Optimise an EA and get the best of the optimised ones. - page 4

 
George Merts:

It took me over a year to develop my first robot. It used 20 complex patterns, trendlines, cunning money management... And after three months of working, it started to lose, and it lost everything it had earned. At the same time, as I see, there are simple TS that give exactly the same result.

Thus, I don't want to develop one complicated robot any more. There will be a huge pile of simple ones. And I will be engaged in selecting workable ones from them.

I also worked in this direction and even managed to make the wagons work steadily in profit. I also worked in this direction, even managed to make the wagons work steadily in profit this way. I consider this direction of work relevant and interesting, but I myself have given up on it.

 

Right. Well, it remains to show the favourites.

Here are the top ten (all working without ММ, with minimal lot, I will include constant risk in working EAs):

Here are brief data on them (trade quality is an integral estimate characterizing the above balance curve, the value of the fitness function):



That is, I lay out an EA similar to the one described above (I will now prepare and lay out all variants). Whoever is interested - takes it, optimizes it for a year, puts an XML-file, I check it, and if everything is OK - in return I lay out the desired Expert Advisor, which will work for 3 months with a binding to the desired account.

 
George Merts:

And, in my experience - the balance of profitable and unprofitable time - depends very little on the complexity of the system. That's why I came to the conclusion that efforts should not be directed towards creating a complex super-system, but towards creating many simple systems.

Which is what I am doing, and which I invite those who wish to participate in.

Yes, this approach is quite possible: to learn the alphabet and type "mama washed the frame"... Only it is not very effective... But you try!
 

George Merts, haven't you tried, for example, to visit some "popular traders forum where they write software" and bring the existing trading systems up to "great" level or offer your own system, and maybe the collective mind will be able to help you create what you are looking for for a very long time.

200 TS is too much, of course.

 
Vladimir Borilyuk:

George Merts, haven't you tried, for example, to visit some "popular traders forum where they write software" and bring the existing trading systems up to "great" level or offer your own system, and maybe the collective mind will be able to help you create what you are looking for for a very long time.

200 TS is too much.

I do not understand. Why would I want to create something that has already been created? All the TCs have long been written. 200 is not overkill, these are the ones that work at the moment. There are 16 TS x 28 characters = 448 TS. We add characters - we add 16 TCs each.

All of them are written, ready for optimization. It's just a matter of choosing "favourites" and "training outsiders". Here, if anyone is interested - I suggest participating in the "outsider training", getting "favourites" in return.

 
George Merts:

I don't get it. Why should I create something that has already been created? All the TCs have already been written a long time ago. 200 is not overkill, these are the ones that are working at the moment. And there are 16TC x 28 characters = 448 TCs in total. We add characters - we add 16 TCs each.

All of them are written, ready for optimization. It's just a matter of choosing "favourites" and "training outsiders". Here, if anyone is interested - I suggest participating in "outsider training", getting "favourites" in return.

My point was. There may be some programmers who can help you with MQL4 or MQL5 ( Maybe they will add something) and there is always something to add (to one of your TS or to one that you have already completed).

The idea was that the collective wisdom of programmers, people with ideas, people who can and want to test and those who takes the basics of testing in TDS2 would be very helpful.

 
Vladimir Borilyuk:

I wanted to say. I think maybe the MQL4 or MQL5 programmers can help you (maybe they will add something) and there is always something to add (to one of your TS or you in the completed TS).

The idea was that the collective intelligence of programmers, people with ideas, people who can and want to test and those who takes the basics of testing in TDS2 would be of benefit.

No way... I followed this way when I was working with my trader friend (I'm mostly programmer) on super-duper TS.

The resulting Expert Advisor was not the Grail, it had drawdowns, there were years with small profits, but in the tester it showed stable growth for 15 years.

Now we have put it on the real account. The growth went up. We were quite happy. For about a month. And then the growth stalled. And then the deposit started to melt away. We started trying to add conditions, apply additional techniques... All in vain. And after three months, despite our efforts - all the money was gone, and even a little more.

But ask anyone who dealt with Expert Advisors - is there a SIMPLE Expert Advisor that would show good growth for a month, and then would start to lose everything? I'm sure almost everyone has faced such a situation.

So I asked myself - why spend years working on sophisticated TS, which behave exactly the same as the simplest ones?

That's it. I do not want to deal with complicated TS anymore. Simple ones are just as good and require much less effort. I'd rather devote my efforts to selecting the best ones, and "training" the worst ones.

 
prikolnyjkent:

Sustainability is the 'blue dream' ...

I found it in "constant variability" ... (that's how I live)


Do you trade with the help of an expert?

 
Serqey Nikitin:
Yes, this approach is quite possible: to learn the alphabet and type "mama washed the frame"... But it's not very effective... But you try!

You are wrong. For some reason, most people think that "I'm going to do one more thing now, and it will work". But it won't. It won't. Practice shows that it is practically impossible to improve simple working systems in any way.

There is one more property that lies not on the surface. If we have a portfolio of strategies that trade by different, but simple algorithms, then we get a superposition taking into account all particularities of the current trade condition!

 
khorosh:

Do you trade with the help of an expert?

Yes. (Oops... question turns out to be not for me... but still)

In a few days I will post here the Expert Advisor, which includes all tested TCs. Enter magik - and you can check the work of the specified TC in the tester. Insert the redcode - and you get a full-fledged expert in this TS. Regcod is given for a single TS, optimized over an annual period.

For the paranoid - I can lay out a demo account and its investment password, where all the TC, included in the Expert Advisor, are traded. So that anyone can verify the reality by running the Expert Advisor in the tester, and checking that all the resulting trades will coincide (within the spread) with the trades on this account (including those that were not yet available at the time of downloading the Expert Advisor).

It is clear that as outsiders "drop out of the league" and are over-optimized - the Expert Advisor will be updated.

Reason: