[WARNING CLOSED] UmnickTrader Adaptive EA - page 20
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You'll laugh, but the counsellor "doesn't know" to which ones :)
It's kind of like that cat - the cat doesn't know what happened to it either, but it's successfully adapting to its new state:
"The experiments were set up this way. In a cat, a part of the extensor (quadriceps femori) on the hind limb was transplanted to the flexor position, and consequently, with this muscle transplantation, we obtained a peculiar relation between the centre and the periphery (Fig. 2). Nerve impulses coming from the extensor centre came to both halves of the extensor, as the normal innervation of the two halves of the muscle did not change its relationship to both halves of the muscle. Consequently, the same sending of impulses from the quadriceps muscle centres in one part should have caused flexion and in the other part should have caused extensor.
This circumstance naturally disorganized the entire locomotion of the cat. She made a series of disorganized efforts, extending both hind limbs, then flexing them (Fig. 3). In short, the transplanted part of the muscle was introducing dissonance in the coordination between the flexors and extensors of the limb, but after 1-2 months such disorganisation in the hind limb was over, and the cat walked perfectly normally as if she had not had any muscle transplant.
"
To the Afftar:
1) If your Expert Advisor is so profitable and stable, then what are you doing on this forum, and where is its real profitability and stability in a year and a half since the first publication?
2) You better better decide whether you show its profitability and stability to everyone by issuing Invest password with all it implies, or it's just a trick and a sham (in fact, hidden PR and filling traffic to yourself (your site))
3) More with the definition: or you tell what your EA is profitable and stable, or still "no profit in the past does not guarantee their presence in the future.
Administration (including moderators):
Shame and sad to see as this forum turns into a place for PR for some personalities, on a good half of the topics should long ago be demolished (that they did not sit in search engine rankings), about code-base that has long turned into an advertising platform, I'm even silent.
ZS to the author: Give your adviser at least the intelligence of a cockroach and go for the Nobel Prize!
ZS to Afftar : give your Expert Advisor at least the intelligence of a cockroach and go for the Nobel Prize !
...
But back to our traders. There are a lot of misconceptions about how financial markets work these days. In order to debunk these misconceptions we have to act very carefully and consistently.
First, we should show that some prices can walk randomly and can be well simulated by some random walk formulas (Black Scholes for options) (Nobel Prize 1997).
It still needs to be shown that traders are actually human like everyone else have psychological laws and their behaviour CANNOT be random. (Nobel 2002)
Then we need to show that random wandering with jumping volatility is the most adequate model for all exchange prices. (GARCH, Nobel 2003)
Another thing to show is that if prices move randomly, it inevitably follows (by "double auction" theory) that traders have zero intelligence (because like monkeys they make random trades at random points in time) (Heaps of publications on "double auction" "zero intelegence" in google scholar). That would be the "Nobel Prize for dumb traders", which doesn't exist yet, but is expected in the coming years.
...
A study conducted by researchers at the Santa Fe Institute in New Mexico, USA, showed that it is impossible - or very difficult - to determine the presence of intelligence in stock traders by analyzing their market behavior. Observing the behaviour of traders, the scientists have come to the conclusion that in reality they are rarely guided by economic calculations in their work, making their choices spontaneously and impulsively. Researchers led by J. Doyne Farmer analyzed a theoretical model that assumed traders place orders spontaneously, rather than based on rigorous calculations and observation of economic trends. By comparing the data calculated on the basis of this model with actual rates on the London Stock Exchange, the researchers found a very high degree of overlap. It turned out that the model, which was originally based on an assumption offensive to traders, quite plausibly described the behaviour of stock intellectuals. The latter (at least at work) behave rather like monkeys chaotically pressing keyboard buttons.Elder the monkey guru? :о)
Beautiful... And I kept thinking how it's "be on the other side of the barricades, separate from the crowd, when everyone is buying - I sell (tops), buy up the bottoms". It's clear now - yes - separate from the crowd, but also in the circle of monkeys... :-)))
The OOS 9 year test confirms that the advisor is able to adapt successfully over a sufficiently long period of time.
Why in this case, the results on PAMM confirm the opposite?
This is Leonid's favourite question :)
1. We are discussing Adaptive EA here - PAMM is better to discuss in the PAMM branch
2. PAMM is another project, orders of magnitude more complex, i.e. an adaptive EA is simply not used there, although adaptive algorithms are used - more complex, respectively, not everything is successful the first time.
Test for GBPUSD with modified native function (see code change above).
Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Minute (M1) 2000.01.03 00:05 - 2010.12.31 18:59 (2000.01.01 - 2011.01.01)
Model All ticks (the most accurate method based on the smallest available timeframes)
ParametersStopBase=0.027; marketOrderOn=false; spred=0.0005; slippage=200; absAmount=1; amountStep=0; timeframe=240; currentIdOrder="1";
Bars in history 3671022 Modelled ticks 47615808 Modelling quality 25.00%
Chart mismatch errors 0
Initial deposit 20000.00
Net profit 106206.80 Total profit 414057.20 Total loss -307850.40
Profitability 1.34 Expected payoff 394.82
Absolute drawdown 6927.60 Maximum drawdown 26012.90 (18.79%) Relative drawdown 46.16% (11208.30)
Total trades 269 Short positions (% win) 126 (54.76%) Long positions (% win) 143 (60.14%)
Profitable trades (% of all) 155 (57.62%) Loss trades (% of all) 114 (42.38%)
Largest profitable trade 2712.50 losing trade -2881.20
Average profitable trade 2671.34 losing trade -2700.44
Maximal number of continuous wins (profit) 6 (16215.20) continuous losses (loss) 5 (-13580.90)
Maximum continuous profits (number of wins) 16215.20 (6) continuous losses (number of losses) -13580.90 (5)
Average continuous gain 2 continuous loss 2