Machine learning in trading: theory, models, practice and algo-trading - page 919

 

The same, but the reverse step is already 20 pips. I test from May to May for a year, but in the first decade of 2018 everything begins. Now halfway through this period and seems normal - depo 100 euros, a drawdown of 5% to include an emergency order and then the reversal of the price direction catches. But this system is also losing, I just picked up the settings. Alas. True, it is losing less frequently.


I will update the Expert Advisor this week, maybe this idea will be useful to someone. I will also use strategy change, it is a cool thing, but I have failed to implement it in a way that it evaluates profitability of 1 trade for the last 10 trades, for instance, I get that it is an average calculation, so the deposit is almost lost before the change of strategy triggers, although it is possible to play with it. I take the profit of the Expert Advisor's history and divide it by the number of trades in the history. This coefficient (ratio) when the value < TakeProfit/3 activates the change of strategy. By three I divide it because counter-orders - as a rule, an EA has to do three trades to get TakeProfit. If the trade was based on counter-orders, it will be based on 1 order. And vice versa. Using these features, I want to help my Expert Advisor to keep from losing money since it is not stable in earnings.

 


Curtain. And again on the flotsam merged. 26/09/2017. Just bars on the flat became a little fatter but not enough to catch the reverse... There max 50-100 pips they are. Reverse will eat the deposit probably. I`ll put a 100 pips step and see what will happen. And what will happen - the Expert Advisor is gone. I cannot afford to go 100 points in a wrong direction with a 1000 points deposit at Lot 3... In general, the market will not be fooled )) He knows his business.


By the way, I have some ideas how to handle this market scenario, let's test it :)

 
If it is not difficult, please send me a set of predictors and target for training / to check the NS or scaffolding - just a text file. I want to understand if I am crooked or if the tool is dumb.
 


The deposit of 10 thousand euros passed the flat zone. Seven reverses out of a possible 15 were enough. The deposit is very low, but there is no loss. Heh. That's cool. It is still in the tester, the test is very long, although the period is only 1 year.

 
Aleksey Vyazmikin:
If it is not difficult, please send me a set of predictors and a target for training / to check the NS or scaffold - just a text file. I want to understand if I am crooked or the tool is dumb.

Alexey make an open project - upload files on YandexDisk and people will come up, especially with tips)))). Otherwise local innovators are all in the corners scattered with their trading systems, and all the groundwork buried in the ground until better times. Nothing is clear, one smokescreen. I think it's time to send the "A" team to Max before he goes to Australia. I'm interested for a reason.)

 
I don't know, my TS makes 400% per month at a risk of 60% of the deposit. This will be cooler than all the returns I know. By reducing the risk to 10% you can get 100-150% a month... Not per year.... so....
 

Teach Max to flip the TS signals :)

Otherwise his pound is strictly in deficit, while trading on the contrary it would be in the plus.

 
Dr. Trader:

Teach Max to flip the TS signals :)

The pound is strictly in the red, while trading on the contrary it would be in the plus.

I don't care if you teach him... Unfortunately the stubborn don't understand new knowledge...

 
Dr. Trader:

Teach Max to flip the TS signals :)

He is strictly in the red, if he traded on the opposite, he would be in the plus.

On the pound is a different version, it's a test.

I'll re-train it next week, I want to see what kind of deviations there may be so I won't fuck it up in real trading.

 
Maxim Dmitrievsky:

The pound has a different version, it's a test.

I'll re-train it next week, I want to see what kind of deviations there may be, so as not to fuck up on the real one.

And lest such big investors hang you by your coxes..... :-)

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