Discussion of article "Self-adapting algorithm (Part IV): Additional functionality and tests" - page 2

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Maxim Romanov:
I get it, there is no constructive criticism of the mechanics used because: "I don't understand anything, but I don't like it, the returns are low".

What constructive criticism can we talk about if you credit your research with "not having lost a deposit in 18 years" ?

It is clear that there is some hidden meaning in the series of articles... but from the side of another childishness, which is filled with the whole runet on thematic forums - you are ready to put 10 000 $ and 18 years to watch as your deposit "swings" between stop-out and all that is encouraging - the fact that the balance is still growing! But despite the fact that the funds are constantly falling.

imho, this result could have been obtained 10 years ago with any version of Ilan, and there was no need to convert the price.


okay, your idea is yours, you are promoting the cycle of articles too - you have the status to defend your idea, but I hope that you will open a signal in a manly way and if the outcome is favourable, I hope that I will be interested in this signal in six months of trading ;)

 
Igor Makanu:

What kind of constructive criticism can we talk about if you credit your research with "not having lost a deposit in 18 years" ?

It is clear that there is some hidden meaning in the series of articles.... but from the outside it is just another childishness, which the whole runet is filled with on thematic forums - you are ready to put 10 000 $ and for 18 years to watch your deposit "floundering" between stop-out and all that is encouraging is the fact that the balance is still growing! But despite the fact that the funds are constantly falling down.

imho, this result could have been obtained 10 years ago with any version of Ilan, and there was no need to do price conversion.


okay, your idea is yours, you promote the cycle of articles too - you are supposed to defend your idea by status, but I hope that you will open a signal in a manly way and if the outcome is favourable, I hope that I will be interested in this signal in six months of trading ;).

Equity is going up too. And the drawdown on currencies is no more than $3600. No ilan can be set up to go through so many years and so many instruments with the same settings. The difference between what I described and an ilan is about like the difference between sand and a transistor. If it's that easy, show that result or better. But I get your point. I'm not likely to open a signal, I'm not going to show 1000% profit.
 
Maxim Romanov:
I get it, there is no constructive criticism of the mechanics used because: "I don't understand anything, but I don't like it, profitability is low".

Maxim, I repent, I did not read the article, as well as everything published on the MQ resource, I first scrolled down to the equity charts. I close articles without charts at once, sometimes I leave comments on articles with charts.

The most important parameter of any system is MAR. This is the ratio of the average annual profit to the MAXIMUM drawdown. If this parameter is less than 1, the system can be discarded. Think why :)

 

if to set aside contemplation of charts of strategy tester, the sense of creating TS is banal - it should bring profit, and not in the perspective of not drained deposit, but in banal - replenished deposit - traded - withdrew profit - traded - withdrew profit - traded - withdrew profit.......

if you try to withdraw profit from charts "not drained for 18 years"..... then there will be a constant cycle: replenished - traded - withdrawn - drained - replenished again - drained again - and as a usual trade of an average trader, and science-like price transformations do not affect the final result - guaranteed profit for the period.

imho, the statement that "optimisation is evil" is no different from the statement "not drained deposit for 18 years without optimisation" - with such drawdowns and unpredictable behaviour of the TS, it is better to stop trading and constant re-optimisation when the TS behaves unpredictably.

 
Good work on statistics from which further analyses can be made. Closer to a scientific idea rather than a trading one.
I like the direction of the TS).
 
Great article and approach, let's see if we can really get a self-adaptive algorithm. So far it's going well.
 
Andrii Miknevich:
Great article and approach, let's see if we can really get a self-adaptive algorithm. It's going well so far.

Glad you liked it, I'll probably show the results once I finish the modernisation

 
I have been following the thread since the first part of the article. A lot of maths, interesting, peculiar solutions to problems - the author is good. After the first article and the results, I would have given up. I tried to use some of the ideas in my own projects - they didn't work for me, but I had hopes. Success in writing the "Grail". I look forward to the continuation of the article.
 

on many balance charts, Equity is falling more than the profit on the account. Therefore, it is safe to say that this is a type of over-survivalist.

Set an entry risk of for example 0.01 lot for every 100 USD of deposit and see how many instruments will lose their money

 
Dmitiry Ananiev:

on many balance charts, Equity is falling more than the profit on the account. Therefore, it is safe to say that this is a type of overstayer.

Set an entry risk of for example 0.01 lot for every 100 USD of deposit and see how many instruments will lose their money

As the number of instruments increases, equity drawdowns will decrease. I have shown an example of how this works in Figure 9. If you do a test on one instrument from 2008, the drawdowns will be much larger, dozens of times, partly the point of the algorithm is this too. After I upgrade the current version to full-fledged work, I plan to expand the number of traded instruments up to a hundred. And there is a lot to improve, a lot of mechanics can be improved. Whether or not it is an overstayer is not important. It is much more important that having a model you can calculate maximum drawdowns theoretically and forecast further work.

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