[WARNING CLOSED] UmnickTrader Adaptive EA - page 27
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Is it for the same reason, did you think someone needed your persona as a colourful personality or your primitive fitting algorithm?
Where in the code is the criterion for matching the own function to the market calculated?
This is done by the optimiser. If the intrinsic function does not fit, no "functional system" will be assembled - the tests will show a flop.
I will make an assumption before the official answer.
This sequence and its length (number of orders, their type) are selected in the optimizer. In short, it adjusts to the market.
And the "ideal" criterion is set by the maximum balance (or whatever Viktor wants).
Try to fit on a 9 year OOS. Above I suggested that you should post EA variants that pass the 9 year OOS test, but no one has posted or provided links - so no one has such EAs.
How is the c.f. (own function) synchronised with the f.r. (own function) with f.r.: why do you think this code contributes to this synchronisation?
What is this branch still not deleted? :)
The question is quite complicated, if something is not clear, it is better to ask for details point by point.
The simplest criterion for desynchronization is triggering of a stop loss, i.e., if the market goes against the open position, some part of its own function has stopped matching the market function. Correspondingly, at this moment, the direction of its own function changes (generally speaking, its form is modified).
Checking for desynchronization is performed periodically with StopBase(optimized parameter) :
bool NextBar()
{
bool rt = false;
double price = (iOpen( NULL, timeframe, 1 )+iHigh( NULL, timeframe, 1 )+iLow( NULL, timeframe, 1 )+iClose( NULL, timeframe, 1 ))/4;
if( MathAbs(price-pricePrev) >= StopBase ) {
pricePrev = price;
rt = true;
if( IsOptimization() == false && IsTesting() == false )
Print("NextBar ", price);
}
return(rt);
}
However, can you somehow explain in more detail for those who do not understand what this eigenfunction is, how it is calculated or what it is based on?
Try fitting on a 9 year OOS. I suggested above to show the variants of EAs that have been tested for 9 years of OOS, but nobody has done so and I haven't given any links.
OK. you have one, there is a good fit on the story, what difference does it make? What should interest a potential investor? I don't see what is the advantage of your brainchild, as opposed to, for example, an EA with 5 years of optimization, with 7, 8?
If there was a corresponding, optimization results, real trading, then yes, we could discuss, but now?
OK. You have one, what difference does it make?
The question was about fitting. If it's so easy to fit - get a quick fit, just without any tricks like history loading or hidden data/parameters within the algorithm.
Still, for those who don't understand, can you explain in more detail what this eigenfunction is, how it is calculated or what it is based on?
The questions have gone further - I don't have time to answer them yet.
The question was about fitting. If it's so easy to fit - just do it quickly, but without any tricks like history loading or hidden data/parameters inside the algorithm.
In my opinion, this is the main thing that needs to be understood in your cleverness. If it can't be understood, what's the point of it all?