Libraries: BestInterval - page 27
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Have you done any research on whether or not it makes sense to adjust the interval after clock translation? And did you somehow build this into your tests or did you translate the combat advisors?
For a few weeks, until the whole world adjusts to the time shift, you can expect all sorts of surprises. I haven't found such long-lasting stable patterns to draw any definite conclusions about the effect of clock translation. BestInterval is a mathematical convention. You can adjust it to almost any condition. And then you can't say that it doesn't work because of the translation or simply because you adjusted it.
It's like machine learning. They have learnt to show a plus, but nobody knows whether this plus will be affected by the translation of hours or whether there was no regularity at all. You could do a lot of research.
Hello fxsaber.
This library is quite useful, many thanks. I was testing, and the more intervals I filter out, the better the winning rate gets.
So, don't you think its too much over fitting? I mean, if we throw out 10 intervals, basically, we're just excluding the losses from backtest.
Am I wrong? Cause the way I see it, no matter the number of intervals removed, we're creating a "fake" backtest.
Hello fxsaber.
This library is quite useful, many thanks. I was testing, and the more intervals I filter out, the better the winning rate gets.
So, don't you think its too much over fitting? I mean, if we throw out 10 intervals, basically, we're just excluding the losses from backtest.
Am I wrong? Cause the way I see it, no matter the number of intervals removed, we're creating a "fake" backtest.
BestInterval will show the grail on any data, regardless of its nature. It is a one-pass very fast mathematical algorithm-filter.
Many topics have been raised about it in this discussion thread. For me, this tool is a must, no matter what trading system is used.
Probably, the approach is not bad. I wrote about the results in the Blog.
BestInterval will show the grail on any data, regardless of their nature. It is a one-pass very fast math filter algorithm.
In this thread, many topics have been raised about this. For me, this tool is a must, regardless of which trading system is used.
Probably not a bad approach. I wrote about the results in the Blog.
Indeed! Your library is a must. But the question is, what logic should be used to pick the intervals in a way to avoid creating a fake grail that will only perform well in backtest? I read some pages of this thread, from what I observed, you didn't come to a conclusion. And I understand, it's all way relative.
Indeed! Your library is a must. But the question is, what logic should be used to pick the intervals in a way to avoid creating a fake grail that will only perform well in backtest? I read some pages of this thread, from what I observed, you didn't come to a conclusion. And I understand, it's all way relative.
Experiment. I have no methodology for creating profitable TS.
Experiment. I have no methods of creating profitable TS.
As an illustrative example of the library work. Took EURCHF and applied it.
These are the 20 best sets (after GA interruption on 2000 pass). To the left of the blue line is "training", to the right is OOS (March 2023).
BestInterval of the first set from the picture.
The result of throwing out a 20 interval trade. Obviously, there is bound to be beauty with these parameters. Note that trade from about 23 to 01 o'clock is indicated. This was found by the machine.
Now let's look at the same picture, but zoomed in: from the beginning of 2023.
Something is ugly to the right of the blue line.... That's why the quoted phrase is relevant.
Something ugly on the right side of the blue line.....
I'd like to see the "inverted TC" to the right of the blue line... what if?
I'd like to see an "inverted TC" to the right of the blue line...what if?
With any layout of that line, I couldn't figure out what to do with it next.
Surprising results.
I don't understand what I'm doing wrong I have mt5 expert in mt4 style
I added this code to the file header, it compiles fine.
but at the end it gives an error
the file is located in MQL5\Shared Projects\Name\experts\