Discussion of article "Resolving entries into indicators" - page 2
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This is a general method without making changes to the Expert Advisor before analysing it. This approach makes it possible to analyse different strategies with a single EA build, without the need to adjust each EA for optimisation.
According to the article, it is assumed that the source code of the Expert Advisor is available, as it is added to it according to the results of the research.
So, to exchange information in the source EA, it is necessary to add only one line to the source EA - an includnik, in which everything is written once for all EAs.
According to the article, it is assumed that the source of the EA is available, as it is added to the results of the study.
So, to exchange information in the source EA it is necessary to add only one line to the source EA - an includnik, in which everything is written once for all EAs.
Let's take a broader look at the topic. A person trades hands, he has his own strategy. Can he have a desire to increase profitability? Can he analyse his trading history in order to optimise his strategy? This approach can help him in this, if you save the trading history and analyse it. However, he will probably have to adjust the parsing class a bit.
But why save the trading history using GUI tools when you can run a script and get the history instantly in a convenient and unchanged format?
But why should the history of trades be saved using GUI tools, when there is a possibility to run a script and get the history instantly in a convenient and unchangeable format?
GUI tools are available to everyone and are universal, scripts are different for everyone and output information in different formats. In any case, I have suggested a universal variant and do not insist on its unconditional application. Everyone has the right to choose what is convenient for him. The article proposes the technology and describes its application in detail. If desired, everyone can adjust it to their needs, be it a script, an included file or other.
Hello, Dmitry. Maybe I don't understand something, is"40 passes for buy and 40 passes for sell" a problem for a strategy tester?
Hello, Dimitri. I guess I don't understand something, is"40 passes for buy and 40 passes for sell" a problem for a strategy tester?
Unlike the variant with embedding the filter in the Expert Advisor and subsequent optimisation, the results with the filter connected after the fact may differ from the expected ones - instead of the filtered trade another one may be opened (a little later, when the filter "lets go"), instead of the next one from the initial list.
In general, it turned out to be a very extravagant variant of ... fitting.
In my opinion, it would be much more useful to find those indicators (and their parameters, of course), which describe the strategy as accurately as possible (reverse-engineering of other people's systems). For this purpose, the proposed methodology would be much better suited (including parsing of the report, in case there is no investment access).
Unlike the variant with embedding the filter in the Expert Advisor and subsequent optimisation, the results with the filter connected after the fact may differ from the expected ones - instead of the filtered trade another one may be opened (a little later, when the filter "lets go"), instead of the next one from the initial list.
In general, it turned out to be a very extravagant variant of ... fitting.
In my opinion, it would be much more useful to find those indicators (and their parameters, of course), which describe the strategy as accurately as possible (reverse-engineering of other people's systems). For this purpose, the proposed methodology would be much better (including parsing of the report, in case there is no investment access).
Good day, Andrey.
On the first point, as a result of using the filter, we find such patterns that give profit on the history. Therefore, if a deal is opened later when the signals of the original Expert Advisor and the filter coincide, such a deal should bring profit according to the statistics.
As for the second point, this variant is also possible, for this we should analyse the statistics not by profit, but by the number of deals.
On the first point, as a result of using the filter, we find such patterns, which give profit on history. Therefore, if a trade is opened later when the signals of the original Expert Advisor and the filter coincide, such a trade should bring profit according to statistics.
This is not true.
The patterns found will be profitable only at the analysed moments.
As for the second point, this variant is also possible, for this you should analyse statistics not by profit, but by the number of deals.
I didn't understand this.
If we are talking about selecting indicators for a strategy, what does the number have to do with it? Do you mean the percentage of hits?
This is not true.
The patterns found will be profitable only at the analysed moments.
When analysing, not a specific deal is shown, but the sum of profit on deals at comparable moments of indicators. It is obvious that not all deals are profitable in the specific sum of values. But on the analysed time period the coincidence of EA signals and filter readings gives profit. Consequently, such patterns can be used for trading. If we take a broader view, any strategy, be it candlestick patterns, moving patterns, etc., is built on this principle. As you may have noticed, in the article I tested on 8 months. If you think this is not enough, you can increase the period.