How to optimise an advisor correctly - page 4

 

After correcting minor errors, the drawdown on the main algorithm has decreased from 36% to 25.5 ...

 
And forward is a test on those data on which the EA has not been optimised, any errors have not been corrected, etc. Have you done Out of Sample tests?
 
The advisor is still raw. There is no reinvestment. This version does not have algorithms to reduce losses by stop and some other ideas. If you are interested, you can try it yourself, but only on demo. Profit is disabled in the Expert Advisor. If you set it, this version will reset it. Stops should be optimized independently for the selected currency pair. For that, run it on history over the past month and see what stops give maximal profit according to statistics. And remember statistics change and should be checked every 2-3 weeks...
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Any opinion would be appreciated...
 

Optimisation for 2007.04-2007.08 (short term but nevertheless)

No special choices there of maximum ress etc, so I just grabbed almost the first one I saw...

Test on 2007.01 - 2008.01

 
Loring писал (а) >>
This EA is not very good yet. There is no reinvestment. This version doesn't have algorithms of stop loss reduction and some other ideas. If you are interested, you can try it yourself, but only on DEMO. Profit is disabled in the Expert Advisor. If you set it, this version will reset it. Stops should be optimized independently for the selected currency pair. For that, run it on history over the past month and see what stops give maximal profit according to statistics. And remember statistics change and should be checked every 2-3 weeks...

a LL what kind of parameter is it, and at what times should you run it?

 
LL is the interval after which the 2nd position is opened (either hedging or hedge). LL is usually 4 - 25. Perhaps I need more. The algorithm is written for intraday trading. I trade on M5
 
the last month and a half, it's hourly
 
I told you... different months have different volatility and different stops. We should at least adjust them (stops) a bit according to the latest stats...
 
I don't claim to be omnipotent... It's still raw, but it seems to be entitled to life... I need like-minded people (programmers) who can help me with an idea... Somewhere and I will help them. I have experience...
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