Strategy Tester Report for SVM_07.EURUSD EA - Expert Advisors and Automated Trading

viktor2008 2008.05.28 04:40 #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

Testing Trading Strategies Big Expert Advisor example Adding, replacing, and removing

barnix 2008.05.28 04:57 #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

Testing Trading Strategies Big Expert Advisor example Adding, replacing, and removing

stef 2008.05.28 06:37 #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

ReverseLong ReverseShort Type complex

lvsefa 2008.05.28 12:47 #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

Formatting, indentation, and spaces Custom enumerations Skip drawing on initial

barnix 2008.05.28 16:56 #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

Testing Trading Strategies Big Expert Advisor example Adding, replacing, and removing

barnix 2008.05.29 02:08 #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

Calendar trading Testing Trading Strategies Big Expert Advisor example

barnix 2008.05.29 02:09 #227

Historical data used for all tests:

Files:

fxdd-mt4_demo_server.rar 168 kb

barnix 2008.05.29 16:34 #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

Calendar trading Testing Trading Strategies Big Expert Advisor example

pelgia 2008.05.29 17:30 #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 05:10 #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

Testing Trading Strategies Monitoring trading environment changes Big Expert Advisor example

Better NN EA development - page 23