[WARNING CLOSED] UmnickTrader Adaptive EA - page 16
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There is a book on adaptation by S.E. Pavlov. Е.
"The paper criticizes the main provisions of the modern theory of adaptation and theoretical positions of the most famous specialists in Russia in this field of physiology: F.Z. Meerson, M.G. Pshennikova, V.N. Platonov, etc. The author writes about the need to use a system approach in studying adaptation processes in the body, believing that the only basis for this today can be the theory of functional systems by P. K. Anokhin. However, the author found it necessary to make certain corrections to the theory of functional systems itself. The book analyses the mechanisms of nonspecific and specific links of adaptation and their interconnection. The basic concepts of the theory of adaptation, which is based on the systemic understanding of adaptation processes, are uncovered.
There is a list of references.
You can start there to understand the basic principles of the algorithms used.
Well done, Vitya!!!!
Just went to look at the reference list --- Impressive ;))) --- 423 titles !!!!
( and never mind that a huge part of this list has nothing to do with adaptation)
( Here, for example, is a very important work for comprehending Vitya's algorithms: 237. Prusov P. K. Doctoral and sports assessment of biological maturation of boys-adolescents // Bulletin of sports medicine of Russia, No 1-2, 1994. - С. 28-33.
there are many of these :D))))))))
But if you consider that this is just the beginning, and that "You can start with this to understand the basic principles of the algorithms used", then there is a lot of work in comprehending Vitya's algorithms.
But I remember that Vitya positioned himself not as a biologist, but as a technologist who allegedly develops robotic complexes... But for some reason he did not provide a link to technical literature on adaptation... Apparently, the description there is too complicated... Or maybe Vitya retrained as a biologist?
This forum is not a place for bragging.
well done, Vitya!!!!
Just went to look at the reference list --- Impressive ;))) --- 423 titles !!!!
( and never mind that a huge part of this list has nothing to do with adaptation)
( Here, for example, is a very important work for comprehending Vitya's algorithms: 237. Prusov P. K. Doctoral and sports assessment of biological maturation of boys-adolescents // Bulletin of sports medicine of Russia, No 1-2, 1994. - С. 28-33.
there are many of these :D))))))))
But if you consider that this is just the beginning, and that "You can start with this to understand the basic principles of the algorithms used", then there is a lot of work in comprehending Vitya's algorithms.
But I remember that Vitya positioned himself not as a biologist, but as a technologist who allegedly develops robotic complexes... But for some reason he did not provide a link to technical literature on adaptation... Apparently, the description there is too complicated... Or has Vitya retrained as a biologist?
Who said it would be easy? :) If you don't want to "learn the basics", you can just keep quiet so as not to create unnecessary noise on the forum.
Don't be so hard on the researcher.......;)All the giggles and giggles!
I do not understand what biology has to do with it. Problems of space biology, biological rhythms and organization of human life in space? Do you want to talk about this topic?
Leonid, you are a veteran of the forum, and you are falling for all sorts of rubbish, not to put it any sharper.
I already find it difficult to determine where the mill is and who is Don Quixote.
Is it worth the trouble?
The more the audience, the more the actor enters the fray.
The argument in this thread is pointless and fruitless.
Maybe let it pass away quietly and ignominiously without a salute and a funeral march?
Slightly modify own function in "UmnickTrader V3 Adaptive EA" (5 lines of code, including a line with a bracket):
1. Run the optimizer on the period of 2000.01.01-2001.01.
2. the best StopBase obtained was 0.026
3. Ran the test on period 2000.01.01 00:01 - 2010.12.31
4. I got this result - see below and picture.
> 9 years Out Of Sample (OOS).
EURUSD symbol (Euro vs US Dollar)
Period 1 Minute (M1) 2000.01.03 00:01 - 2010.12.31 18:59 (2000.01.01 - 2011.01.01)
Model All ticks (the most accurate method based on the smallest available timeframes)
ParametersStopBase=0.026; marketOrderOn=false; spred=0.0005; slippage=200; absAmount=1; amountStep=0; timeframe=240; currentIdOrder="1";
Bars in history 3776059 Modelled ticks 43961395 Simulation quality 25.00%
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 96252.20 Total profit 288783.80 Total loss -192531.60
Profitability 1.50 Expected payoff 517.48
Absolute Drawdown 3641.80 Maximum Drawdown 20583.20 (22.84%) Relative Drawdown 58.61% (15371.80)
Total trades 186 Short positions (% win) 88 (59.09%) Long positions (% win) 98 (61.22%)
Profitable trades (% of all) 112 (60.22%) Loss trades (% of all) 74 (39.78%)
Largest profitable trade 2612.80 losing trade -2772.40
Average profitable trade 2578.43 losing trade -2601.78
Maximum number of uninterrupted wins (profit) 7 (17984.20) uninterrupted losses (loss) 5 (-13067.60)
Maximum number of continuous profits (number of wins) 17984.20 (7) continuous losses (number of losses) -13067.60 (5)
Average continuous gain 2 continuous loss 2
The bigger the audience, the more excited the actor gets.
In this thread, the argument is pointless and fruitless.
How about letting it die quietly and ignominiously without a salute and a funeral march?
1. this is a special clown, he doesn't need an audience.
2. The clown is stupid enough to keep the branch alive on his own.
The solution is to ban the charlatan for life for contempt of forum visitors.
1. this is a special clown, he doesn't need an audience.
2. The clown is stupid enough to maintain some life in the branch on his own.
The solution -- ban the charlatan for life for contempt of forum visitors.
It's beyond our purview.
You need to do what you can.
Same with reinvestment.
EURUSD symbol (Euro vs US Dollar)
Period 1 Minute (M1) 2000.01.03 00:01 - 2010.12.31 18:59 (2000.01.01 - 2011.01.01)
Model All ticks (the most accurate method based on the smallest available timeframes)
Parameters StopBase=0.026; marketOrderOn=false; spred=0.0005; slippage=200; absAmount=1; amountStep=0.24; timeframe=240; currentIdOrder="1";
Bars in history 3776059 Modelled ticks 43961395 Simulation quality 25.00%
Chart mismatch errors 0
Initial deposit 20000.00
Net profit 1122505.16 Total profit 2996306.17 Total loss -1873801.01
Profitability 1.60 Expected payoff 6034.97
Absolute drawdown 12909.46 Maximum drawdown 282426.66 (36.92%) Relative drawdown 88.70% (55664.97)
Total trades 186 Short positions (% win) 88 (59.09%) Long positions (% win) 98 (61.22%)
Profitable trades (% of all) 112 (60.22%) Loss trades (% of all) 74 (39.78%)
Largest profitable trade 48941.09 losing trade -47577.88
Average profitable trade 26752.73 losing trade -25321.64
Maximal number of continuous wins (profit) 7 (220845.98) continuous losses (loss) 5 (-47522.34)
Maximum number of continuous profits (number of wins) 220845.98 (7) continuous losses (number of losses) -138219.98 (4)
Average continuous gain 2 continuous loss 2
The same goes for reinvestment.
EURUSD symbol (Euro vs US Dollar)
Period 1 Minute (M1) 2000.01.03 00:01 - 2010.12.31 18:59 (2000.01.01 - 2011.01.01)
Model All ticks (the most accurate method based on the smallest available timeframes)
Parameters StopBase=0.026; marketOrderOn=false; spred=0.0005; slippage=200; absAmount=1; amountStep=0.24; timeframe=240; currentIdOrder="1";
Bars in history 3776059 Modelled ticks 43961395 Simulation quality 25.00%
Chart mismatch errors 0
Initial deposit 20000.00
Net profit 1122505.16 Total profit 2996306.17 Total loss -1873801.01
Profitability 1.60 Expected payoff 6034.97
Absolute drawdown 12909.46 Maximum drawdown 282426.66 (36.92%) Relative drawdown 88.70% (55664.97)
Total trades 186 Short positions (% win) 88 (59.09%) Long positions (% win) 98 (61.22%)
Profitable trades (% of all) 112 (60.22%) Loss trades (% of all) 74 (39.78%)
Largest profitable trade 48941.09 losing trade -47577.88
Average profitable trade 26752.73 losing trade -25321.64
Maximal number of continuous wins (profit) 7 (220845.98) continuous losses (loss) 5 (-47522.34)
Maximum number of continuous profits (number of wins) 220845.98 (7) continuous losses (number of losses) -138219.98 (4)
Average continuous gain 2 continuous loss 2
You understand one thing - 186 trades in 10 years in the tester is ridiculous... :-)))
No conclusions should be drawn at all.