Optimisation! Share your experiences, please.

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Gentlemen, I'm beginning to lose faith in EAs, or myself :(. Wrote a lot of variants. Mostly on the pound on watches. I use muwings, stochastics and hourly analysis. I use annual history for writing and optimization. Expert Advisor enters the market an average of 2 times in 3 days. Everything is cool on tests. But!!! ... in real life in the next 2 weeks we lose money... And all is not like that :(. Talk about adjusted parameters for a one year period, and the market is constantly and rapidly changing...? yeah somehow I don't believe it. The sample is large - under 160-200 market exits, and 2 weeks is not a time frame for big changes. Can one adjust parameters to such a number of trades and can the market change so quickly? Tell me how to do it. If something works, brag about it and give me faith. I have given up hope.
 
AndyGri,

Would you like to brag? :) And post the code of the Expert Advisor?
Or at least tester reports. Maybe the picture will clear up :)
 
sashken:
Why don't you brag? :) And post the EA code?
Or at least tester reports. Maybe the picture will clear up:)

chas_GBP_TP_TSnorm_SLlowHigh

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Hour (H1) 2006.01.01 23:00 - 2007.03.21 00:00 (2006.01.01 - 2007.03.21)
Model All ticks (based on all smallest available periods with fractal interpolation of each tick)
Parameters porog=1; MAmor=2; MAtrend=24; risk=0.1; CandleBar=0.55; TP=120; TS=70; SL=54; TimeCH=10; VolP=1.5; t=0; porogSL=10; candle=11; candleEX=17; MAporog=17; DellOrd=23;
Bars in history 8494 Modelled ticks 1576481 Simulation quality 57.67%
Initial deposit 1000.00
Net profit 3745.64 Total profit 7681.59 Total loss -3935.95
Profitability 1.95 Expected payoff 25.14
Absolute drawdown 0.00 Maximum drawdown 384.68 (12.31%) Relative drawdown 12.31% (384.68)
Total trades 149 Short positions (% win) 60 (65.00%) Long positions (% win) 89 (75.28%)
Profitable trades (% of all) 106 (71.14%) Loss trades (% of all) 43 (28.86%)
Largest profitable trade 120.00 losing deal -263.31
Average profitable deal 72.47 losing transaction -91.53
Maximum number continuous wins (profit) 8 (547.11) Continuous losses (loss) 3 (-249.45)
Maximum Continuous Profit (number of wins) 635.18 (7) Continuous loss (number of losses) -263.31 (1)
Average continuous winnings 3 Continuous loss 1
 
 
A modelling quality of 57% would not be enough:)
90% is just right, that's probably what's causing all the discrepancies.
 
sashken:
A modelling quality of 57% would not be enough:)
90% is just right, that's probably what's causing all the discrepancies.

Well, that's as high as the tester gets. In principle, it's not about quality. This particular Expert Advisor has pending orders on extrema. We close by trailing bars or by orders. So, the quality does not have anything to do with it.
 
AndyGri:
sashken:
57% modelling quality would not be enough:)
90% is just right, that's probably what's causing all the discrepancies.

Well, that's the maximum the tester gives. In principle, it's not the quality. In this particular EA, pending orders on extrema are working and closing according to trailing stops or orders. Thus, the quality has nothing to do with it.

If you like:)
 
sashken:
AndyGri:
sashken:
57% modelling quality would not be enough:)
90% is just right, that's probably what's causing all the discrepancies.

Well at most what the tester gives you. Actually, it's not the quality. In this particular EA, pending orders on extrema are used while closing by trailing stops or by orders. So, the quality does not have anything to do with it.

Whatever:)

So I don't know.... so i'm asking :))
 
Knock, ICQ: 1-850-250
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