Discussion of article "Fuzzy Logic in trading strategies" - page 4

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With this new library your EA worked perfectly, however, the EA I'm doing altering its structure does not work, the point is that I did not make any substantial changes, so I do not know where the error is.


I'm changing to 4 indicators and I put the 81 possible variations "Parserule", but it does not work.

 

It's possible you check the reason for not working, I could not find the error, mainly because I do not understand much of the library. Maantive the whole structure that you set up, but it does not work. With it working, I intend to put some trend indicator so EA can change the sigma alone without being reminiscent of a trend of the past, I think this solves the EA addiction in historical data.

 
Joao Luiz Sa Marchioro:

It's possible you check the reason for not working, I could not find the error, mainly because I do not understand much of the library. Maantive the whole structure that you set up, but it does not work. With it working, I intend to put some trend indicator so EA can change the sigma alone without being reminiscent of a trend of the past, I think this solves the EA addiction in historical data.


Hi, the problem is that once you add rules, you made a couple of mistakes :)

OurFuzzy.Rules().Add(rule1);
   OurFuzzy.Rules().Add(rule2);
   OurFuzzy.Rules().Add(rule3);
   OurFuzzy.Rules().Add(rule4);
   OurFuzzy.Rules().Add(rule5);
   OurFuzzy.Rules().Add(rule6);
   OurFuzzy.Rules().Add(rule7);
   OurFuzzy.Rules().Add(rule8);
   OurFuzzy.Rules().Add(rule9);
   OurFuzzy.Rules().Add(rule10);
   OurFuzzy.Rules().Add(rule11);
   OurFuzzy.Rules().Add(rule12);
   OurFuzzy.Rules().Add(rule13);
   OurFuzzy.Rules().Add(rule14);
   OurFuzzy.Rules().Add(rule15);
   OurFuzzy.Rules().Add(rule16);
   OurFuzzy.Rules().Add(rule17);
   OurFuzzy.Rules().Add(rule18);
   OurFuzzy.Rules().Add(rule19);
   OurFuzzy.Rules().Add(rule20);
   OurFuzzy.Rules().Add(rule21);
   OurFuzzy.Rules().Add(rule22);
   OurFuzzy.Rules().Add(rule23);
   OurFuzzy.Rules().Add(rule24);
   OurFuzzy.Rules().Add(rule25);
   OurFuzzy.Rules().Add(rule26);
   OurFuzzy.Rules().Add(rule27);
   OurFuzzy.Rules().Add(rule28);
   OurFuzzy.Rules().Add(rule29);
   OurFuzzy.Rules().Add(rule30);
   OurFuzzy.Rules().Add(rule31);
   OurFuzzy.Rules().Add(rule32);
   OurFuzzy.Rules().Add(rule33);
   OurFuzzy.Rules().Add(rule34);
   OurFuzzy.Rules().Add(rule35);
   OurFuzzy.Rules().Add(rule36);
   OurFuzzy.Rules().Add(rule37);
   OurFuzzy.Rules().Add(rule38);
   OurFuzzy.Rules().Add(rule39);
   OurFuzzy.Rules().Add(rule40);
   OurFuzzy.Rules().Add(rule41);
   OurFuzzy.Rules().Add(rule42);
   OurFuzzy.Rules().Add(rule43);
   OurFuzzy.Rules().Add(rule44);
   OurFuzzy.Rules().Add(rule45);
   OurFuzzy.Rules().Add(rule46);
   OurFuzzy.Rules().Add(rule47);
   OurFuzzy.Rules().Add(rule48);
   OurFuzzy.Rules().Add(rule49);
   OurFuzzy.Rules().Add(rule50);
   OurFuzzy.Rules().Add(rule51);
   OurFuzzy.Rules().Add(rule42);
   OurFuzzy.Rules().Add(rule43);
   OurFuzzy.Rules().Add(rule54);
   OurFuzzy.Rules().Add(rule55);
   OurFuzzy.Rules().Add(rule56);
   OurFuzzy.Rules().Add(rule57);
   OurFuzzy.Rules().Add(rule58);
   OurFuzzy.Rules().Add(rule59);
   OurFuzzy.Rules().Add(rule60);
   OurFuzzy.Rules().Add(rule61);
   OurFuzzy.Rules().Add(rule62);
   OurFuzzy.Rules().Add(rule63);
   OurFuzzy.Rules().Add(rule64);
   OurFuzzy.Rules().Add(rule65);
   OurFuzzy.Rules().Add(rule66);
   OurFuzzy.Rules().Add(rule67);
   OurFuzzy.Rules().Add(rule68);
   OurFuzzy.Rules().Add(rule69);
   OurFuzzy.Rules().Add(rule70);
   OurFuzzy.Rules().Add(rule71);
   OurFuzzy.Rules().Add(rule72);
   OurFuzzy.Rules().Add(rule73);
   OurFuzzy.Rules().Add(rule74);
   OurFuzzy.Rules().Add(rule75);
   OurFuzzy.Rules().Add(rule76);
   OurFuzzy.Rules().Add(rule77);
   OurFuzzy.Rules().Add(rule78);
   OurFuzzy.Rules().Add(rule79);
   OurFuzzy.Rules().Add(rule80);
   OurFuzzy.Rules().Add(rule81);
 

HI Maxim Dmitrievsky

backtester results vary different?


1MIN OLHC and TICK have many different mainly MDD

TIME 2008.1.1~2017.10.31
 
yukoj2004:

HI Maxim Dmitrievsky

backtester results vary different?


1MIN OLHC and TICK have many different mainly MDD

TIME 2008.1.1~2017.10.31

Hi I was checked base algorithm (without optimisation), the results are equal:


maybe you changed something in algorithm, for example you put stop losses close to price, and results will be different. Because if you use open prices only, the tester does not account for price changes between them.

 

KKKKKK, I LOOKED AT THIS CODE 100 TIMES AND I HAVE NOT SEEN THESE ERRORS. Thank you. As I make progress I will post here.

 

HI Maxim Dmitrievsky

Sorry, my English is poor.

Thanks for your reply

I will try again

and i have interesting tpoic

fuzzy logic and a neural network.

wait you share this the topic

have You tried Reinforcement Learning?


 

I made several attempts, but unfortunately I did not have good results.


The idea of putting some indicator to determine the trend and change the Gposition and the sigma as this indicator did not work, because the fuzzy system is all read in the "OnInit" and this type of change should occur in the "OnTick".


Unfortunately I am very weak in programming, so I do not have the ability to change a complex EA like this, but it was worth the try.


I'm going to post EA with all the indicators working and another moving averages where I tried to establish the gposition change on the "OnTick" and it did not work.


Thanks to the author for the help.

 

Excellent article. It's really clearly explained and with great examples and references.

Thank you very much!

 

A great article, thanks. In combination with neural networks, it determines great potential.

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