Discussion of article "Optimal approach to the development and analysis of trading systems"

[MetaQuotes]

New article Optimal approach to the development and analysis of trading systems has been published:

In this article, I will show the criteria to be used when selecting a system or a signal for investing your funds, as well as describe the optimal approach to the development of trading systems and highlight the importance of this matter in Forex trading.

As we can see, there are signs of a global pattern here as well, and we just have to test the entire interval and see how it looks on a global scale:

The graph is far from perfect, but we can see the working segments. We may also try to introduce filters or carry out deep optimization. The choice of a specific tool is always optional. If we conduct a test on other pairs, then the result will probably be different, but after a certain amount of time spent, we will most likely find the optimal parameters for several pairs at the same time. If we manage to grasp and reinforce the physics, then the results will be even greater.

Even in its current form, the robot yielded acceptable results. There were very few deals but the EA worked on multiple currencies. Event the simplest code can serve as a powerful basis for developing an idea. Some systems can even be used without modifications.

Author: Evgeniy Ilin

[Daniil Kurmyshev]

Eugene, good afternoon,

Please present the results of your trading in the signals service for at least one year, so that we could believe your loud subjective opinion about the choice of the optimal path

[Daniil Kurmyshev]

Perhaps you have some hidden signal, but the current one hardly claims to be an authoritative opinion for such an article

[Evgeniy Ilin]

Daniil Kurmyshev:
Eugene, good afternoon,

Please present the results of your trading in the signals service for at least one year, so that we could believe your loud subjective opinion about the choice of the optimal path

Not for a year yet, but it will be. I do not claim to be the truth in the last instance, but still there is some experience that I wanted to share, that's all. And why not? Plus some years I was engaged in theoretical research rather than real trading, gaining knowledge. And about the signal of this well imagine that the depot is not 2000 but 200, it turns out the percentage of growth in 10 times more, that is not 4 per cent and 40, less than half a year, a year will get about 100 per cent. Small but but safe.

[Denis Kirichenko]

I liked Eugene's style... some kind of original... I do not know why, but it seemed that the author is like Vasily Shukshin in a red shirt ... He writes like an axe chopping :-)

This passage made me think"what do you have to smoke to make this happen?".

...Плюс данного подхода еще в том, что чем проще система на выходе, то тем проще ее исправлять и модифицировать. Еще один интересный момент в том, что поначалу вообще ничего не работает, потом вдруг начинает работать, при этом ты задумываешь одну логику, а советник работает с инвертом вообще совсем по иной логике, понять которую не получается, в некоторых случаях нужны годы чтобы понять...

Or maybe I just didn't catch the idea, then pardon me..... But imho, it's better to know your algorithm exactly. Even if it is primitive at first.... Techno once wrote well about it.

[Igor Makanu]

Denis Kirichenko:

I liked Eugene's style... some kind of original... I do not know why, but it seemed that the author is like Vasily Shukshin in a red shirt ... He writes like an axe chopping :-)

This passage made me think"what do you have to smoke to make this happen?".

Or maybe I just didn't catch the idea, then pardon me..... But imho, it's better to know your algorithm exactly. Even if it is primitive at first.... Techno once wrote well about it.

I'm still reading the article, but I've looked at the author's code, a lot of non-standard methods cut the eye.

for example, a series of if() with checking of the only repeating condition (enum comparison)

and then in the body of the transition on the truth of this condition, loops that are duplicated in content

In general, when you learn to write such code, you will get this epiphany,

because you are used to solving problems in a simple way, for example, like this:

switch(MODE0)
{
 case MODE_1 : func(param1, param2, param3);
 break;
case MODE_2 : func(param4, param5, param6);
 break;
}

;)

UPD: I'm still figuring out the logic of using statics, but I think it's not as simple as it seems at first glance.

;)

[Denis Kirichenko]

Igor Makanu:

I'm still reading the article, but I looked at the author's code, a lot of non-standard methods cuts the eye...

But I repent, I didn't even look at the code.... Mama-mia... I'm embarrassed to ask, what is this for?

class TickBox
   {
   public:
   static int BarsUp;
   static int BarsDown;
   static double PowerUp;
   static double PowerDown;
   static double PercentUp;
   static double PercentDown;
   static double PercentPowerUp;
   static double PercentPowerDown;

There is OOP and procedural style... Lapota...

Interesting function. And the main thing is that there are no checks that something is copied....

void CalcAllMQL5Values()//array recalculation
  {
   ArraySetAsSeries(High, false);
   ArraySetAsSeries(Low, false);
   ArraySetAsSeries(Close, false);
   ArraySetAsSeries(Open, false);
   ArraySetAsSeries(Time, false);
   ArraySetAsSeries(Volume, false);
   CopyHigh(_Symbol, _Period, 0, CandlesE, High);
   CopyLow(_Symbol, _Period, 0, CandlesE, Low);
   CopyClose(_Symbol, _Period, 0, CandlesE, Close);
   CopyOpen(_Symbol, _Period, 0, CandlesE, Open);
   CopyTime(_Symbol, _Period, 0, CandlesE, Time);
   CopyTickVolume(_Symbol, _Period, 0, CandlesE, Volume);
   ArraySetAsSeries(High, true);
   ArraySetAsSeries(Low, true);
   ArraySetAsSeries(Close, true);
   ArraySetAsSeries(Open, true);
   ArraySetAsSeries(Time, true);
   ArraySetAsSeries(Volume, true);
  }

Yeah, also rethinking the material a bit... it seems to me that the title is rather suitable for the article "Subjective Approach to Developing and Analysing Trading Systems". I really liked the approach in the section "The Mathematics of Optimal Search" for its originality. To search for efficiency in the number of code lines ... however...

[Igor Makanu]

Denis Kirichenko:

And here I am, I repent, I didn't even look at the code..... Oh, mama mia. I'm embarrassed to ask, what's this for?

It has OOP and procedural style... Sweet...

Interesting function. And the main thing is that there are no checks that something is copied...

Yes, having rethought the material a bit more... it seems to me that the title is rather suitable for the article "Subjective Approach to Developing and Analysing Trading Systems". I really liked the approach in the section "The Mathematics of Optimal Search" for its originality. To search for efficiency in the number of code lines ... however...

in general, you should first get used to the author's style of presentation

Throw all this out of your head and start thinking about what moves the price. Also a prerequisite for you to have a chance to find something is the knowledge of mathematics and the ability to apply it, the ability to analyse the results, isolate the working points and understand their physics. All this is only achieved by practice + theory. In the end, everything will depend on the number of trading systems you have written and tested. You don't need to cobble together someone else's code, write it yourself from scratch. If someone thinks that he/she will take a mega grail and cut cabbage, he/she is mistaken. That's what I've been thinking for years. Thinking is not knowing.

and when you get into that philosophy, it's like: "Hey, guys! Got any seeds?"

then you'll be able to "cut the cabbage".

SUS: it's been a long time since I've looked at the profiles of my interlocutors... so you have written a hundred and fifty articles, and all articles are like a copy, readable code, and the style of presentation for nerds - bookish - I think the time of such articles has passed, it's time to "cut cabbage".

))))

okay, I apologise in advance for my behaviour to the author, I will not go into the discussion any more, there is an article - there is a customer, perhaps there is also a target audience

thanks for the article! - good mood can not be bought

[Evgeniy Ilin]

In fact, the class is not needed there at all, I just made it for fun ). I don't emphasise code at all. I am an adherent of procedural programming, though I know C# quite well myself and can write in it. OOP in most cases only slows down logic, it is for cumbersome systems, and even in cumbersome variants I try to use structures (stack solves). I admit that the code in general is simple. If you don't like switch, put it instead of if. My task is not to teach you how to program, but to show you that the main thing is to understand the market and programming is only a tool. The original presentation is really the main thing for me. This is just to make it clear to everyone. I apologise in advance to pedants ))

[Evgeniy Ilin]

Denis said everything correctly, it's just my experience, I can't think of any other style of presentation. I want to convey the essence somehow, and in forex it decides everything. And I will say this to Igor, your knowledge of the language is nothing until you understand the market. You can write cool Enum-es, fine, but they are of no use. I am not a programmer by education and I started to get interested in it maybe 2 years ago, but I am an engineer by education. I have seen a lot of people and a lot of bragging, but in the end nobody got any useful thoughts from these people.

[Daniil Kurmyshev]

Denis Kirichenko:

And here I am, repenting, I didn't even look at the code..... Oh, mama mia. I'm embarrassed to ask, what's this for?

It has OOP and procedural style... Sweet...

Interesting function. And the main thing is that there are no checks that something is copied...

Yes, having rethought the material a bit more... it seems to me that the title is rather suitable for the article "Subjective Approach to Developing and Analysing Trading Systems". I really liked the approach in the section "The Mathematics of Optimal Search" for its originality. To search for efficiency in the number of code lines ... however...

😂😂😂😂 Yes, this is delightful!!!, small and simple code is the main thing in the author's opinion!