A quick and free library for MT4, much to the delight of neuralnetworkers - page 7

 

Thestop loss is the same.

There are about 500 transactions in a year...

there are files in c:\ann...

And the tests are not just very different, but fundamentally different...

before the restart most of them are profitable, and after the restart all of them are losing very fast...

 
Solver.it >> :

The stop loss is the same.

There are about 500 deals in a year...

the files in c:\ann are there...

And the tests are not just very different, but fundamentally...

before reloading most of them are profitable, but after reloading all of them are dumping very fast...

There aren't many deals. I've already encountered this. We need to double it. Otherwise, the whole place is going to go berserk.

 

How do I increase the number of trades?


I guess the only thing to do here is to play with timeframes...

 
Figar0 писал(а) >>

The inputs are different, but much more importantly perhaps, the learning period is much longer...

Thank you for your reply.

Do you optimise as recommended "by opening prices"?

If then the best result of such optimization is tested on "all ticks" the end result is 2 times worse. :(.

And running EURUSD1M optimization on "all ticks" is a sure way to hang the entire system.

What to do?

P/S on EURUSD1M from 13.04.09 to 07.12.09 the system has only 136 trades, so I can't change the timeframe :(.

Optimization Report
FANN-EA



Passage Profit Total trades Profitability Expected payoff Drawdown $ Profit %
1689 6051.87 136 2.65 44.50 605.56 27.45
1607 6051.48 130 2.80 46.55 627.54 40.89
1456 6019.26 134 2.68 44.92 617.87 28.76
1638 5921.21 137 2.57 43.22 459.05 22.42
1621 5920.81 129 2.75 45.90 547.79 25.50
1469 5920.32 131 2.70 45.19 605.56 33.46
1566 5919.97 135 2.61 43.85 459.05 20.44
1682 5723.92 131 2.60 43.69 605.56 30.16

 
Solver.it >> :

How do I increase the number of trades?


I guess the only thing to do is to play with timeframes...

You can do it without dabbling in timeframes:


1. By pumping history. The more bars, the more trades.

2. By reducing the StopLoss limit value. But this method is less interesting for the simple reason that decreasing the protective stops will not only increase the number of deals on historical data, but will also increase the noise. I.e. the smaller the take and loss, the greater the impact of spread and other unpredictable factors.

 
mgribachev >> :

And running EURUSD1M optimisation on "all ticks" is a sure way to hang the whole system.

What to do?

P/S on EURUSD1M from 13.04.09 to 07.12.09 system gives out only 136 trades, so I can't change timeframe:(.


It seems that the world has come to a standstill on M1. Can't you change the timeframe?

 

When testing the best chosen strategy

(see post above)

Passage Profit Total trades Profitability Expected payoff Drawdown $ Profit %
1689 6051.87 136 2.65 44.50 605.56 27.45
in the "all ticks" option this is the result:

FANN-EA


Symbol EURUSD (Euro vs US Dollar)
Period 1 Minute (M1) 2009.04.13 00:00 - 2009.12.13 23:59 (2009.04.13 - 2009.12.14)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters StopLoss=99; x=4985; Lots=0.1;
Bars in history 247706 Modelled ticks 7829514 Simulation quality 25.00%
Chart mismatch errors 0
Initial deposit 1000.00
Net profit 1356.74 Total profit 7524.04 Total loss -6167.30
Profitability 1.22 Expected payoff 9.76
Absolute drawdown 514.76 Maximum drawdown 1116.81 (69.71%) Relative drawdown 69.71% (1116.81)
Total trades 139 Short positions (% win) 60 (48.33%) Long positions (% win) 79 (59.49%)
Profitable trades (% of all) 76 (54.68%) Loss trades (% of all) 63 (45.32%)
Largest profitable trade 99.11 losing deal -99.18
Average profitable deal 99.00 losing trade -97.89
Maximum continuous wins (profit) 7 (693.37) Continuous losses (loss) 6 (-593.99)
Maximum continuous profits (number of wins) 693.37 (7) Continuous loss (number of losses) -593.99 (6)
Average continuous winnings 2 continuous loss 2

what are the recommendations?
 
mgribachev >> :

When testing the best chosen strategy

...

what are the recommendations?

1. Shoot yourself

2. Hang yourself

3. Drown yourself

4. poisoned

...

n. Drain the deposit to an investor

 
Reshetov писал(а) >>

1. Shoot yourself

2. Hang yourself

3. Drown yourself

4. poisoned

...

n. >>Feed out to an investor.

 

Please advise. How do I make my EA trade several symbols at once?

For example gold, gbpusd, nzdusd, audusd etc...

On each pair, obviously different S/L.

Clone MT4... clone advisor....???? And run at the same time?

Reason: