Twisting and turning, iMA's trying to cheat - page 7

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Promised Expert Advisor based on the Signal Module

Forum on trading, automated trading systems and trading strategy testing

I Want to Fool iMA

Vladimir Karputov, 2016.11.20 16:47

SignalMAAboveBelow.mqh" module - generates only one type of signal


plus a "goody" - parameter "Reverse" - responsible for reversing the signal.

Result on EURUSD H4 2016.01.29 - 2016.11. 29, initial balance 3000:

EURUSD H4 2016.01.29 - 2016.11.29

 
Vladimir Karputov:

Promised Expert Advisor based on the Signal Module

Result on EURUSD H4 2016.01.29 - 2016.11. 29, initial balance 3000:

The result is great! But from a statistical point of view it doesn't say anything... The eu has been trading in a narrow corridor this year. The market will change, the result will most likely change too...
 
Vladimir Karputov:
Promised advisor based on signal module

Result on EURUSD H4 2016.01.29 - 2016.11. 29, initial balance 3000:

ok. How about more than one year?
 
Vladimir Karputov:
Promised advisor based on the signals module

Result on EURUSD H4 2016.01.29 - 2016.11. 29, initial balance 3000:

Here's what doesn't make sense:
With results like that, and only a moderator?
 
I take it this is an optimisation period????
 
Dennis Kirichenko:
The result is great! But from a statistical point of view it says nothing... The Evra has been trading in a tight corridor this year. The market will change, the result will probably change too.
Renat Akhtyamov:
OK. What if not for a year but for more?

For this I have laid out both the signals module and the ready-made Expert Advisor - everyone can search for parameters for any interval, for any timeframe, for any symbol.

Mihail Marchukajtes:
I understand that this is a period of optimisation????

Yes. Simple optimization, Forward has not been included.

 

Next research: based on signal module

Forum on trading, automated trading systems and strategy testing

I am turning it, I want to fool iMA

Vladimir Karputov, 2016.11.20 16:47

SignalMAAboveBelow.mqh" module - generates only one type of signal


plus a "goody" - parameter "Reverse" - responsible for reversal of the signal.


creating an Expert Advisor that includes two modules of signals "SignalMAAboveBelow.mqh" with different averaging periods. On a normal chart it looks like this

Two signal modules in one EA

 
Vladimir Karputov:

The following research: based on the module of signals


an Expert Advisor is created that includes two signal modules "SignalMAAboveBelow.mqh" with different averaging periods. On a normal chart it looks like this

how do you do it to take data from iMA with a deviation of x points upwards?

 
trader781:

how do you do it to take data from the iMA with a deviation of x points upwards?

Your question is not clear.

SignalMAAboveBelow.mqh" module based on a custom indicator produces one signal: the current price is above or below the iMA.

 
trader781:

how do you do it to take data from the iMA with a deviation of x points upwards?

To get Moving Average data with deviation, add / subtract the required deviation in pips*Point() to the return value
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