Help write an expert - page 8

 
VladislavVG писал(а) >>

This is testing outside of the opithmization time limit (Out of Sample - if you speak English).

In general, I want to note that the algorithm of crossover of muwings in both EAs is incorrect. It describes not only crossing but also touching of multi-vignals with their consequent divergence without crossing. There must be false entries - i.e. not provided by the strategy.

The crossover algorithm needs to be modified somewhat. On the fingers: (as yet no time to write in full, if no one will do - I'll write) To determine the crossing from bottom to top of the long moving average short: Must take the difference of the moving average short minus long and compare with a value equal to half the size of a point (0.5 * Point). If more - return true, if less - false.

For other intersections in the same way.

Good luck.

ZS. Regarding semicolon - see if you need to put point ? it depends on national standards.

PPS Missed one parenthesis - corrected.....

Thanks for your opinion and clarification. It would be great to have you take part in this EA, hopefully time will be available sooner rather than later. I've been testing EAs on visualisation for quite some time and haven't noticed a single false entry you write about. I guess they do not occur that often but if you are able to fix them that would be great)

 
Fduch >> :

Just because the sign there is "greater than or equal to" does not mean that there will be false inputs. The matter is that the confirming signal - break of High\Low means that the price keeps moving in the same direction, and it means that the moving averages are not touching but crossing.

I don't want to argue - theoretically there could be "ejections" right on the next bar, behind which the muvinges have touched. There will be a false entry. In manual testing the trader rejects such a situation, but in real trading it is an unnecessary elk. The essence is the same: the algorithm of crossover is implemented incorrectly. That's all - I wrote it correctly. You want to use it, you don't want to use it, forget it.

>> Good luck.

 
Vadimus >> :

Thank you for your opinion and clarification. It would be great for you to take part in this EA, hopefully time will be available sooner rather than later. I have been testing EAs on visualisation for quite some time and have not noticed a single false entry you write about. I guess they do not occur that often, but if you find a way to fix them, that would be great).

If no one does not do until the weekend - I'll write. Really not often, but alas, they happen.


>> Good luck.

 
VladislavVG писал(а) >>

If no one does before the weekend, I'll write. Really don't happen often, but alas, they do.

Good luck.

>> Thank you, good luck.

 
Vadimus >> :

As for futility, I'd be happy if you could tell me where I'm going wrong... One of the results of optimization for the period of three months:

profit 2047 pips, profitability 1.98, expectation 22.02, drawdown $522, % drawdown 4.68. Is it absolutely bad. Let all in life will not be so beautiful, but all the same, that the same will be for profit. Or am I wrong?

There are plenty of experts with such results in the optimization interval. It is important to have such results outside the optimization period. I have some Expert Advisors that have no losses at all during the optimization period, but it is of little use.

 
khorosh писал(а) >>

There are plenty of experts with such results in the optimisation interval. It is important to have such results outside the optimization period. I have some Expert Advisors that have no losses at all during the optimization period, but it is of little use.

I have not got to this point yet, optimization is not over yet. When it is finished, I will check the results outside the optimization period and report back)

 
Figar0 писал(а) >>
The strategy has a small grain, a breakout and its confirmation by overcoming the extremum. But 15M timeframe is too small for such a strategy. 1H or 4H IMHO. Of course, all these EAs require improvement for the real account.

Sergey, help!!! Put your Expert Advisor on demo and it doesn't open positions at all, although everything is on and the face in the top right corner is smiling. I've done everything as usual but no result. What to do, tell me?

 

The EA does not look for intersections in the past (those before the EA was hung on the chart), you have to wait for a new intersection when the EA is switched on. Look for possible errors in the logbook, just in case.

 
Figar0 писал(а) >>

The EA does not look for intersections in the past (those before the EA was hung on the chart), you have to wait for a new intersection when the EA is switched on. Look for possible errors in the logbook just in case.

Expert missed a dozen of crossings. There is nothing at all in the logbook on this subject, the last entry was made about five hours ago.

 
Figar0 писал(а) >>

The EA does not look for intersections in the past (those before the EA was hung on the chart), you have to wait for a new intersection when the EA is switched on. Just in case, look for possible errors in the logbook.

here is one more crossing missed...

Reason: