Optimise an EA and get the best of the optimised ones. - page 18
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I.e. the advisor is not checked, but the history - the result of its work - is checked, clearly.
Yes, after any change of balance we request history and use it to form those balance lines (of course it would be better to use Equity, but it is a much more complicated task and I have decided to limit myself to balance changes). And as for the lines - we can see how many SLs there were in a row, what was the maximal drawdown and how long we wait till the new maximum. If we have exceeded it - that's it, the TS has stopped working, it needs to be reoptimized.
After any balance change, we request history and use it to form the same balance lines (it would be good to use Equity, but it is a much more difficult task and I have decided to change the balance only). And as for the lines - we can see how many SLs there were in a row, what was the maximal drawdown and how long we wait till the new maximum. If we have exceeded it - that's it, the TS has stopped working, it needs to be reoptimized.
The approach is understandable.
However, for me there is no answer to the question "why has the Expert Advisor stopped making money" - the market has changed (volatility), the market phase (trend/flat, and now it is flat/brend), or the formulas describing the market have changed (then the overoptimization is the only solution).
The approach is understandable.
However, for me there is no answer to the question "why has the Expert Advisor stopped making money" - the market has changed (volatility), the market phase (it was trending/flat, and now it is flat/trending), or the formulas describing the market have changed (in this case only re-optimisation is needed).
Ooooh... This is not a question for the EA.
The way I look at it is this. There is a test period of one year. Five months - the best combinations of parameters are selected, seven months - they are tested, and then, using a special algorithm, the program selects the most stable, which shows the most "smooth" results during the year. This is why I need the XML-file, it gives much more complete information about the optimization process than just the selected best value.
After that - the Expert Advisor runs using these most stable parameters throughout the year, defining the "tolerance criteria" - what was the maximal amount of SLs during the year, what was the maximal drawdown of the year (so that the selected risk does not affect), and how many trades maximum we should wait for the new maximum balance. These parameters I "fill" in the Expert Advisor, and after that it is registered in the class-collection of TC in the League file.
These very parameters are the criterion of stability. That is, if we've seen that over the year there were up to five turns of SLs in a row - then we won't panic when it will be like this in real trading. But if the queue suddenly reaches six SLs, that's it! This means that the Expert Advisor has lost stability and needs to be replaced and re-optimized.
And the reason for that ... Whatever the reason, a stable EA should have approximately the same results in real trading as it had in the test. If it shows worse results, it means that something has changed, it has lost stability and we should not use it anymore.
Alexey, update the EAs for optimisation, and - very importantly - the .set-file. Since the variable names have changed.
Now it will be enough to specify on which symbol the XML-file has been optimized, and what EA is there, I will be able to see it by variable names.
And - it is possible to optimize "dead" TCs.
(All optimized ones - I put them in "League" and put them to demo trade)
EMAFlatDTS_GBPUSD
I don't see where it says what...I don't get it. No EMA data again, Alexei!
I didn't have anything to do with it, I updated everything from the file.
There should be data on EMAPeriodStep.
There is no data in the XML file for some reason.
Private message, Alexey.
There needs to be more prompt interaction, not through the forum. You need to understand why you don't have all the data showing up.