Optimise an EA and get the best of the optimised ones. - page 33

 

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Friends !

This is the fourth request I have received in private with a request to "show me the work of the best TCs". In the previous requests it was still "on the real account".

I have repeatedly said - all of my 300-odd TS are working on a demo account. The results of the best of them I'm regularly posted in this thread, look at the last pages, you will find them.

The essence of the League of Trading Systems is not to "cast Silver Bullets", but to provide an opportunity to always choose a system that works at the moment. Anyone looking at the charts of the systems can choose the best one in their opinion. Re-optimise one Outsider TS, and get a re-code on the one he likes, to use it as he likes.


Those forum members who are too lazy to think about choosing even already working TS, and want to shift all the responsibility for it to me - will have to wait. The real account is open, in a little while there will be a signal. You will not have to think about anything - sign up for the signal, and drain the money working under my guidance.

But to be honest, I am surprised that even in this forum, where people are quite competent - they are not just waiting for my Grails, but also with a guarantee almost against a pledge of real estate. I understood that this may well be in forums like "forexmoney". But in our community ???

Everyone has to answer for themselves. I don't have the Grail. The systems that I have chosen for the signal - I selected them intuitively, and I can't give any guarantees. But, for those who wish - there will be a signal.

I emphasize - I'm not providing a "guaranteed passive income", but the opportunity to use the TS that has been working on the demo for some time, and shows good results. If you are interested, you do not have to invent the TS, test it, optimize it, put it on the demo and see how it will work - all this has already been done for them. Look at the reports, and take the one you like. For this, I only ask for help in optimizing the TS-outsiders, to maintain this opportunity of choice.

Thanks to Alexey - everyone can see that you can get a bunch of regcodes in a short period of time, and it doesn't take much effort.

 

Yeah... A lot of TCs died yesterday.

TCs left to over-optimise:

SymbolSystemReason
1EURNZDEMAFlatSPMany SL
2EURCADEMAFlatRTSLong Max Wait
3EURGBPEMATrendRTSNot allowed SL


I am betting EURGBP EMATrendRTS

Optimisation period 20.04.17-20.04.18, forward from 20.09.17

 
Georgiy Merts:

Yeah... A lot of TCs died yesterday.


Yesterday also took a toll on my system, but I think it'll level out today.

 
2EURCADEMAFlatRTSLong Max Wait


Optimise

 

So, the current top ten results (all the TS work on a demo account, no MM, minimum lot).

Quality:

Quality chart:

Balance:

Balance chart:


As a reminder, the Trading Systems League Expert Advisor (versions for both MT4 and MT5) is on Yandex-disk. In the archive also attached a brief description of the principles of the League and a list of TS, working in it.

By default, the League works with one TS (EURUSD ChnTrendSAR, magik 220141) without any restrictions.

Other TS work only in the strategy tester. For their work on a demo or real account registration codes are required. Registration codes, valid for 3 months with a link to the account number, are issued for the optimization of individual League systems (2-5 hours on a quad-core Core i5).

EALeague
EALeague
  • yadi.sk
View and download from Yandex.Disk
 

Now I'm betting on over-optimisation:

EURNZDEMAFlatSPMany SL

Period 21.04.17-21.04.18, forward from 21.09.17


There will be another list of outsiders later today, a little later.

 
2EURCADEMAFlatRTSLong Max Wait

Forgot about the optimization, that's why it took so long, but it only took 1 hour and 15 minutes.

 
Georgiy Merts:

So, the current top ten results (all the TS work on a demo account, no MM, minimum lot).

Quality:

Quality chart:

Balance:

Balance chart:


As a reminder, the Trading Systems League Expert Advisor (versions for both MT4 and MT5) is on Yandex-disk. In the archive also attached a brief description of the principles of the League and a list of TS, working in it.

By default, the League works with one TS (EURUSD ChnTrendSAR, magik 220141) without any restrictions.

The other TS work only in the strategy tester. For their work on a demo or real account registration codes are needed. Registration codes, valid for 3 months with a link to the account number are issued for the optimization of individual League systems (2-5 hours on a quad-core Core i5).

Lacking the usual information on the working TS - drawdown, recovery factor, profitability and others. There is no formula for the so-called "Quality", so it is not realistic to objectively assess the TS by this indicator.

It is interesting to investigate the question of probability of running into loss-making TPs, i.e. you make a selection there according to your criteria, but if someone else makes this selection, what chance has he/she to gather a group of TPs that will get lost? I think this risk is exactly what the chosen face approach should show. And, there needs to be a tool that reduces the chance of selecting all sorts of slag.

As for the results, GBPCHF is in a strong trend (without reversals) recently, such trends are not very frequent, so it is rather an error than the expected result.

 
Aleksey Vyazmikin:
2EURCADEMAFlatRTSLong Max Wait

Forgot about the optimization, that's why it took so long, but it took only 1 hour and 15 minutes.

All in order.

36 regex.

 
Aleksey Vyazmikin:

There is a lack of the usual information on working TS - drawdown, recovery factor, profitability and others. There is no formula for the so-called "Quality", so it is not realistic to objectively assess the TS according to this indicator.

I understand.

But, I paid for this code (or rather, not even for the code, it is not complicated, but for the idea itself), and I do not want to disclose it to the public. So, friends, excuse me, there will be no "quality" formula. I see that this indicator - very adequately reflects the nature of the balance curve, in fact, the quality of trade, which is why I called it so, and which is why I abandoned all other evaluation criteria in favour of this one. I don't use any other criteria myself. Personally, Alexey, I can tell you the gist in private.

As I have repeatedly said, the only thing I lack is some kind of indicator of TC stability. Quality - it reflects the "degree of niceness" of the curve. This is a good indicator, but no less important is the ability of the TS to "resist" small changes in the market. And here I, alas, have "zero", except for vague reasoning and intuition - nothing. If I manage to formalize this figure - then I won't need anything else for selecting systems. We set a "threshold of stability", eliminate all the TC that have it lower, and choose the highest quality of the remaining ones.

Anyone can get the usual information on TC without any problems - the magician is known, and the main working file of the TC League is available. Download, specify the desired TS, and watch the drawdown, recovery, profitability and everything else.