Discussion of article "Exploring Seasonal Patterns of Financial Time Series with Boxplot" - page 17

 
Maxim Dmitrievsky:

I did, and I didn't see the GA.

In the Tester Settings tab did you CTRL+V this text?

Forum on trading, automated trading systems and testing trading strategies

Discussion of the article "Investigating seasonal characteristics of financial time series using Boxplot charts"

fxsaber, 2019.12.08 23:34

[Tester]
Symbol=EURUSD
Period=M15
Optimization=2
Model=2
FromDate=2017.01.01
ToDate=2019.12.09
ForwardMode=0
Deposit=100000
Currency=USD
ProfitInPips=1
Leverage=100
ExecutionMode=0
OptimizationCriterion=6
[TesterInputs]
inPeriod=20||5||5||250||Y
inLow=-40||-500||10||100||Y
inHigh=20||-100||10||500||Y
inStartHour=0||0||1||23||Y
inCountHours=3||2||1||23||Y
inMaxAbsoluteDD=2000
inMinTrades=500
 

Zoptilised, got +- the same result when optilised myself.

Anyway, there's nothing to discuss

 
fxsaber:

In the Tester Settings tab, did you CTRL+V this text?

yes, mixed up with the settings, that's how it works

 
Maxim Dmitrievsky:

Anyway, there's nothing to discuss

Well, if that's the case, fine.

 
fxsaber:

Well, if that's the case, good.

As a result, it is pointless optimisation, the optimal parameters are very close to the initial ones, i.e. the study is almost perfect. Of course, nobody forbids to tweak it, but it is a fine-tuning.

If one were to just mould all sorts of TCs mindlessly and optimise them, it would be very difficult to find even such a thing

Everything that was written above could not be written and would not take up my time.

Thank you for the optimal code, although I didn't notice any difference in speed.

 
Maxim Dmitrievsky:

If one were to just mould all sorts of TCs mindlessly and optimise, even that would be very hard to find

A mashka with a time filter is not even simple.

A time filter should be in ANY Expert Advisor. If it is absent, the author is inexperienced at least.

MASK trading - it is probably hard to find a trader who has not heard about it.

 
fxsaber:

Mashka with a time filter - you can't even call it simple.

A time filter should be in ANY Expert Advisor. If it is not there, the author is inexperienced at least.

It is probably hard to find a trader who has not heard about it.

Well, you have Mashka and Zigzashka in the test bot, also you know, not very complicated.

However, to find a normal set, you'd have to burn a couple of processors.
 
Maxim Dmitrievsky:

Well, you've got Mashka and Zigzashka in the test bot, which is also, you know, not very complicated.

Are there words about regularity in there? Why rub alternative methods in articles that are obviously worse than the three-minute Optimiser?

 
fxsaber:

And there are words in there about a pattern? Why rub alternative methods in articles that are known to be worse than the three-minute Optimiser?

He became a three-minute optimiser after the article, but before that he was what, a year old? Don't be misleading.

I'm not answering any more sketches.

 
Maxim Dmitrievsky:

It became a three-minute article, but before that it was a year old? Don't be misleading.

Now I know the name of the author of the trade.