Optimise an EA and get the best of the optimised ones. - page 36

[Georgiy Merts]

So, the TS for overoptimisation at the moment:

CADJPY ChnTrendDTS

CADJPY ChnTrendSAR

CADJPY ChnTrendSP

CADJPY ChnFlatSP

CADJPY ChnFlatSAR

CADJPY ChnFlatRTS

CADJPY ChnTrendRTS

CADJPY ChnFlatDTS

I am using CADJPY ChnTrendDTS

Testing period 23.04.17 - 23.04.18, forward from 23.09.17

[Georgiy Merts]

Current League situation (all TS are trading on demo, no MM, minimum lot).

Favorites by quality:

Chart:

Balance favourites:

Chart:

I remind, the Expert Advisor Trading Systems League (versions for both MT4 and MT5) is on Yandex-disk. In the archive also attached a brief description of the principles of the League and a list of TS, working in it.

By default, the League works with one TS (EURUSD ChnTrendSAR, magik 220141) without any restrictions.

Other TS work only in the strategy tester. For their work on a demo or real account registration codes are required. Registration codes, valid for 3 months with a link to the account number, are issued for optimising individual League systems (2-5 hours on a quad-core Core i5).

[Georgiy Merts]

Another TS on overoptimization:

CADJPY ChnFlatSAR

CADJPY ChnFlatRTS

CADJPY ChnTrendRTS

CADJPY ChnFlatDTS

I am using CADJPY ChnFlatSAR

Testing period 23.04.17 - 23.04.18, forward from 23.09.17

[geratdc_]

Can I give you two owls? Let them work.

OKAY. I get it, you only accept cross-platform. Not the case, unfortunately))

[Georgiy Merts]

geratdc_:
Can I give you two owls? Let them work.

A league is a specially structured library in which many things are combined, and thus a number of internal protocols must be followed when writing code. No "external" EAs support these protocols.

If they're so great - then of course you can rewrite them to meet the requirements. But I suspect that if they were good - you wouldn't offer them so easily.

[Georgiy Merts]

So, all 16TCs on the CADJPY symbol - fully launched in the League.

Next symbol: CHFJPY.

8 TCs are already running. Remaining for re-optimization:

CHFJPY ChnTrendDTS

CHFJPY ChnTrendSAR

CHFJPY ChnTrendSP

CHFJPY ChnFlatSP

CHFJPY ChnFlatSAR

CHFJPY ChnFlatRTS

CHFJPY ChnTrendRTS

CHFJPY ChnFlatDTS

Let's reoptimize CHFJPY ChnTrendDTS.

Testing period 24.04.17 - 24.04.18, forward from 24.09.17

[Georgiy Merts]

Right. Ten TCs required over-optimisation yesterday. So the new ones will have to be postponed for now.

I have already re-optimized part of the TS.

Remains to be re-optimised:

№	Symbol	System	Reason
1	NZDUSD	EMAFlatRTS	Big DD
2	AUDJPY	EMATrendSAR	Many SL
3	GBPCAD	ChnTrendDTS	Many SL
4	USDJPY	EMAFlatSP	Big DD
5	EURCAD	EMATrendRTS	Long Max Wait

Optimizing EURCAD EMATrendRTS

Period 25.04.17 - 25.04.18, forward from 25.09.17

[Georgiy Merts]

Current TCs for over-optimisation:

№	Symbol	System	Reason
1	EURGBP	EMATrendSP	Many SL
2	NZDUSD	EMAFlatRTS	Big DD

I bet on NZDUSD EMAFlatRTS recycling

Period 26.04.17-26.04.18, forward from 26.09.17

[Aleksey Vyazmikin]

Launched

1

EURGBP

EMATrendSP

Many SL

But, as I don't have this pair, it takes a long and painful time to download the story and distribute it to agents...

[Aleksey Vyazmikin]

I've read an interesting indicator for evaluating the TS - the time it takes for the TS to come out of a drawdown. I understood that all the optimization time is taken and it is 100%, the maximum drawdown is found and the time from the trough to the plain (the place where drawdown started) is calculated, the obtained time is divided by the total time and multiplied by 100 and we get the percentage of time needed to get out of drawdown. Further, I think we can determine the total amount of drawdowns that can be accumulated within a year (testing period) divided by 100 divided by the percentage obtained - the more, the better. We obtain such an additional index to the RMS of the balance, a qualitative index.