回溯测试中的伟大EA! - 页 117

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在2.2版本中，交易量比2.0版本少，而且看起来结果更好，问题出在哪里，为什么人们说这是一个糟糕的EA？

 
 

我有结果数据。

这代表了1344次交易的综合价值

SellPossibilityMid*SellPossibilityQuality: BuyPossibilityMid*BuyPossibilityQuality: UndefinedPossibilityMid*UndefinedPossibilityQuality: UndefinedSucPossibilityQuality: SellSucPossibilityQuality: BuySucPossibilityQuality: UndefinedPossibilityQuality: SellPossibilityQuality: BuyPossibilityQuality: UndefinedSucPossibilityMid: SellSucPossibilityMid: BuySucPossibilityMid: UndefinedPossibilityMid: SellPossibilityMid: BuyPossibilityMid:

WIN LONG

Min 0.00048 0.00063429 0.00132 5 3 4 9 5 5 0.00044 0.00044444 0.00047778 0.00009143 0.00006857 0.0001

Ave 0.002546876 0.002534261 0.00812069 12.33262712 7.773305085 8.216101695 16.72033898 8.872881356 9.406779661 0.001307665 0.00120777 0.001089179 0.000474909 0.000277216 0.000262536

Max 0.01052857 0.00876571 0.02431429 19 13 13 24 13 13 0.00294286 0.0041 0.00296 0.00105714 0.00095714 0.00068857

LOSE LONG

Min 0.00031429 0.00077143 0.00113143 5 3 5 9 5 5 0.00051 0.000325 0.0004875 0.00009143 0.00005429 0.00011428

Ave 0.002850238 0.002860655 0.008342778 12.59375 7.930555556 8.291666667 16.65625 8.965277778 9.378472222 0.001322559 0.00132135 0.001234676 0.000489157 0.000307411 0.000297619

Max 0.00801429 0.00999143 0.02431429 19 13 12 25 13 13 0.00267857 0.003325 0.0031 0.00107714 0.00076 0.00076857

Thus I observe:

To WIN LONGS SellPossibilityMid*SellPossibilityQuality: BuyPossibilityMid*BuyPossibilityQuality: UndefinedPossibilityMid*UndefinedPossibilityQuality: UndefinedSucPossibilityQuality: SellSucPossibilityQuality: BuySucPossibilityQuality: UndefinedPossibilityQuality: SellPossibilityQuality: BuyPossibilityQuality: UndefinedSucPossibilityMid: SellSucPossibilityMid: BuySucPossibilityMid: UndefinedPossibilityMid: SellPossibilityMid: BuyPossibilityMid:

Min not less than .00048 exceptions noted not less than .00132 no contrast no contrast wider range no contrast no contrast no contrast lower not below .000443 lower no contrast not below .0000686 exceptions noted

Ave winners smaller average than losers smaller on average lower on average lower on average lower on average lower on average higher on average lower on average higher on average lower on average lower on average lower on average lower on average lower on average lower on average

Max exceptions noted not above .00876 no contrast no contrast no contrast wider range Not above 24 no contrast no contrast exceptions noted exceptions noted not above .00296 not above .001057 exceptions noted not above .000688

[/PHP]

[PHP]WIN SHORT

Min 0.00028571 0.00039429 0.00154 5 3 3 9 5 4 0.00058 0.0005 0.00044 0.00014 0.00005714 0.00006571

Ave 0.002659267 0.002756386 0.007791549 12.13118812 8.487623762 7.690594059 16.36633663 9.584158416 9.04950495 0.00129987 0.001087373 0.001322631 0.000463423 0.000270092 0.000296301

Max 0.00820286 0.00874286 0.01938857 19 12 12 24 13 13 0.00281818 0.0026 0.0049 0.00107714 0.00074571 0.00072857

LOSE SHORT

Min 0.00075429 0.00037143 0.00179143 6 5 3 8 6 5 0.00058 0.00055714 0.00058 0.00015143 0.00011143 0.00007429

Ave 0.002793779 0.002824976 0.008300714 12.36016949 8.533898305 7.538135593 16.6059322 9.427966102 8.966101695 0.001341504 0.001164867 0.001353249 0.000486768 0.000288983 0.000303535

Max 0.00911429 0.00843429 0.01748571 19 13 12 24 14 13 0.00240714 0.00263636 0.00315 0.00097143 0.00082857 0.00074857

Thus I observe:

To WIN SHORTS SellPossibilityMid*SellPossibilityQuality: BuyPossibilityMid*BuyPossibilityQuality: UndefinedPossibilityMid*UndefinedPossibilityQuality: UndefinedSucPossibilityQuality: SellSucPossibilityQuality: BuySucPossibilityQuality: UndefinedPossibilityQuality: SellPossibilityQuality: BuyPossibilityQuality: UndefinedSucPossibilityMid: SellSucPossibilityMid: BuySucPossibilityMid: UndefinedPossibilityMid: SellPossibilityMid: BuyPossibilityMid:

Min lower the better not below .000394 wider range lower the better lower the better no contrast not below 9 exceptions noted exceptions noted no contrast lower the better wider range wider range lower the better lower the better

Ave lower on average lower on average lower on average lower on average lower on average higher on average higher on average higher on average higher on average lower on average lower on average lower on average lower on average lower on average lower on average

Max not above .0082 exceptions noted wider range no contrast not above 12 no contrast no contrast not above 13 no contrast exceptions noted not above .0026 widr range wider range not above .00075 Not above .000729

在excel里看应该比粘贴在这里更有意义。 哦，糟糕，那是在每栏一个订单设置为真的情况下......那会把它弄乱的......重新开始吧，哦，至少我现在已经在excel里建立了分析页面......

 
Aaragorn:
它在这里... https://www.mql5.com/en/forum/174700/page71

我需要在历史中的最大条数和图表中的最大条数中填入什么值？

 

继续努力吧，Aaragorn!

我一直在关注你的进展，而且我发现自己又回到了这个EA。希望我很快就能赶上，并有更多的投入。

谢谢。

 

根据我的发现，我做了这个过滤器。

然而，其结果是令人难以置信的苛刻。使用这个方法，一年只做了大约36次交易，而且缩减的比例也没有好多少。因此，CT逻辑过滤可能还很有用，但要做到这一点还需要很多工作。

我确实在我以前的 "每条街一个订单 "的工作中发现了一个错误。这个错误是，在订单被阻断后，我从未将开关重置为假，所以开关仍然处于阻断模式。这可能是导致以前使用它的测试中出现一些破坏的原因。现在我已经修复了这个故障，看看它是否（有多大）改变，这将是很有趣的。

void CTfilter()

{

if(UseCTfilter)

{

if(Decision == DECISION_BUY)

{

if(SellPossibilityMid*SellPossibilityQuality < 0.0048)

{

CTBlockBuy = true;

}

if(BuyPossibilityMid*BuyPossibilityQuality > 0.00876)

{

CTBlockBuy = true;

}

if(UndefinedPossibilityMid*UndefinedPossibilityQuality < 0.00132)

{

CTBlockBuy = true;

}

if(UndefinedPossibilityQuality > 24)

{

CTBlockBuy = true;

}

if(SellSucPossibilityMid < 0.000443)

{

CTBlockBuy = true;

}

if(BuySucPossibilityMid > 0.00296)

{

CTBlockBuy = true;

}

if(SellPossibilityMid < 0.0000686)

{

CTBlockBuy = true;

}

if(BuyPossibilityMid > 0.000688)

{

CTBlockBuy = true;

}

}

else

{

if(Decision == DECISION_SELL)

{

if(SellPossibilityMid*SellPossibilityQuality > 0.0082)

{

CTBlockSell = true;

}

if(UndefinedPossibilityQuality < 9)

{

CTBlockSell = true;

}

if(SellPossibilityQuality > 13)

{

CTBlockSell = true;

}

if(SellPossibilityMid > 0.00075)

{

CTBlockSell = true;

}

if(BuyPossibilityMid > 0.000729)

{

CTBlockSell = true;

}

return(0);

}//if DS

}//DB else

}//if use ct filter

}//ct filter
 
Aaragorn:
它在这个... https://www.mql5.com/en/forum/174700/page71

嗨

它是好的不是

请发送设置文件

谢谢你，再见

 

1.93欧元 - 现在有CT过滤器选项

我给你的是CT过滤器。

这是用我做的2318次交易的数据转储结果。

SellPossibilityMid*SellPossibilityQuality: BuyPossibilityMid*BuyPossibilityQuality: UndefinedPossibilityMid*UndefinedPossibilityQuality: UndefinedSucPossibilityQuality: SellSucPossibilityQuality: BuySucPossibilityQuality: UndefinedPossibilityQuality: SellPossibilityQuality: BuyPossibilityQuality: UndefinedSucPossibilityMid: SellSucPossibilityMid: BuySucPossibilityMid: UndefinedPossibilityMid: SellPossibilityMid: BuyPossibilityMid:

WIN LONG

Min 0.00048 0.00021715 0.00132 5 3 2 9 5 4 0.00044 0.00044444 0.00047778 0.00009143 0.00006857 0.00005429

Ave 0.002420114 0.002442273 0.007918565 12.20187793 7.541079812 8.151408451 16.90023474 8.73943662 9.360328638 0.001270039 0.001214834 0.001060205 0.000458102 0.00026831 0.00025383

Max 0.01052857 0.00876571 0.02431429 19 13 13 26 13 13 0.00294286 0.0041 0.00296 0.00113714 0.00095714 0.00068857

LOSE LONG

Min 0.00031429 0.00057143 0.00113143 5 3 5 9 5 5 0.00051 0.000325 0.0004875 0.00009143 0.00005429 0.00009714

Ave 0.002732355 0.002717004 0.007946232 12.51891892 7.813513514 8.310810811 16.68378378 8.927027027 9.389189189 0.001265285 0.001296737 0.001158426 0.00046529 0.000296386 0.000281166

Max 0.00801429 0.00999143 0.02431429 19 13 13 25 13 13 0.00267857 0.003325 0.0031 0.00107714 0.00076 0.00076857

[/PHP]

from these findings I concluded..

concluded SellPossibilityMid*SellPossibilityQuality: BuyPossibilityMid*BuyPossibilityQuality: UndefinedPossibilityMid*UndefinedPossibilityQuality: UndefinedSucPossibilityQuality: SellSucPossibilityQuality: BuySucPossibilityQuality: UndefinedPossibilityQuality: SellPossibilityQuality: BuyPossibilityQuality: UndefinedSucPossibilityMid: SellSucPossibilityMid: BuySucPossibilityMid: UndefinedPossibilityMid: SellPossibilityMid: BuyPossibilityMid:

To WIN LONGS not less than .00048 not above .00876 not less than .00132 Not above 24 not below .000443 not above .00296 not below .0000686 not above .000688

[/PHP]

and...

[PHP]WIN SHORT SellPossibilityMid*SellPossibilityQuality: BuyPossibilityMid*BuyPossibilityQuality: UndefinedPossibilityMid*UndefinedPossibilityQuality: UndefinedSucPossibilityQuality: SellSucPossibilityQuality: BuySucPossibilityQuality: UndefinedPossibilityQuality: SellPossibilityQuality: BuyPossibilityQuality: UndefinedSucPossibilityMid: SellSucPossibilityMid: BuySucPossibilityMid: UndefinedPossibilityMid: SellPossibilityMid: BuyPossibilityMid:

Min 0.00028571 0.00031429 0.00135143 5 3 2 9 4 4 0.00058 0.0005 0.00044 0.00012286 0.00005714 0.00006286

Ave 0.002465013 0.002474476 0.007647709 12.03196931 8.193094629 7.460358056 16.87212276 9.361892583 8.765984655 0.001246447 0.001062041 0.001254263 0.000442934 0.000255228 0.000272806

Max 0.00820286 0.00874286 0.02388 20 13 12 26 13 13 0.00281818 0.00285714 0.0049 0.00113714 0.00074571 0.00072857

LOSE SHORT

Min 0.00056571 0.00037143 0.00135143 6 4 2 8 6 5 0.00058 0.0005375 0.00054286 0.00012286 0.00009429 0.00007429

Ave 0.002724241 0.002690219 0.007808735 12.02229299 8.445859873 7.52866242 16.56369427 9.461783439 8.974522293 0.001289283 0.001138241 0.00130382 0.000458153 0.000280255 0.000288626

Max 0.00911429 0.00843429 0.01748571 19 13 12 24 14 13 0.00253 0.00263636 0.003275 0.00097143 0.00082857 0.00074857

from these findings I concluded...

[PHP]concluded SellPossibilityMid*SellPossibilityQuality: BuyPossibilityMid*BuyPossibilityQuality: UndefinedPossibilityMid*UndefinedPossibilityQuality: UndefinedSucPossibilityQuality: SellSucPossibilityQuality: BuySucPossibilityQuality: UndefinedPossibilityQuality: SellPossibilityQuality: BuyPossibilityQuality: UndefinedSucPossibilityMid: SellSucPossibilityMid: BuySucPossibilityMid: UndefinedPossibilityMid: SellPossibilityMid: BuyPossibilityMid:

To WIN SHORTS not above .0082 not below 9 not above 13 not above .00075 Not above .000729

其结果是更少的利润，但也更少的缩水。我相信这对像我这样的小账户来说会更安全。也许它甚至可能在实时远期测试中获得实际利润？这就是问题所在。所有那些看起来很好的回溯测试 的东西，如果它不能在实盘中表现出来，就没有任何意义。如果幸运的话，这将是一个改进？至少它提供了一些更多的参数来改变，看看它的效果如何。

我使用的设置是在EA中。一如既往，这是专门针对1小时图上的欧元兑美元。(除非你为其他东西定制了设置)。

我开始觉得，我已经从这个EA学到了我能学到的所有东西（也许我不能从戴夫那里学到如何更好地使用它，我没有得到像他那样好的现场效果），我已经用它做了我能做的所有事情，现在是时候继续前进。我现在开始专注于另一个EA。当我转到那个项目时，我将带着CT使用的动态交易停止，我有点喜欢这个功能。我仍然想开发一个使用高概率交易和增加杠杆的系统。

附加的文件：
ctfiltered.htm  160 kb
ctfiltered.gif  6 kb
ctunfiltered.htm  295 kb
ctunfiltered.gif  6 kb
cyberia_trader_1.93_euro.mq4  86 kb
 

谢谢Aaragorn，我将在一周内对这个问题进行测试，并将尝试发布一些信息。

纳诺克。

只要下载文件并使用默认设置。

目前还没有设置文件。

另外，请随意阅读整个主题。我知道我做了。

*编辑 *

我还注意到，使用过滤器后，没有长线交易，或者至少没有盈利。

 
Tross:
谢谢Aaragorn，要转发测试这一个星期，会试着发表一些东西。

纳诺克。

只要下载文件并使用默认设置就可以了。

目前还没有设置文件。

另外，请随意阅读整个主题。我知道我做了。

*编辑 *

我还注意到，在过滤器中没有长线交易，或者至少是无利可图。我得再检查一下，我不敢相信 。

伟大的斯科特，你是对的！这不可能是好事....，我不相信这是准确的。我得看看它在做什么。

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