Libraries: BestInterval - page 5

New comment
 
fxsaber:

With these settings?

No, everything worked fine with these settings. It crashes periodically on other settings, pairs, experts.

No regularities have been found yet.

 
Mikola_2:

No, everything worked fine with these. It crashes periodically on other settings, pairs, experts.

No regularities have been found yet.

Played it back.

 
fxsaber:

So if there was an error once, it will happen again on the same settings.

It does. I run different optimisation strings in a single pass - some are fine, some fail.

The ones that fail, I ignore. What can I do? :)

 
fxsaber:

Reproduced.

The error or the results from the screen?
 
I have the same error, but in a different line.
The only thing is that it seems to have appeared only during the first test.
Maybe because the file was not created or the history was not loaded where it should be....
 
Mikola_2:
The error or the results from the screen?

Error.

 
Mikola_2:

It keeps repeating. I run different optimisation strings in a single pass - some are fine, some crash.

The error has been fixed, commission and swap accounting has been added, and log entries have been added.

Action = false

2018.10.12 23:59:59   BestInterval Action(true - single pass & MT4-style is required) = false
2018.10.12 23:59:59   
2018.10.12 23:59:59   Profit = -19655.88 = -19655.88 + 0.00 (0.00%) - Amount of Delete Intervals = 0
2018.10.12 23:59:59   00:00:00 - 23:59:59 : Profit = -19655.88 (100.00%), Total = 2709 (73.86%), PF = 0.79, Mean = -7.26, DD = 20160.82, RF = -0.97
2018.10.12 23:59:59   SUMMARY: 00:00:00 - 23:59:59 : Profit = -19655.88 (100.00%), Total = 2709 (73.86%), PF = 0.79, Mean = -7.26, DD = 20160.82, RF = -0.97
2018.10.12 23:59:59   
2018.10.12 23:59:59   Profit = 3893.80 = -19655.88 + 23549.68 (-119.81%) - Amount of Delete Intervals = 1
2018.10.12 23:59:59   00:00:00 - 05:42:32 : Profit = 2143.63 (55.05%), Total = 401 (81.55%), PF = 1.29, Mean = 5.35, DD = 1066.12, RF = 2.01
2018.10.12 23:59:59   21:53:23 - 23:59:59 : Profit = 1750.17 (44.95%), Total = 101 (79.21%), PF = 2.18, Mean = 17.33, DD = 463.34, RF = 3.78
2018.10.12 23:59:59   SUMMARY: 00:00:00 - 23:59:59 : Profit = 3893.80 (100.00%), Total = 502 (81.08%), PF = 1.44, Mean = 7.76, DD = 1027.69, RF = 3.79
2018.10.12 23:59:59   
2018.10.12 23:59:59   Profit = 4927.59 = 3893.80 + 1033.79 (26.55%) - Amount of Delete Intervals = 2
2018.10.12 23:59:59   00:00:00 - 02:15:22 : Profit = 1281.01 (26.00%), Total = 127 (83.46%), PF = 1.70, Mean = 10.09, DD = 600.66, RF = 2.13
2018.10.12 23:59:59   02:32:07 - 05:42:32 : Profit = 1896.41 (38.49%), Total = 262 (81.68%), PF = 1.44, Mean = 7.24, DD = 993.82, RF = 1.91
2018.10.12 23:59:59   21:53:23 - 23:59:59 : Profit = 1750.17 (35.52%), Total = 101 (79.21%), PF = 2.18, Mean = 17.33, DD = 463.34, RF = 3.78
2018.10.12 23:59:59   SUMMARY: 00:00:00 - 23:59:59 : Profit = 4927.59 (100.00%), Total = 490 (81.63%), PF = 1.65, Mean = 10.06, DD = 1027.69, RF = 4.79
2018.10.12 23:59:59   
2018.10.12 23:59:59   final balance - InitBalance (100000.00) + Profit (-19655.88) without BestInterval.
2018.10.12 23:59:59   OnTester - Profit (4927.59) with BestInterval.
final balance 80344.12 USD
OnTester result 4927.59

Action = true

2018.10.12 23:59:59   BestInterval Action(true - single pass & MT4-style is required) = true
2018.10.12 23:59:59   Calculation time activated intervals is 2018.10.18 10:12:46 - TesterEA (common folder) 00:01:02 ago.
2018.10.12 23:59:59   
2018.10.12 23:59:59   Amount of Delete Intervals = 2
2018.10.12 23:59:59   00:00:00 - 02:15:22 : Profit = 1281.01 (26.00%), Total = 127 (83.46%), PF = 1.70, Mean = 10.09, DD = 600.66, RF = 2.13
2018.10.12 23:59:59   02:32:07 - 05:42:32 : Profit = 1896.41 (38.49%), Total = 262 (81.68%), PF = 1.44, Mean = 7.24, DD = 993.82, RF = 1.91
2018.10.12 23:59:59   21:53:23 - 23:59:59 : Profit = 1750.17 (35.52%), Total = 101 (79.21%), PF = 2.18, Mean = 17.33, DD = 463.34, RF = 3.78
2018.10.12 23:59:59   SUMMARY: 00:00:00 - 23:59:59 : Profit = 4927.59 (100.00%), Total = 490 (81.63%), PF = 1.65, Mean = 10.06
2018.10.12 23:59:59   
2018.10.12 23:59:59   final balance - InitBalance (100000.00) + Profit (4927.59) with BestInterval.
2018.10.12 23:59:59   OnTester - Virtual InitBalance (100000.00) + Profit (-8563.00) without BestInterval. Profit is calculated with TickValue=1 and w/o Commission+Swap.
final balance 104927.59 USD
OnTester result 91437


Thanks for your reports!


ZY An illustrative example came out with profit chart reversal.

 
fxsaber:

Bug fixed, commission and swap accounting added, log entries added.

Well, it's just beautiful! :)

Test13

Test14

And what are the changes in the version from 2018.10.18 09:15?

 
Mikola_2:

And what are the changes in the version from 2018.10.18 09:15?

Only cosmetics - more info in the log.

 
Mikola_2:

It's beautiful! :)

Applying the best interval will always improve the result and show a positive profit.

But you should realise that if the TS is not profitable, BestInterval will only give a good fit.

Even for a profitable TS, the rule works: the more intervals are thrown out, the more likely the fit is.


That is why I usually throw out no more than two intervals. And still, the library was created for Optimisation.

The description gives a graph with OOS for a reason. Don't be fooled by the fitting.


The library does not create a miracle, though it is a must-have for me personally - I use it 100% of the time.

I solve two tasks through it:

  1. Not to accidentally throw out a potentially profitable TS.
  2. To set up a single result for combat application, exposing the guts of intervals.

It lacks a weekly (not daily) analogue...


ZY If the EA is not MT4-style, the library will use 90% of its capabilities. And intervals will be obtained. However, you won't be able to see their application in the Tester at once. The programmer will have to invent something big for this purpose. That's why only MT4-style can reveal 100% of the library's capabilities.

123456789101112...29
New comment