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Dua Yong Rew
5423
Dua Yong Rew 2013.04.06 08:10 

anyone using custom max when optimizing your EA?

Share your custom max formula and why that formula. 

graziani
1954
graziani 2013.04.06 22:15  
doshur:

anyone using custom max when optimizing your EA?

Share your custom max formula and why that formula. 

balance -= best trade;

return balance; 

Dua Yong Rew
5423
Dua Yong Rew 2013.04.07 04:52  
graziani:

balance -= best trade;

return balance; 

why this formula?
graziani
1954
graziani 2013.04.07 11:05  
doshur:
why this formula?

to disqualify good results based on one big trade.

actually, filter should be adjusted to algorithm you are using.
this one is generally better then simple balance criteria. 

Dua Yong Rew
5423
Dua Yong Rew 2013.04.09 05:48  
graziani:

to disqualify good results based on one big trade.

actually, filter should be adjusted to algorithm you are using.
this one is generally better then simple balance criteria. 

I was actually thinking of that as your answer.

I've tried to play around with custom max for the whole of yesterday and I derived my own formula

 

Profit * Profit Factor * Recovery Factor * Hit Rate

 

Hit Rate is the winning percentage + risk reward

graziani
1954
graziani 2013.04.10 13:26  
doshur:

I was actually thinking of that as your answer.

I've tried to play around with custom max for the whole of yesterday and I derived my own formula

 

Profit * Profit Factor * Recovery Factor * Hit Rate

 

Hit Rate is the winning percentage + risk reward

this is a highly 'fitted' filter, you are disqualifying good solutions that don't fit in just one criteria, and the filter is not weighted.

IMO, most important would be balance/drawdawn/profit factor criteria, but the problem is how to quantify them.
it would have to be some way that doesn't quantify any of this values, like my balance criteria described above.
For start, we could try to find a good general filter for balance+drawback.

Does anybody know what filter is used for MQ balance + drawback criteria?

graziani
1954
graziani 2013.04.11 10:11  

I have expected for this thread to be more popular.

Is this because no one is  using genetic algorithm for finding parameters or is there another reason for this?

Personally, i am using complete parameter set optimization.
Genetic searches are just for testing. 

Alain Verleyen
Moderator
30736
Alain Verleyen 2013.04.11 10:21  
graziani:

I have expected for this thread to be more popular.

Is this because no one is  using genetic algorithm for finding parameters or is there another reason for this?

Personally, i am using complete parameter set optimization.
Genetic searches are just for testing. 

I think, it's because this is an advanced feature that not all developpers are aware of. It would be interesting if you explain with more details what is the functionnality and how to use it. Only an idea "to be more popular".
graziani
1954
graziani 2013.04.11 11:19  
angevoyageur:
I think, it's because this is an advanced feature that not all developpers are aware of. It would be interesting if you explain with more details what is the functionnality and how to use it. Only an idea "to be more popular".

well, this is probably true.

however i don't believe that it is possible to explain the concept of genetic search through the space of solutions to reduce the time of finding an acceptable solution in a short way....

well ... when you put it this way ... :)

but i  have expected at least for people to be interested in what these options actually mean, at least on a forum that should be programming oriented.

Alain Verleyen
Moderator
30736
Alain Verleyen 2013.04.11 12:11  
graziani:

well, this is probably true.

however i don't believe that it is possible to explain the concept of genetic search through the space of solutions to reduce the time of finding an acceptable solution in a short way....

well ... when you put it this way ... :)

but i  have expected at least for people to be interested in what these options actually mean, at least on a forum that should be programming oriented.

I don't think you have to explain the concept of genetic search. Anyone who is interested can easily find resources on this topic. But here, what would be interesting is that you explain, how to use custom max, practically.

Is anyone interested ?

Dua Yong Rew
5423
Dua Yong Rew 2013.04.13 09:18  

anyone knows what's MQ formula for the various filter like balance + profit factor?

 

I'm new to this custom max thing and at this stage I do not want to introduce weights to the various inputs until I have a better picture of using custom max 

however with my custom max, I can rank those more effective parameters input higher then you manually filter again

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