SOME ANALYSIS FIGURES FACTS COMMENTS 2008 - page 2

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timbo писал(а) >>

What's so sad about it? It's quite a predictable result. It's not a monkey championship, but a joint event. If the entry bar is positioned so low, the smell of a forty grand green is bound to attract crowds of monkeys. This does not happen at the Olympics or the actual championships, as the monkeys cannot make it past all the preliminary steps.

When and if the organisers want to limit the number of monkeys, they will make arrangements. In the meantime, three months is a long enough period and high market volatility allows us to take more profit in the first three days, but it also forces stop and take profit more often, i.e. forces to increase the number of deals and it is a serious blow for the monkeys.

Of course, it would be a shame if an obvious monkey wins, but it must be perceived as a triumph of statistical analysis methods - also a positive result.

had any desire to take one of your "monkeys" from the kennel and put it up ? ;-)

because it may turn out to be the luckiest! monkey

:-)

I don't think she will win - I remember there were only two in the herd - you have to choose her out of 600 - 700

and it's not certain that she'll be as lucky in the future

---

Alexey - if they had not changed the conditions - after the start of the championship in 2007 - everyone understands, that the probability of winwin was very high!

Why did they change the conditions - there are several versions - one of them - the championship is held in conditions close to real

and in real life, any brokerage house would have tightened the filters and raised all the possible bars levels and freezes in general

all means ... even to the detriment of the declared rules

You can not even allow one person to earn so much money, and even in a competition!

the reason is not to create illusions and legends, to the detriment of business

--

Now put yourself in the place of DC in your kingdom - an experienced monkey comes and spooks you!!!

...with huge lots at night and short trades...

...crushes your balance! What do you do?

of course you change the terms!

because if the electronic systems really had time to find

on such frequent short trades with large lots of buyers and sellers.

then it wouldn't matter to the brokerage!

he would even get a kick out of taking spread commissions with such a frequency

maybe not all mirrors are straight?

 

Of course, it's all understandable, Yuri. The organisers pulled off devolution ("man -> abyssian") to forcefully demonstrate the unsustainability of his strategy. That's fine.

2 timbo: this is a piece of EA Zonker's code:

   if(AccountEquity() > 98800) //Stop at 888%, lets not be greedy.
   {  if(OrdersTotal() > 0) 
         CloseOrders(OP_BUY); 
      return(false);
   }

And he wasn't going to salt the euro anyway. So the trades would have been after a successful one anyway - until he gained 98800. It turns out that the probability of him winning is no longer 50%, but much less.

 

Alexey - about such codes

--- in 2007 before the championship I looked mn1 w1 d1 and I put in the strategy a priority to buy in 2008

I made a trending but symmetrical system I don't know what I'll do in 2009

--

but i think it's absolutely normal my forex robot should correspond to my view of the market situation

the stops I chose in the last year rather short on the sell and longer on the buy

and this year I chose adaptive ones without optimizing targets and stops the market tells me the length of the levels

---

but in any case, the code may and should have limitations for the current situation on large timeframes

moreover, only 3 months will pass

no one will write a grail for the contest, bettor - hasn't put up a neuronet 2007 and it is quite obvious why...

i haven't offered the 2007 nets either ... because they don't fit the market situation

--

I'm not surprised by these codes.

--

I think they're right

---

if i think euro will go up from october 2007 according to heavy moovings then why should i sell it...

hence the code for an uptrend with buy priority

 

Yuri, I am not criticising the strategy. I was simply stating a fact: the strategy was only buying. I have nothing against prioritising one way or the other. Of course, it's not a full automaton. But a full automaton that always works is from the realm of fiction.

 
of course alexei i am slowly driving the dialogue away from the monkey method... after all a "monkey" is not going to look at mn1 w1 d1 and think... its element is "random"
 
YuraZ >> :
of course alexei i'm slowly leading the dialogue against the method of monkeys... after all a "monkey" is not going to look at mn1 w1 d1 and think... its element is "random"

Not really. Random monkeys are the most extreme and most honest option. Who are the experts that use any indicators and/or ideas that provide a sure loss in the spread? And there are a lot of such Expert Advisors. The author may consider himself to be anything he likes, but from statistical point of view this is a typical monkey - in a short time interval and with an extreme MM this EA may win the Championship, exactly the same as random monkeys win.

 
YuraZ >> :

have you had any desire to take one of your "monkeys" from the kennel and put it up ? ;-)

because it might turn out to be the luckiest! monkey!

A very tempting prospect. Given that monkeys are guaranteed to beat humans, taking one from the kennel means my chances of winning 40K are one in six hundred - seems quite good. On the other hand, that means the expected return on time invested in registration etc. is 67 bucks... Maybe I'll find more profitable options.

 
timbo писал(а) >>

Not really. Random monkeys are the most extreme and most honest option. Who are the experts that use any indicators and/or ideas that provide a sure loss in the spread? And there are a lot of such Expert Advisors. The author can consider himself anything, but from statistical point of view he is a typical monkey - in a short time interval and with an extreme MM this EA can win the Championship, exactly the same as random monkeys win.

that's exactly what we're talking about

Is it supposed to be different!?

Doesn't anyone want to win?

---

Doesn't anyone want to finish with a balance of 12,000, 14,000 tops, or even just 11,000.

but have low drawdowns and a nice investment look.

---

so why be surprised or disappointed by the large lot

---

what's life, what's conditions, what's the reaction

and the goal of the Championship is quite different in general - not to show beautiful investment strategies

---

A random monkey is also an option - I agree

but the problem is just how many years may pass - when Mr. chance brings a single monkey up

the authors are different and write differently - and last year it wasn't the monkey advisor who won quite deservedly

but an intelligent one, there is already a contradiction with the suggested comparison

----

3 orders of 0.3 lots each looks good, but there is no chance to win

Strategy Tester Report
YZLWDC_R1
MetaQuotes-Demo (Build 218)


Symbol EURUSD (Euro vs US Dollar)
Period 5 Minutes (M5) 2008.01.02 09:00 - 2008.03.28 21:59 (2008.01.01 - 2008.03.30)
Model Open prices (only for Expert Advisors with explicit bar opening control)
Parameters

VisualTestingTools="< - - - VisualTestingTools - - >"; TerminalRows=50; HistoryRows=50; BigText=false; SignalPoints=10; ShowCancelled=true; ShowExpired=true; MainColor=White; BuyColor=Green; BuyOPColor=Lime; BuySLColor=Lime; BuyTPColor=Lime; SellColor=Brown; SellOPColor=Red; SellSLColor=Red; SellTPColor=Red; vTerminal_SubWindow=1; vHistory_SubWindow=2; UseMM=false; pLots=0.3; gMAXORD=3; gMAXTC1=1; gMAXTC2=1; gMAXTC3=1; PIPSIG=15; dHL=30; dOC=30; begSeekBARSig=1; SeekBARSig=21; ECHOerror=1; ECHOObject=0; buyRiskDIV3=20; buyRiskDIV2=20; buyRiskDIV1=20; sellRiskDIV3=20; sellRiskDIV2=20; sellRiskDIV1=20; sellRiskCOV3=20; sellRiskCOV2=20; sellRiskCOV1=20; buyRiskCOV3=20; buyRiskCOV2=20;

Bars in history 18808 Modelled ticks 36575 Simulation quality n/a
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 8328.31 Total profit 11405.17 Total loss -3076.86
Profitability 3.71 Expected payoff 114.09
Absolute drawdown 701.04 Maximum drawdown 2000.01 (17.70%) Relative drawdown 17.70% (2000.01)
Total trades 73 Short positions (% win) 23 (69.57%) Long positions (% win) 50 (78.00%)
Profitable trades (% of all) 55 (75.34%) Loss trades (% of all) 18 (24.66%)
Largest profitable trade 1075.90 losing transaction -231.12
Average profitable deal 207.37 losing trade -170.94
Maximum number continuous wins (profit) 10 (2035.72) Continuous losses (loss) 4 (-900.00)
Maximum Continuous Profit (number of wins) 3321.69 (8) Continuous loss (number of losses) -900.00 (4)
Average continuous winnings 6 Continuous loss 2

 
timbo писал(а) >>

A very tempting prospect. Given that monkeys are guaranteed to beat humans, taking one from a kennel, my chances of winning 40K are one in six hundred - seems quite good. On the other hand, that means the expected return on time invested in registration etc. is 67 bucks... I'll probably find more profitable investment options after all.

1:600-700 is on the championship

and also + from a kennel in which you probably have about 500-600 also need to choose, then the chance is too far

 
YuraZ >> :

And the aim of the championship is quite different in general - not to show beautiful investment strategies

О! What's the purpose of the championship? To make 40K easy?

The Monkey Championship was created in response to regular referring to the results of the previous Championships as a strong argument for the possibility of profitable automated trading. Trivial testing shows that this is not the case. The Championship results do NOT prove the possibility of profitable auto-trading. With the existing approach the Championship cannot prove it in principle.

So what is the true purpose of a championship? I have already voiced my version, the purpose is to show the dealing centres how much money can be made on the use of the server equipment from MQ. So, it follows that no one will race monkeys, and it means that there is nothing for humans to do here.

Judging from the start of the new championship, someone has let at least half of the monkeys out of the cage. Here's one of ' SimpleTrade - high profit!

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