# Don't tell me then that TA doesn't work - page 13

Reshetov:
Figured it out on the whole.

Posted an EA last night, didn't comment right away. I've never written NS, so my amateurish bicycle:

1. Weights are first normalized so that |X[1]| + |X[2]| + |X[3]| + |X[4]| = 1. During optimization X[i] can take all values from the interval [-1, +1].
2. Parameter Smoke <= 1.
3. In the perceptron the price data is given as relative returns: D[i] = Open[(i - 1) * shift] / Open[i * shift] - 1.
4. Before calculation (implicitly by code), the price data(D[i]) is normalized so that |ResX| = |X[1] * D[1] + X[2] * D[2] + X[3] * D[3] + X[4] * D[4]|= 1, and there is always a set of weights {Y[1], Y[2], Y[3], Y[4]}, |Y[1]| + |Y[2]| + |Y[3]| + |Y[4]| = 1, for which |ResY| = |Y[1] * D[1] + Y[2] * D[2] + Y[3] * D[3] + Y[4] * D[4]| = 1 (maximum possible).
5. The signal strength Res = X[1] * D[1] + X[2] * D[2] + X[3] * D[3] + X[4] * D[4] is compared to Smoke: |Res| < Smoke - CLOSE, Res >= Smoke - BUY, Res <= -Smoke - SELL.

With this scheme there is a possibility to go from (+1, -1, 0) to MM, because Res is an implicit position volume. I will make such variant later.

Expert Advisor according to the MM scheme.

This is the rare "correct" case when the signal contains not only the direction of the position, but also its volume. For example, if the signal is weak, the volume is small, strong - large. In this case at each point of time the net position is "floating".

Files:

hrenfx:
During optimisation X[i] can take all values from the interval [-1, +1].
1. Parameter Smoke <= 1.
If you don't mind, please tell me how to perform optimization for your code, I don't have time to understand it, but I'd really like to take a look at it, thanks.
[Deleted]
IgorM:
If you don't mind, please tell me how to optimise your code, I don't have time to look into it, but I'd really like to take a look, thanks.

Here https://www.mql5.com/ru/forum/131739 explains it all - Reshetov's first post.

In the same thread Reshetov simply offered a program to automate the process described here https://www.mql5.com/ru/forum/131739.

Apparently people were too lazy to understand it here https://www.mql5.com/ru/forum/131739, so the man tried to clearly demonstrate

The real efficiency of this process https://www.mql5.com/ru/forum/131739.

It's really like you can't change the testing period, it starts in August and that's it.

yuripk:
It's really like you can't change the testing period, it starts in August and that's it.

Is there a history of quotes?
[Deleted]

Ну и дела !

I took Reshetov's Expert Advisor and processed/optimized it using Reshetov's program on the period 2010.08.22 - 2011.02.22

I ran the Expert Advisor through the parameters obtained using this optimization on the period2009.01.05-2009-12.31, with an initial deposit of 1000 and 0.1 lot:

And I have not inserted or corrected anything anywhere !

Strategy Tester Report
gold-dust
Alpari-Demo (Build 226)

 Symbol EURUSD (Euro vs US Dollar) Period 1 Hour (H1) 2009.01.05 00:00 - 2009.12.30 23:59 (2009.01.05 - 2009.12.31) Model By open prices (only for Expert Advisors with explicit bar opening control) Parameters x11=197; x21=19; x31=190; x41=79; x12=86; x22=66; x32=193; x42=43; p=51; sl=630; pass=3; lots=0.1; moneymanagement=0; risk=0; mn=888; Bars in history 7113 Modelled ticks 13222 Simulation quality n/a Chart mismatch errors 0 Initial deposit 1000.00 Net profit 1892.60 Total profit 17280.60 Total loss -15388.00 Profitability 1.12 Expected payoff 3.64 Absolute drawdown 129.60 Maximum drawdown 962.14 (26.06%) Relative drawdown 28.96% (600.02) Total trades 520 Short positions (% win) 267 (54.68%) Long positions (% win) 253 (52.96%) Profitable trades (% of all) 280 (53.85%) Loss trades (% of all) 240 (46.15%) Largest profitable trade 61.80 losing transaction -65.40 Average profitable deal 61.72 Deal loss -64.12 Maximum continuous wins (profit) 9 (555.90) Continuous losses (loss) 6 (-385.51) Maximum Continuous Profit (number of wins) 555.90 (9) Continuous loss (number of losses) -385.51 (6) Average continuous winnings 2 continuous loss 2

more:

I have not inserted or corrected anything anywhere!

How was it? ))) Do you like it? )))
[Deleted]
artikul:
How was it? ))) Do you like it? )))
So far I'm in shock ! Don't know what to say. Apparently there are adjustments to some universal patterns going on.

more:
So far I'm in shock ! I don't know what to say. Apparently there are adjustments to some universal patterns going on.

I'm shocked too )))) Probably because TA doesn't work after all ))))
Reason: