Is the advisor suitable for real life? - page 7

 
To avoid guessing with parameters, do optimization on the whole history and look at dependence of PF and DD on parameters.
My Expert Advisor has 2 parameters, and this dependence looks like this:

On X and Y axes the parameters are plotted, on Z axis the profit.
The chart shows that the Expert Advisor is profitable for almost all parameters. It also shows that the profit tends to the maximum for a certain group of parameters and is, in general, non-random.
If you have more than 2 parameters, you need to make a lot of such surfaces, so that each parameter combines with each other. You will see which parameters do not affect the result at all, and which ones determine it. If dependence of profit on the parameters will not be random, but consistent, we can say that we have found a kind of law which can be used.
At a quick glance, we can investigate the effect of periods of your equity wagons with other parameters held constant.
 
Dserg писал(а) >>

Where can I read about balance curve management? That is, what you are talking about.

 
sever29 >>:

Где можно почитать про управление по кривой баланса.? Т.е. о том, о чем Вы говорите.


Safronov has a book.
You can download ithere.
 

Trading - B.C. Safonov - The Extra Dimension of Decision Making Ono? Couldn't find Safonov...

 
sever29 >>:

Трейдинг - Сафонов B.C. - Дополнительное измерение принятия решений Оно? А Сафронова не нашел...


Yeah, that's right, mixed up.
Only there's a lot of water, but there are some ideas too.
 
Dserg писал(а) >>


Yeah, that's right, mixed up.
Only there's a lot of water, but there are some ideas too.


I see, it's water:) But I want to hear your idea, can you describe it more accurately here?

 
sever29 >>:


Дык понятно, вода:) а конкретно Вашу идею хотелось услышать, может тут подробнее изложите?


I told you at the beginning of the topic.
In a nutshell, the idea is this:
I draw a balance curve in pips.
I draw 2 averages on it.
As soon as the fast one crosses the slow one downwards, I decrease the lot by 100 times.
As soon as the fast one crosses the slow one upwards - I increase the lot to normal.
 

So do you 'draw' a nice balance line first and then throw 2 mediums on it... or do you 'throw' 2 mediums on a potentially ugly one?

 
sever29 >>:

Так ты сначала "рисуешь" красивую линию баланса и потом 2 средних на нее кидаешь... или же 2 средних "кидаешь" на потенциально не красивую?


The balance curve in pips.
The number of pips won or lost does not change because I reduce the lot by a factor of 100.
 
sever29, there are several possibilities for the balance curve:
- beautiful, fast up / down
- ugly with large and long dips and growth areas
- slow down/up, with spread rate per trade
- more or less up/down, but with sharp and short dips or growth areas.
The first case does not need to be filtered in any way, because everything is tip-top. If it's down, it just needs to be flipped over. The key word is "fast".
The second can also try to treat it as suggested.
The third and fourth... there's nothing to be done here, alas.