Automating the search for strategies. - page 5

 
SlClRlElAlM:
What are the best strategies to use? What are the top brokers?
Discussion of brokers is forbidden.
 
SlClRlElAlM:
What are the best strategies to use? What are the top brokers?
I don't know about anyone, but I like the consistently profitable ones)).
 

That's roughly my solution to the question of automating strategy search:

 

Interesting topic, I myself also could not resist and make similar to the described strategy builder with auto-checking system.

And how did it all end? Is the author already in a villa in the Canary Islands? Can we come to visit?)))

 
Aleksey Mavrin:

Interesting topic, myself also could not resist and make similar to the described strategy builder with auto-checking system.

And how did it all end? Is the author already in a villa in the Canary Islands? Can we come to visit?)))

What's in the Canaries? It's not in fashion now. He's probably already dug a base five kilometres underground in Antarctica, and sits there and keeps quiet. And the Canaries are just for naked poor people.

 

It's an interesting topic. I will give my opinion.

1. If the automation of strategy search implies automatic search for a profitable strategy among the existing ones, then the author of the League of Expert Advisors project implements a similar idea. In such a search it is important to monitor the trading of all Expert Advisors on demo and develop a working principle of rotation of Expert Advisors to select the most profitable strategy in the current moment.

2. If the automation of strategy search means automatic assembly of new strategies, their testing/optimisation/use/destruction, then...

  • collect all parameters from which trading systems are built - different indicators (each of them carries values of one parameter), lot, stops (also - values of one parameter).
  • make an ''algorithmic centrifuge'' in which the ''assembly'' of parameter configurations and their values will take place. Further, the assembly will be tested and optimised, and then either saved as a new strategy or erased.
  • repeat the cycle indefinitely on all instruments.
When profitable ''strategies'' are found, you can try them in real trading (if you don't feel sorry for money).
 
Aliaksandr Hryshyn:
Interested in traders' thoughts on automating strategy search, not necessarily within MQL4/5.
Straight to the trading systems league topic
 
Реter Konow:

It's an interesting topic. I'll give my opinion.

1. If the automation of strategy search implies automatic search for a profitable strategy among the existing ones, then the author of the League of Expert Advisors project implements a similar idea. In such a search it is important to monitor the trading of all Expert Advisors on demo and develop a working principle of rotation of Expert Advisors to select the most profitable strategy in the current moment.

2. If the automation of strategy search means automatic assembly of new strategies, their testing/optimisation/use/destruction, then...

  • collect all parameters from which trading systems are built - different indicators (each of them carries values of one parameter), lot, stops (also - values of one parameter).
  • make an ''algorithmic centrifuge'' in which the ''assembly'' of parameter configurations and their values will take place. Further, the assembly will be tested and optimised, and then either saved as a new strategy or erased.
  • repeat the cycle indefinitely on all instruments.
When profitable ''strategies'' are found, you can try them in real trading (if you don't feel sorry for money).

Here I meant the 2nd variant, a little more details here https://www.mql5.com/ru/forum/329028#comment_14326397.

I started reading about the League, interesting topic, the approach is 100% correct. The only thing is that I myself would more carefully select them and bet immediately on the real. Demo is still not something, although it depends on the strategy, somewhere is not critical, probably. But most likely I am mistaken and the demo approach is more correct, I need to think about it :)

Оптимизация. Граничные Условия Параметров
Оптимизация. Граничные Условия Параметров
  • 2019.12.21
  • www.mql5.com
Решаю задачку о автоматизации проверки стратегий, это типа как тут в соседней ветке описывалось, но по другому...
 
Aleksey Mavrin:

Here I meant about the 2nd option, a little more details here https://www.mql5.com/ru/forum/329028#comment_14326397

Started reading about the League, interesting topic, the approach is 100% correct. The only thing is that I would choose them more carefully and bet immediately on the real. Demo is still not something, although it depends on the strategy, somewhere is not critical, probably. But most likely I am mistaken and the demo approach is more correct, I need to think about it :)

I don't consider the topic of League or strategy search automation in the context of ''right/wrong approach''. I'm interested in the purely technical possibility of generating strategies through an optimisation engine. This is a very curious solution in itself, which can be extrapolated further to other areas.))
 
Реter Konow:
I am not considering the topic of League or automating strategy search in the context of ''right/wrong approach''. I am interested in the purely technical possibility of generating strategies through an optimisation mechanism. This is a very curious solution in itself, which can be extrapolated further to other areas.))

Well it's strange if no one has done it so far. You are here much longer than me :), if you haven't heard - apparently not But if anything - I do now ;)

The ''right/wrong approach'' - I meant only the question of choosing a demo or putting a real one for online testing.