New article Brute force approach to patterns search (Part III): New horizons has been published:
This article provides a continuation to the brute force topic, and it introduces new opportunities for market analysis into the program algorithm, thereby accelerating the speed of analysis and improving the quality of results. New additions enable the highest-quality view of global patterns within this approach.
Also, during the testing process, I found some errors in the program algorithm, which often generated false results. I have already fixed them, but this reduced the number of found patterns. Nevertheless, this time was enough to find acceptable options. Now, let us the test in MetaTrader 5:
This test had less deals, because I limited the testing spread in order to obtain a stable test while trying to achieve higher profitability. However, as practice shown, this is not necessary. I will explain at the end of the article why. Despite the very small number of trades, this data can still be considered reliable, as they are based on a very long sample (it was obtained while brute forcing the formula coefficients on the first tab). In fact, on the first tab, we calculate all the bars that are in the loaded segment, so this is an ideal base for optimization. When we take a part of results of a large sample into a smaller sample, then the more data is contained in the first sample (orders), the stronger the smaller pattern.
Author: Evgeniy Ilin
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