Optimise an EA and get the best of the optimised ones. - page 24

 

By the way, an interesting observation about one of the outsiders:

The system belongs to the "reverse trailing" class - and after being set to trade it earned $2 with very little drawdown.

This is about the cycle I see in the League.

The system is optimized, put to demo, shows certain success, then put to real. As soon as it shows some unacceptable results - it is removed. But, by this time, if all is well, it shows success.

Unfortunately, I have not managed to set this system on the real account. I put the system on the real account only if it has at least 10 trades on the demo. This one - on the third trade - made a "test shot". Well... Let's reoptimize it.

In the meantime - I'll continue writing the beginner's manual.

 
George Merts:

Systems that require over-optimisation:

Two showed too long SL queue, the rest exceeded the allowable drawdown.

Doesn't it bother you that you've already given optimisation to these:

GBPJPY_ChnTrendRTS - 29.03.2018

GBPCHF_EMAFlatRTS - 29.03.2018


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After a drawdown shouldn't we wait for a rise? Maybe on the contrary wait for them to subside and then put them on real waiting for a rise, since they were rising earlier?

 
George Merts:

By the way, an interesting observation about one of the outsiders:

The system belongs to the "reverse trailing" class - and after being set to trade it earned $2 with very little drawdown.

This is roughly the cycle I see in the League.

The system is optimized, put to demo, shows certain success, then put to real. As soon as it shows some unacceptable results - it is removed. But, by this time, if all is well, it shows success.

Unfortunately, I have not managed to set this system on the real account. I put the system on the real account only if it has at least 10 trades on the demo. This one - on the third trade - made a "test shot". Well... Let's reoptimize it.

In the meantime - I'll continue writing the beginner's manual.

It turns out that it has deflated over the day?

 
Aleksey Vyazmikin:

Doesn't it bother you that you have already given optimisation to these:

Shouldn't you wait for them to go up after a drawdown? Maybe, on the contrary, we should wait for them to subside and then put them on the real, expecting them to grow, since they were growing earlier?

This is annoying.

As you see, I have made a bullshit, I have taken old data.

Oh, man.

I'm already getting double vision. These systems have just been over-optimised.

Here's the right table:

CADJPY EMATrendDTS - put in for over-optimisation

 

+1

Files:
 

I will process it tomorrow.

I am putting NZDJPY EMATrendSAR on overnight.

 
+1
Files:
 
Aleksey Vyazmikin:


EURCAD_ChnTrendDTS

Alexey, for some reason there is no data on the variable wpIWorkPeriod_11 in this file, when you load the settings, is it not ticked ?

I take this file into account, but you check how the SET file is loaded.

By my calculations you have 29 regcodes.

 

Alexey, speaking of choices.

This weekend I will make a script that will draw a chart of current trade of any specified TS.

You just run it on a demo account, where all the systems work, specify the desired magik, and it gives you a CSV file, which is opened in Excel.

You may open it in Excel and you will see two columns: time points and system profit. I think this script will help you to choose the systems for your account.

 
George Merts:

Alexey, for some reason there is no data on variable wpIWorkPeriod_11 in this file, when you load settings, is it not ticked?

I take that file into account, but you check how the SET file is loaded.

By my calculations, you have 29 regcodes.

My bad - I'll redo it now.