Discussion of article "Grokking market "memory" through differentiation and entropy analysis" - page 8

[David Weidner]

Thank you for your work in this article.  I would like to learn more about this topic.  I wish I was better at statistics!

--Dave

[[Deleted]]

private:

//||||||||||||||||||||||||||||||||||||||||

   int               number_of_samples, relearn_timout, relearnCounter;

   virtual void      virtual_optimizer();

There is an error in Auto Optimizer file 

'virtual_optimizer' - function already defined and has different type in Auto_optimizer.mqh

[Maxim Dmitrievsky]

developeralgo:

private:

//||||||||||||||||||||||||||||||||||||||||

   int               number_of_samples, relearn_timout, relearnCounter;

   virtual void      virtual_optimizer();

There is an error in Auto Optimizer file 

'virtual_optimizer' - function already defined and has different type Auto_optimizer.mqh

hi, pls add the "void" modifier. In new compiler it must be like there

//+------------------------------------------------------------------+
//|Virtual tester                                                    |
//+------------------------------------------------------------------+
void CAuto_optimizer::virtual_optimizer(void) {

[[Deleted]]

Maxim Dmitrievsky:

hi, pls add the "void" modifier. In new compiler it must be like there

Thanks Maxim, do you have set file that you have found from your testing to be great that i can start using for initial testing and then build or improve 

[Maxim Dmitrievsky]

developeralgo:

Thanks Maxim, do you have set file that you have found from your testing to be great that i can start using for initial testing and then build or improve 

you can try settings from screenshot in article ("Value" column)

[[Deleted]]

Thank you.

I am very excited about this article and looking forward to implementing!!!

[Hank Scorpio]

For those having difficulties compiling.
https://www.mql5.com/en/code/16006 <- location of MT4orders

#include <Auto optimizer.mqh> > #include <Auto_optimizer.mqh>

Clearly this is a masterwork. Is it possible to do this code in MT4 or it is too limiting?

[Hank Scorpio]

I am getting these errors:

1. It seems EA is attempting to sell but placing stops as though it was a buy? 
2019.07.25 04:35:35.174 Trades '666': failed  market sell 0.10 USDCHF sl: 0.98139 tp: 0.99039 [Invalid stops] 

2. The EA removes itself on the formation of a new bar or candle.

3. The EA can only place sell trades (unless this is by design during the optimization phase?)

4. EA uses a different trade volume for NZDUSD only?

update0: after further testing I can say the problem of auto-removal is related to the custom settings from the hyperparameters screenshot. I will attempt to isolate which one.
update1:It is related to adjusting the history depth to 1500.  I will attempt to see if different values create different results. I am testing on M1 and M15 and have sufficient price history.
update2: EA will remove itself if History_depth  1027 >= ||<= 956 

5. After some time the entropy window will shrink to a small size as in the screenshot.

update3: I can suggest the problem with sell-only is related to too low a timeframe used in testing (M1). This generates very large entropy values which are out of bounds? Testing on M15>= creates both buy and sell orders. 

update4: I can suggest the entropy window size issue is related to the initial size of the chart window. If it is scaled full screen the window appears OK. 

update5: After attempting to modify magic numbers now all charts remove on the next bar. I've tried restarting the terminal, using new charts. I'm not sure what else to try, there are no errors in the log. I cannot test further?

[Carl Schreiber]

For those who are interested in the EA:

a) MT4orders.mqh is available here: https://www.mql5.com/en/code/16006

b) This line 47 in Auto_optimiser.mqh:

CAuto_optimizer::virtual_optimizer(void) {

must be changed to:

void CAuto_optimizer::virtual_optimizer(void) {

[LordVinicius]

Congratulations for the high level article !!! Success and Prosperity!