Algorithmic ''centrifuge'' - page 10
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We need to identify the ideal areas for trades on history. No unnecessary delays in positions. The deals with the best time-to-money ratio. We will check and select indicators and custom formulas for their entry/exit points in the signals of the TS.
I agree, replace the term "ideal" with "maximum-optimal". This is more accurate.
Here we go again! Again with the "mush from an axe" topic?
Peter, do you understand that for 9 pages of the topic your task is not only unformalized, but it (the task) is not even set?
for 9 pages of this topic there is a repeated reasoning .... I want to press the button --> GA does it --> I get a lot of profitable TC
any program is like that:
what do you have in those squares?
ZS. I agree with replacing the term ''ideal'' with ''maximum optimum''. That's more accurate.
Then "maximally fit" to be fair.
There is another reason why ZigZag is not suitable for finding ideal points.
ZigZag ignores the concept of Trend/Flat, which many indicators and strategies rely on. It bluntly fails to capture their transitions. And it does not take into account useless holding an open position in a long price corridor.
No problem, use Fourier approximation and extrapolation instead of zigzag.
https://www.mql5.com/ru/forum/326818/page4#comment_14014309
https://www.mql5.com/ru/forum/325307/page2#comment_13709024
Peter, you have to understand that when you load an indicator, EA or even a script, all the historical data are available to you via CopyRates or CopyTicks. And you don't need a tester for this, to pick parameters by brute force method.
Fourier is great to demonstrate the essence of your topic, because it essentially replaces N indicators, each of which contains 3 parameters(amplitude, period (frequency) and harmonic shift phase).
In a few milliseconds you can calculate for example 40 harmonics (which values are the analog of values of parameters of any indicator), say for the last 10 years of history. And the grail for the history of the last 10 years is guaranteed.
The obtained harmonics can be used for future forecasting. But the problem is that such "optimization" on historical data does not work for effective prediction of the future, as well as with other indicators or their combination. On history it's grail, in real life it's a drain.
Nikolai, in this thread I am solving the problem of automatic layout of a ' 'tester-profit'' TS. Other questions (specifically here), I am less interested (at least for now). The real profitability of TS is a question for another topic)). But, thanks for the congratulations!))
So, sorry of course, but then your topic is just another bullshit. This topic is only interesting for swindlers who try to rub their "miracle-advisors" into gullible potential buyers so that before buying the test it shows beautiful pictures and periodically updates "optimized" for history and for different symbols so that beautiful pictures don't turn into ugly truth.
What's the problem - use Fourier approximation and extrapolation instead of zigzag.
Awesome!!!
Nikolai, how time consuming is it to "corrupt" the algorithm to take into account (at most) 1 or n , the last periods of the sinusoids?
Approximately falling within the green line boundaries.
And add extrapolation to the left. We will see the dynamics of divergence of the inverse prediction.
Awesome!!!
Nikolai, how much time to "mess up" the algorithm to take into account (no more than) 1 or n , the last periods of sinusoids?
Approximately falling within the green line boundaries.
And add extrapolation to the left. We will see the dynamics of divergence of the inverse forecast.
I don't understand you, Alexey, what you mean.
I don't understand what you mean, Alexey.
You have the correct calculation using the whole interval to characterise each sinusoid. Suggestion, as the period of the sinusoid decreases, reduce the actual interval to characterise it.
On the assumption that the future price is influenced by the previous history as well as by recent events which bring new fluctuations to the picture.If you have managed to tie this constructor entirely to Optimisation, this is what I am talking about.
As a result, the Optimization should result in full-fledged Strategies. I see no reason why this method of strategy building cannot work.
It's not your fault if you don't get the point. I repeat it in every post.)))
Squares:
1. Input data - tick history in the tester.
2. algorithm:
(1) method of finding "ideal" entry points on the history.
(2) obtaining indicator values in points.
(3) Identification of repetitions of indicator values in points.
(4) Selecting the indicators for the trading strategy.
3. Outputs - the trading strategy as a set of parameters for the entry signal and the exit signal and their values.
Task:Automate the search for the optimal strategy.
It's not your fault if you don't get the point. I repeat it in every post.)))
Squares:
1. Input data - tick history in the tester.
2. algorithm:
(1) method of finding "ideal" entry points on the history.
(2) obtaining indicator values in points.
(3) Identification of repetitions of indicator values in points.
(4) Selecting the indicators for the trading strategy.
3. Outputs - the trading strategy as a set of parameters for the entry signal and the exit signal and their values.
Objective: to automate the search for the optimal strategy.
Just getting the indicator values? The approach is hopeless.
It's not your fault if you don't get the point. I repeat it in every post.)))
Squares:
1. Input data - tick history in the tester.
i think it's strange, but in your previous posts you wrote that you will use input-output signals based on indicators, i think you should use indicator values as input data, but how they work may be guessed from the coffee grounds
OK, I see..... it is clear that you already have a selection of indicators that work using tick history..... in general once again - it all became clear! ;)