Question on genetic optimisation - page 7
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How do I treat this? Optimisation was done from 1 May 2008 to 1 May 2009. Doing a forward test from 1.01.2008 to 1.05.2008 and from 1.05.2009 to today. The opposite picture is different, so what should I believe? How will my TS behave in reality, if tests on both sides of the optimization range show opposite results? A run in the tester with parameters obtained through the optimization range is also different from the results obtained in the optimization itself. On the whole, the further you go, the less you trust this optimization.
You should be philosophical. Judging by the results, you have not found a property of FOREX which allows you to create a profitable TS.
How do I treat this? Optimisation was done from 1 May 2008 to 1 May 2009. Doing a forward test from 1.01.2008 to 1.05.2008 and from 1.05.2009 to today. The opposite picture is different, so what should I believe? How will my TS behave in reality, if tests on both sides of the optimization range show opposite results? A run in the tester with parameters obtained through the optimization range is also different from the results obtained in the optimization itself. Generally speaking, the farther we go, the less confidence we give in this optimization.
You are testing by opening prices. This is a crude method. That's why it's different.
And about the forward - well, clearly, it's always different on the forward.
Take a philosophical attitude. Judging by the results, you have not discovered the property of FOREX that allows you to create a profitable TS.
You can be philosophical about life when discussing other people's problems. And when the question is about the potential loss of one's money, one must at least be wary, analyze all options and try to make the right decision. And that's exactly what I don't see. If afterwards the TS has been losing everything, there is always an excuse - the market is not predictable.
And as for the properties of FOREX, the TS that uses simple indicators and cannot detect them, do not create for yourself another illusion, it is fraught with danger. The whole purpose of such TS is to react to changes in a timely manner, and this is based on the logic by which the inputs/outputs are built.
When I program a strategy and adjust it on a sufficiently large data interval in the tester in visualization mode, I see how various signals interact with each other and work out the logic of their mutual combinations and later, when testing outside the interval in which I was adjusting it, I see the same results, though much worse, but by logic. Optimization is like a black box, I do not understand how the logic is formed there, but when I run it in visualization mode, I see on the correlation of signals on the chart that there is no trace of my original strategy, the logic of interaction of signals is completely different and I do not know what to do with it. One could accept it if the results were stable (like at the initial debugging before optimization), but the results are absolutely different both when setting different variants of parameters obtained during optimization and at different testing intervals and it is not clear what to believe and what to choose, moreover the strategy itself is distorted and not adequate to the initial idea.
In the previous post I have shown two forward tests on different sides of the optimization range, at other parameters obtained as a result of optimization (I choose the best ones, of course) the picture is reversed, the first forward shows excellent results, the second shows complete failure.
...
That's why I've asked the question many times in this thread: based on what and which solution to choose, but no one seems to be answering my question.
No one will. At least because everyone creates his own TS. For themselves, their MM, their vision of trading, psychology, etc.. The market is not always the same, especially with "the broker moves the quotes against me" and such nonsense. I've done more than one round myself, starting with the in-house EA in MT4 and finishing with completely wild constructs.
You have to learn to own it and learn to understand how and what works. When the understanding comes, even МА crossing may become an unhurried, but profitable Expert Advisor.
By the way, you may also want to attend your brokerage company's course. I spent two months there, i.e. two sessions (2 weeks theory + 2 weeks practice). The brokers and the broker's chambers, listen to their horror stories. It helps a lot.
It won't. If only because everyone creates their own TS. For themselves, their MM, their vision of trading, psychology, etc. Especially including "the broker moves the quotes against me" and similar nonsense. I've done more than one round myself, starting with the in-house EA in MT4 and finishing with completely wild constructs.
You have to learn to own it and learn to understand how and what works. When you understand it, even a MA crossing can be turned into a profitable Expert Advisor.
The question is not how to create a profitable strategy and what tools to use for this purpose, but whether we can trust what the optimization suggests (assuming that it breaks the original strategy and if we had an understanding of how and what works in the beginning, then after the optimization this understanding is significantly reduced) and how to evaluate and use its results properly.
By the way, also -- go to your DC's course. It took me two months, i.e. two sessions (2 weeks theory + 2 weeks practice). The brokers and your brokerage firm are all over the place and you can hear all sorts of horror stories. It helps a lot.
1. It is entirely possible to believe;
2. If something breaks down, there are probably two sub-problems:
а). Something is not programmed correctly in the TC;
б). Something is misinterpreted by you.
Tertium non datur. Been there.
It helps what? To understand the results of optimization, because my question is only about that, not about the principles of trading or understanding the market.
After talking to the bison there you start to look at the world in a slightly different way. And on MT4 as well. And on the notorious optimization, too. It is one thing to read articles and endless discussions of optimization on the forum, and another thing is when they explain it to you in a real conversation and even show it to you a couple of times.
People there are quite sane, no one particularly hides anything.
P.S. Am I the only one who's posts are out of order?
1. It is entirely possible to believe;
2. If something breaks down, there are probably two sub-problems:
а). Something is not programmed correctly in the TC;
б). Something is misinterpreted by you.
Tertium non datur. Been there, done that.
P.S. Am I the only one who has the posts crooked?
а). I have a dynamic TS, I'm debugging the program in the visualization mode in the tester, and I see that its logic corresponds to the intended strategy.
б). For example, I have a dozen forwards similar to the above (and all inconsistent) for different parameters obtained during optimization, and how to interpret them?
In the tests above, I used the parameters from the second line.Optimisation is like a black box, it is not clear how the logic is formed there, but when I run in visualisation mode what I got from its results, I see from the relationship of signals on the chart that there is no trace of my original strategy, the logic of signal interaction is completely different and what to do with it is not clear.
Here is where you need to dig. For example, for the presence of the used graphical objects. Bar control. What else is there...
P.S. If you have indicators - check each one too. It's possible that one of them is drawing.
After talking to the bison there, you begin to see the world in a slightly different way.
Strongly said! In general, I've listened to some "bison" lectures, I can't say it helped me much. Mostly they say banal things, having read clever books and one can feel they have no confidence in their own trading.