Optimise an EA and get the best of the optimised ones.

 

Greetings, everyone.

I have long been convinced that there is no system that always earns. Any TS has a period of profit and a period of loss, and the latter is longer.

And therefore it is unwise to spend time on searching for the "best TS". It is much more reasonable to use a bunch of different TS, based on different principles, covering as many variants of market behavior as possible. In this case - some TS will always work, and it will be more reasonable to spend time and effort to select the best ones, and over-optimize the worst ones. Every system has "marginal parameters", above which it stops and requires over-optimisation.

Said - done. I started "gouging TCs" and have already chopped up over 200 of them. However, when there are too many systems - "outsiders" start to stop too often, and their constant reoptimization requires a lot of time. Stop reoptimizing them - because it is outsiders show what TCs at this point do not work on the symbol.

It turns out to be a kind of "football league". The "favourites" - we use them, the "average" - we watch, the "outsiders" - we kick them out of the league for "training".


If anyone is interested - I have a suggestion. Help optimise the TS - and get "access to favourites". Let's say - I give an expert, you optimize it (duration of optimization year, 5 months - backtest, 7 months - forward, OHLC on M1, for 5-8 parameters, depending on the TS), after optimization - choose among the "favorites" desired (I will provide profit charts, and if someone wants - investor password to a demo account with all these TS), specify the account on which you want to run a TS, and for 3 months get an executable module of the expert.


What do you think ? Interested in such an offer to the forum ?

 

Tell me, why don't you like the period when the EA starts to fail?

After all, by reversing the trades, you will get almost as much profit as the System will "lose"...


 
prikolnyjkent:

Tell me, why don't you like the period when the Expert Advisor starts to lose?

After all, by reversing the trades, you will get almost as much profit as the System will "lose"...


I tried to do it that way, T... Е. There are two EAs using the same signals, one buys, the other sells. And both of them are losing very well.
 
prikolnyjkent:

Tell me, why don't you like the period when the Expert Advisor starts to lose?

After all, by reversing the trades, you will get almost as much profit as the System will "lose"...

I knew a certain athlete-runner. He was always the last to finish the race.
And then he thought - if I was always behind everyone else, then if I turned around and ran with my back to the front, I would be ahead of everyone else.
He tried it - yes, it worked!!!
That's how he became Champion. Good boy!

 
George Merts:


I have long been convinced that there is no system that always earns money.

Reading statements like that, I always want to ask: "You must be God...".

Even the most distant person from the trading, by simple reasoning, will tell you that it is impossible to know everything about everything, and there will always be CULIBINES who can create a profitable strategy! This is the law of complex systems development...

 
George Merts:

What do you think? Interested in such a proposal to the forum ?

Suggestion seems understated, from experience how much would it cost to optimize with your algorithm in "Cloud".

Or put another way, how long will it take to optimize if you allocate 4 average processors to it?

 
Serqey Nikitin:

Reading such statements, one always wants to ask: "You must be God...".

Even the most distant person from trading, by simple reasoning, will say that to know everything - is not possible in principle, and there will always be CULIBINES who can create a profitable strategy! This is the law of development of complex systems ...

Creating a profitable algorithm from scratch is almost the same as creating a thin LCD TV set from scratch, without knowledge of how it should work in basic areas, in radio engineering, circuitry, signal processing, digital technology, etc. And in the case of trading you cannot take this knowledge, because nobody writes about profitable algorithms or teaches them.

That is why people try and fail, and then say that it is impossible.) If they fail, it means it is impossible.

 
George Merts:


.

Done and done. I started "planing TCs", and I've already made over 200 of them. However, when there are too many systems, the "outsiders" start stopping too often, and it takes a long time to constantly re-optimize them.

.

What do you think ? Interested in such a proposal to the forum ?

It's obvious that you have no practical experience.

Firstly, it begs the question: where did you get so much "TC", from the junk drawer?

You have no idea how much time and money you need to spend for optimization in MQL5 clod to develop only one profitable Expert Advisor.

 
Petros Shatakhtsyan:

It's obvious that you have no practical experience.

Firstly, it raises the question: where did you get so much "TC", from the junk drawer?

You have no idea how much time and money you need to spend for optimization in MQL5 clowd to develop one profitable Expert Advisor.

It took me 7 months to develop my last robot, just for algorithm development, not even the programming part yet. So 200 is of course a big number.

 
The same thing is done with neural networks, only much simpler. You always have the same TS and principle of approach to the market. You train repeatedly, always obtaining different models, and then you choose the one that works. Instead of a bunch of EAs, each with its own algorithm, 200 pieces. HORROR!!!
 
Maxim Romanov:

It took me seven months to develop the last robot, just to develop the algorithm, not even to program it yet. So 200 is certainly a big number.

Not just time. A good TS, after choosing the optimal mode, should not often require re-optimization.

Even if you do re-optimization once a week, in automatic mode, it will not help it to work profitably.

Reason: