
4
44
2694,36
6
20,66
449,06
2308,58
24,74%
5
92
3402,16
48
2,25
70,88
1486,46
25,74%
Conclusion - genetics steals the cuts. and we are playing cat-and-mouse with the optimiser
And another thing: when using genetics, each pass produces completely different results:
pass
profit
horde
profitability
MO
abs.pr.
eq.
1
75
3814,18
60
2,79
63,57
1327,48
19,99%
2
26
3634,72
56
2,34
64,91
1254,74
22,36%
3
90
3493,58
209
1,53
16,72
1122,78
13,55%
4
44
2694,36
6
20,66
449,06
2308,58
24,74%
5
92
3402,16
48
2,25
70,88
1486,46
25,74%
Conclusion - genetics are stealing the cuts. and we're playing cat-and-mouse with the optimiser
In a rush to the hospital again?
Are you rushing to the hospital again?
OK, I'm on my way... >> good night, everybody.
Preliminary cuts :
You seem to be playing some other game) I will repeat the rules of 4H, EURUSD, 2008, MA[1]<MA[2] - sell, MA[1]>MA[2] - buy. The rules are more detailed on the first page. Although, research and observations are of course welcome.
Doesn't anyone else want to try their hand at it?)
Improvement is difficult, but I have already managed to achieve a result almost twice the base value in absolute terms:
Profit: 8671.84 Transactions: 350 Profitability: 2.37 MO: 24.78 Drawdown: 747.98
On top of that the recovery FV has become over 10, not too bad considering what it's "squeezed" out of. Who will beat the result?)
If the number of auxiliary variables to be optimised is unlimited, you can, for example, set a PerX variable for each day of the year. The result will be equal to sum of daily optimized equities. You have to limit the number of options, otherwise you can memorize the entire history.
If the number of auxiliary variables to be optimised is unlimited, you can, for example, set a PerX variable for each day of the year. The result will be equal to sum of daily optimized equities. You need to limit the number of options, otherwise you'll be able to memorize the entire history.
Say, we can use anything, except for additional memory, to calculate it.
In general, the contest is to see who can write the best optimizer.