Shall we play an interesting game? - page 5

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FION писал(а) >>

In order to calculate the period of a wopper, a sophisticated neural network, for example, should be applied. Then it will not be a dummy, but adapted to the market some level that has little in common with the dummy...

Of course, you can, but considering very indirect influence of this algorithm (be it NS or something else) on trade (through the same noodle), I have certain hopes that this regularity will be able to manifest itself outside the period of research, with a slightly higher probability than a direct fit, the noodle is designed exactly to mitigate the fit in a bad sense, that's actually what the idea is behind it. Join in, give it a try for once...

By the way, my best result so far is exactly with very primitive NS rudiment, but it's far from super, I'm sure it can be much better.

 
Figar0 писал(а) >>

Of course you can, but given the very indirect influence of this algorithm (be it NS or something else) on the trade (through the same wizard), I have certain hopes that this pattern will also show itself outside the research period, with a slightly higher probability than a direct fit, the wizard is designed to mitigate the fit in the bad sense of the word, which is actually the whole point of the idea. Join in, give it a try for once...

By the way, my best result so far has been obtained with a very primitive rudiment of NS, but the result is far from super, I'm sure it can be much better.

The results should also depend on the offset from the Mach to flip, i.e. ideally one should do both an adaptive period and an adaptive attitude. For example, NS feed Bolinger...

 
Strategy Tester Report
VininE_MA(5)
Alpari-Demo (Build 220)

Symbol EURUSD (Euro vs US Dollar)
Period 4 Hour (H4) 2008.01.02 08:00 - 2008.12.30 23:59 (2008.01.01 - 2008.12.31)
Model By open prices (only for Expert Advisors with explicit bar opening control)
Parameters S1="Indicator parameters"; Per=14; S2="MM parameters"; Lots=0.1; StopLoss=0; TakeProfit=0; Slippage=5; S3="Expert Advisor parameters"; Magic=20090429; _comment="";
Bars in history 2550 Modelled ticks 4097 Modeling quality n/a
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 11136.45 Total profit 17847.10 Total loss -6710.65
Profitability 2.66 Expected payoff 29.86
Absolute drawdown 146.12 Maximum drawdown 496.00 (3.02%) Relative drawdown 4.11% (495.12)
Total trades 373 Short positions (% win) 187 (51.34%) Long positions (% win) 186 (56.99%)
Profitable trades (% of all) 202 (54.16%) Profitable trades (% of all) 171 (45.84%)
Largest profitable trade 1009.30 losing transaction -166.80
Average profitable deal 88.35 losing trade -39.24
Maximum continuous wins (profit) 12 (607.31) Continuous losses (loss) 7 (-282.89)
Maximum continuous profits (number of wins) 1475.28 (4) Continuous loss (number of losses) -345.58 (5)
Average continuous winnings 3 Continuous loss

2

 

Figar0 писал(а) >>
Ну конечно можно известными способами для каждого бара подобрать нужный период, запомнить это и получить 100% результат. Но как я уже и сказал это не наш метод и не наша цель. Наш путь, попробовать выявить и алгоритмически оформить зависимость периода "правильной" машки от N неких факторов рынка.. Причем N должно быть явно меньше числа баров) Виктор правильно сказал, надо попробовать, это совсем не просто и достаточно интересно (ну как по мне).

Explain to me then the highlighted suggestion - i.e. apart from measuring muwings it is possible to let the expert see (measure) other market factors?

 
Vinin писал(а) >> 11136.45 / 496.00

This is unrealistic) I have to think...

xrust wrote >>

Then explain me the highlighted sentence - that is, apart from measuring the muwings it is possible to let the Expert Advisor see ( measure ) other market factors as well?

It is possible to look at any indicators, any TF, calculate Per = F(t), but open only in direction of our currency pair on our 4H TF.

  double MA1 =iMA(NULL,0, Per,0,MODE_SMA,PRICE_CLOSE,1);
  double MA2 =iMA(NULL,0, Per,0,MODE_SMA,PRICE_CLOSE,2);   

   if ( MA2< MA1) { Закрыть короткую, Открыть длинную}
   if ( MA2> MA1) { Закрыть длинную, Открыть короткую}
 
Figar0 >> :

The essence and rules, we take 4H quotes of EURUSD for the whole 2008 year and try to squeeze the maximum result out of them ...

I.e. if I understood correctly the criterion for determining the winner is the maximum number of pips for 2008,

the drawdown and other indicators do not count?

.

I think I am beginning to understand the game development: to run the winner EA on OOS (till today) and check

"(C) Reshetov.

.

>>) Maybe we'll really make a grail.)

 

Good afternoon, all!

Tell me, how do you manage to get such results???

Here are some of my results from the optimizer:

I don't rule out errors, but you must agree that the results are impressive!

:)

 
goldtrader писал(а) >>

That is, if I understand correctly, the criterion for determining the winner is the maximum number of points for 2008,

the drawdown and other indicators do not count?

Yes, the criterion is exactly the same for simplicity, but other indicators are certainly not less interesting.

 
WitoHOH писал(а) >>

Good afternoon, all!

Tell me, how do you manage to get such results???

I can't rule out errors, but you have to admit the results are impressive!

:)

Impressive?) You have some unreal numbers simply, the drawdown is more than profits 7 times) Read the rules at the beginning of the branch, I have set them out there several times, nothing complicated, and join in. We are having a lot of fun)

 
Figar0 писал(а) >>

Impressive?:) You've got some unreal figures, the drawdown is 7 times the profit) Read the rules at the beginning of the thread, I've laid them out there several times, nothing complicated, and join in. We are already having fun)

Sorry, but then let's gather the rules from all the posts into a pile?

Initially, the restrictions were as follows:

1. Entry/exit rules only according to given conditions.

2. Fixed lot 0.1

3. H4 period

4. EURUSD

And then I had to add only one order.

Well, now it turns out that the profit has to be larger than the drawdown!

Where is it described in the rules of the game?

After all, this is a game?

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