Reports on SVM strategies for EURUSD EA testing

viktor2008 2008.05.28 06:40 #221

Strategy Tester Report for SVM_v_07_EURUSD EA

Settings:

///////////////////////////////////////

#define NR_BARS1 2000

#define NR_BARS2 600

extern string Symb0 ="EURUSD";

extern double Lots =0.1;

extern int diff1 =true;

extern int decimalplace =14;

extern int svmtype =1; //0-libsvm,1-svmlight

extern int BasePeriod =PERIOD_M5;

extern int TrainPeriod =PERIOD_H4;

extern int class_type =2; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3)

extern int StopLoss =40; //30-50pips

extern int TakeProfit =40;

extern int FutureWindow =100;

extern int Signal =8;

extern bool UseRamDisk =true;

extern datetime BeginDate = D'2008.04.01 08:15';

/////////////////////////////////////////////////

///////////////////////////////////////

calc(r1,rv1);

calc(r2,rv1);

calc(r3,rv1);

calc(r4,rv1);

calc(r5,rv1);

calc(r6,rv1);

calc(r7,rv1);

calc(r8,rv1);

calc(r9,rv1);

calc(r10,rv1);

calc(r11,rv1);

calc(r12,rv1);

calc(r13,rv1);

calc(r14,rv1);

calc(r15,rv1);

calc(r16,rv1);

calc(r17,rv1);

calc(r18,rv1);

calc(r19,rv1);

calc(r20,rv1);

calc(r21,rv1);

calc(r22,rv1);

calc(r23,rv1);

calc(r24,rv1);

calc(r25,rv1);

calc(r26,rv1);

calc(r27,rv1);

calc(r28,rv1);

calc(r29,rv1);

calc(r30,rv1);

////////////////////////////////

Files:

strategytester1.gif 7 kb

strategytester1.htm 73 kb

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barnix 2008.05.28 06:57 #222

Strategy Tester Report for SVM_v_05a_EURUSD EA

Settings:

//////////////////////////////////////////

#define NR_BARS1 2000

#define NR_BARS2 600

extern string Symb0 ="EURUSD";

extern double Lots =0.1;

extern int diff1 =true;

extern int decimalplace =14;

extern int svmtype =1; //0-libsvm,1-svmlight

extern int BasePeriod =PERIOD_M5;

extern int TrainPeriod =PERIOD_H4;

extern int class_type =2; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3)

extern int StopLoss =40; //30-50pips

extern int TakeProfit =40;

extern int FutureWindow =100;

extern int Signal =8;

extern bool UseRamDisk =true;

extern datetime BeginDate = D'2008.04.01 08:15';

//////////////////////////////////////////////////

///////////////////////////////////////

calc(r1,rv1);

calc(r2,rv1);

calc(r3,rv1);

calc(r4,rv1);

calc(r5,rv1);

calc(r6,rv1);

calc(r7,rv1);

calc(r8,rv1);

calc(r9,rv1);

/*

calc(r10,rv1);

calc(r11,rv1);

calc(r12,rv1);

calc(r13,rv1);

calc(r14,rv1);

calc(r15,rv1);

calc(r16,rv1);

calc(r17,rv1);

calc(r18,rv1);

calc(r19,rv1);

calc(r20,rv1);

calc(r21,rv1);

calc(r22,rv1);

calc(r23,rv1);

calc(r24,rv1);

calc(r25,rv1);

calc(r26,rv1);

calc(r27,rv1);

calc(r28,rv1);

calc(r29,rv1);

calc(r30,rv1);

*/

////////////////////////////////

Files:

strategytester_v05a_2.gif 8 kb

strategytester_v05a_2.htm 164 kb

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stef 2008.05.28 08:37 #223

results of my pnn

Here the results of my simple PNN M5, for the 2 first weeks of May.

The PNN learns with 70000 bars, and try to find the output 2 h later.

3 inputs are used (close - 3 differents EMA)

no optimisation, no sl, no tp

Files:

strategytester_2.htm 43 kb

strategytester_9.gif 6 kb

Please tell us your Using Neural Networks in "New Neural" is an

lvsefa 2008.05.28 14:47 #224

stef:
Here the results of my simple PNN M5, for the 2 first weeks of May.

The PNN learns with 70000 bars, and try to find the output 2 h later.

3 inputs are used (close - 3 differents EMA)

no optimisation, no sl, no tp

Hi Stef:

Your PNN ea indeed very good.Congratulations on your remarkable success.

(close - 3 differents EMA),here could you explain more?Or inputs of the PNN?

Show some code better, as barnix, again expressed my best congratulations.

Thanks,Lvsefa

How to calculate % The Simba Con Man Tick Indicator and EAs

barnix 2008.05.28 18:56 #225

Strategy Tester Report for SVM_v_10a_EURUSD EA

Settings:

//////////////////////////////////////////

#define NR_BARS1 2000

#define NR_BARS2 600

extern string Symb0 ="EURUSD";

extern double Lots =0.1;

extern int diff1 =true;

extern int decimalplace =14;

extern int svmtype =0; //0-libsvm,1-svmlight

extern int BasePeriod =PERIOD_M5;

extern int TrainPeriod =PERIOD_H4;

extern int class_type =1; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3)

extern int StopLoss =40; //30-50pips

extern int TakeProfit =40;

extern int FutureWindow =100;

extern int Signal =8;

extern bool UseRamDisk =true;

extern datetime BeginDate = D'2008.04.01 08:15';

//////////////////////////////////////////////////

///////////////////////////////////////

calc2(r1,rv1);

calc2(r2,rv1);

calc2(r3,rv1);

calc2(r4,rv1);

calc2(r5,rv1);

/*

calc2(r6,rv1);

calc2(r7,rv1);

calc2(r8,rv1);

calc2(r9,rv1);

calc2(r10,rv1);

calc2(r11,rv1);

calc2(r12,rv1);

calc2(r13,rv1);

calc2(r14,rv1);

calc2(r15,rv1);

calc2(r16,rv1);

calc2(r17,rv1);

calc2(r18,rv1);

calc2(r19,rv1);

calc2(r20,rv1);

calc2(r21,rv1);

calc2(r22,rv1);

calc2(r23,rv1);

calc2(r24,rv1);

calc2(r25,rv1);

calc2(r26,rv1);

calc2(r27,rv1);

calc2(r28,rv1);

calc2(r29,rv1);

calc2(r30,rv1);

*/

////////////////////////////////

Files:

strategytester_v10a_1.gif 7 kb

strategytester_v10a_1.htm 141 kb

strategytester_v10a_1_.gif 14 kb

strategytester_v10a_2_.gif 13 kb

strategytester_v10a_3_.gif 13 kb

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barnix 2008.05.29 04:08 #226

Strategy Tester Report for SVM_v_11a_EURUSD EA

Settings:

//////////////////////////////////////////

#define NR_BARS1 2000

#define NR_BARS2 600

extern string Symb0 ="EURUSD";

extern double Lots =0.1;

extern int diff1 =true;

extern int decimalplace =14;

extern int svmtype =0; //0-libsvm,1-svmlight

extern int BasePeriod =PERIOD_M5;

extern int TrainPeriod =PERIOD_H4;

extern int class_type =1; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3)

extern int TrainStopLoss =60; //30-50pips

extern int TrainTakeProfit =60;

extern int TradeStopLoss =60; //30-50pips

extern int TradeTakeProfit =60;

extern int FutureWindow =70;

extern int Signal =8;

extern bool UseRamDisk =true;

extern datetime BeginDate = D'2008.04.01 08:15';

//////////////////////////////////////////////////

///////////////////////////////////////

calc2(r1,rv1);

calc2(r2,rv1);

calc2(r3,rv1);

calc2(r4,rv1);

calc2(r5,rv1);

/*

calc2(r6,rv1);

calc2(r7,rv1);

calc2(r8,rv1);

calc2(r9,rv1);

calc2(r10,rv1);

calc2(r11,rv1);

calc2(r12,rv1);

calc2(r13,rv1);

calc2(r14,rv1);

calc2(r15,rv1);

calc2(r16,rv1);

calc2(r17,rv1);

calc2(r18,rv1);

calc2(r19,rv1);

calc2(r20,rv1);

calc2(r21,rv1);

calc2(r22,rv1);

calc2(r23,rv1);

calc2(r24,rv1);

calc2(r25,rv1);

calc2(r26,rv1);

calc2(r27,rv1);

calc2(r28,rv1);

calc2(r29,rv1);

calc2(r30,rv1);

*/

////////////////////////////////

Files:

strategytester_v11a_1.gif 7 kb

strategytester_v11a_1.htm 60 kb

strategytester_v11a_1_.gif 19 kb

strategytester_v11a_2_.gif 19 kb

strategytester_v11a_3_.gif 19 kb

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barnix 2008.05.29 04:09 #227

Historical data used for all tests:

Files:

fxdd-mt4_demo_server.rar 168 kb

barnix 2008.05.29 18:34 #228

Strategy Tester Report for SVM_v_12a_EURUSD EA

Settings:

//////////////////////////////////////////

#define NR_BARS1 2000

#define NR_BARS2 600

extern string Symb0 ="EURUSD";

extern double Lots =0.1;

extern int diff1 =true;

extern int decimalplace =14;

extern int svmtype =0; //0-libsvm,1-svmlight

extern int BasePeriod =PERIOD_M5;

extern int TrainPeriod =PERIOD_H1;

extern int class_type =1; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3)

extern int TrainStopLoss =60; //30-50pips

extern int TrainTakeProfit =60;

extern int TradeStopLoss =60; //30-50pips

extern int TradeTakeProfit =60;

extern int FutureWindow =70;

extern int Signal =8;

extern bool UseRamDisk =true;

extern datetime BeginDate = D'2008.04.01 08:15';

//////////////////////////////////////////////////

///////////////////////////////////////

calc2(r1,rv1);

calc2(r2,rv1);

calc2(r3,rv1);

calc2(r4,rv1);

calc2(r5,rv1);

/*

calc2(r6,rv1);

calc2(r7,rv1);

calc2(r8,rv1);

calc2(r9,rv1);

calc2(r10,rv1);

calc2(r11,rv1);

calc2(r12,rv1);

calc2(r13,rv1);

calc2(r14,rv1);

calc2(r15,rv1);

calc2(r16,rv1);

calc2(r17,rv1);

calc2(r18,rv1);

calc2(r19,rv1);

calc2(r20,rv1);

calc2(r21,rv1);

calc2(r22,rv1);

calc2(r23,rv1);

calc2(r24,rv1);

calc2(r25,rv1);

calc2(r26,rv1);

calc2(r27,rv1);

calc2(r28,rv1);

calc2(r29,rv1);

calc2(r30,rv1);

*/

////////////////////////////////

Files:

strategytester_v12a_1.gif 7 kb

strategytester_v12a_1.htm 98 kb

strategytester_v12a_1_.gif 13 kb

strategytester_v12a_2_.gif 14 kb

strategytester_v12a_3_.gif 11 kb

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pelgia 2008.05.29 19:30 #229

stef:
Here the results of my simple PNN M5, for the 2 first weeks of May.

The PNN learns with 70000 bars, and try to find the output 2 h later.

3 inputs are used (close - 3 differents EMA)

no optimisation, no sl, no tp

hi, stef

i am impressed to see this result. could you share your Ea to forward-test ?

thanks in advance

giapel

barnix 2008.05.30 07:10 #230

Strategy Tester Report for SVM_v_16a_EURUSD EA

Settings:

//////////////////////////////////////////

#define NR_BARS1 2000

#define NR_BARS2 600

extern string Symb0 ="EURUSD";

extern double Lots =0.1;

extern int diff1 =true;

extern int decimalplace =14;

extern int svmtype =0; //0-libsvm,1-svmlight

extern int BasePeriod =PERIOD_M5;

extern int TrainPeriod =PERIOD_H4;

extern int class_type =1; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3)

extern int TrainStopLoss =40; //30-50pips

extern int TrainTakeProfit =40;

extern int TradeStopLoss =60; //30-50pips

extern int TradeTakeProfit =60;

extern int FutureWindow =5;

extern int Signal =8;

extern bool UseRamDisk =true;

extern datetime BeginDate = D'2008.04.01 08:15';

extern bool ReverseSignal=false;

//////////////////////////////////////////////////

///////////////////////////////////////

calc2(r1,rv1);

calc2(r2,rv1);

calc2(r3,rv1);

calc2(r4,rv1);

calc2(r5,rv1);

/*

calc2(r6,rv1);

calc2(r7,rv1);

calc2(r8,rv1);

calc2(r9,rv1);

calc2(r10,rv1);

calc2(r11,rv1);

calc2(r12,rv1);

calc2(r13,rv1);

calc2(r14,rv1);

calc2(r15,rv1);

calc2(r16,rv1);

calc2(r17,rv1);

calc2(r18,rv1);

calc2(r19,rv1);

calc2(r20,rv1);

calc2(r21,rv1);

calc2(r22,rv1);

calc2(r23,rv1);

calc2(r24,rv1);

calc2(r25,rv1);

calc2(r26,rv1);

calc2(r27,rv1);

calc2(r28,rv1);

calc2(r29,rv1);

calc2(r30,rv1);

*/

////////////////////////////////

Files:

strategytester_v16a_2.gif 7 kb

strategytester_v16a_2.htm 70 kb

strategytester_v16a_2_.gif 13 kb

strategytester_v16a_3_.gif 15 kb

strategytester_v16a_4_.gif 14 kb

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Better NN EA development - page 23