SOM: cooking methods - page 5

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Here are the results of the SOM based EA testing.

SOM training period. Trained the neural network from August 2000 to May 2010 (data from MetaQuotes dataserver).

PS: Opening price model. Expert Advisor works only on open prices and when tested on all ticks it gives 100% coinciding result.

Period OoS (last year).

And I should note that this is only the tip of the iceberg. I have not yet finalized the Expert Advisor and it works with approximately 20% of all potential signals. In addition, the Expert Advisor has a limit on the number of trades opened at the same time. In this case it is at a moderate level (you can increase it several times, but the drawdown grows...).

 
File a report on the EA's behaviour during the training period (almost 10 years).
 
alexeymosc:
File with report on EA's behaviour during the training period (almost 10 years).

To the scrapheap.

A drawdown of 5 times the deposit.

 
This can be fine-tuned. Stops have not yet been adjusted, and the number of trades decreases easily.
 

If you pick it all up, the returns will be much smaller, in the region of 100% over ten years with a 50% drawdown.

Better to deposit it in a bank.

 
Let's not speculate. I'll post a new test when I finish it... Besides, like I said, the Expert Advisor is still raw. If there are not 1600 trades, but say 20,000 over 10 years, things may change.
 
alexeymosc:
Let's not speculate. I'll post a new test when I finish it... Besides, like I said, the Expert Advisor is still raw. If there are not 1600 trades but say 20,000 over 10 years, things may change.

It will be interesting to watch.

I'll be happy for you if I'm wrong.

 
alexeymosc:
This can be fine-tuned. Stops have not yet been adjusted, and the number of trades is easily reduced.

You don't need to reducethe number of trades, but you do need stops to avoid self-deception, try to take the stops at 70 pips, if you start to lose, it means that you are over sitting the losses.
 
IgorM:

Try to keep your stop loss below 70 pips, if you lose a position it means that you are overdoing it.

Thanks for the good advice.

I'm posting the best result I got. The maximum number of trades has even increased. SL = 80 pips. The drawdown decreased many times, net profit increased. With choice of depot twice the maximum drawdown we have 395% of profit for 10 years, and not 100%, as Sych predicted...

Study period:

OoS period:

I want to improve the machine some more. Thanks for the constructive criticism.

 
Report on the SOM training and parameter selection period.
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