Discussion of article "Experiments with neural networks (Part 3): Practical application"

 

New article Experiments with neural networks (Part 3): Practical application has been published:

In this article series, I use experimentation and non-standard approaches to develop a profitable trading system and check whether neural networks can be of any help for traders. MetaTrader 5 is approached as a self-sufficient tool for using neural networks in trading.

This EA modification uses stop loss and take profit to exit. Strategy 1 perceptron and 4 slope angles of  TEMA indicators. Perform optimization 10 times. Structures of slope angles and optimization principles can be found in the first article. There is no point in repeating them here.

Optimization result:

Optimization result


Optimization result

A large number of results of the complex criterion 99.99. Profit factor at the high level of 4-8.

Author: Roman Poshtar

 
The period's a little short. Show me the test results for 10 years.
 
Renat Akhtyamov #:
The period's a little short. Show the result of the test for 10 years.

For such TCs, testing for more than 3 months does not make sense.

 
Vitaly Muzichenko #:

For such TCs, testing more than 3 months in advance does not make sense.

I agree, the market is changing constantly. Constant optimisation is needed.

 
Roman Poshtar #:

I agree, the market is changing all the time. Constant optimisation is needed.

Don't get complacent.

Over-optimisation can be programmed.

and I'm 100% sure that the result of this EA will be unprofitable.

 
雷纳特·阿赫蒂亚莫夫 #:

不要安慰自己

可以对重新优化进行编程

我 100% 确定这个 EA 交易的工作结果将是无利可图的

Can you explain your reasons?

 

It looks that the Perceptron version is better than the DeepNeuralNetwork version.

I managed to do the backtest with 1 perceptron 8 angles EA, while the result is different from what shown in this article.

I think how to make the re-optimization is a problem.

 
Renat Akhtyamov #:
The period's a little short. Show the test result for 10 years.

It is humbling that not even the trading instrument is specified )))) Maybe in the article more detailed, I will read it.

 
Alexey Volchanskiy #:

It is humbling that not even the trading instrument is specified )))) Maybe in the article more detailed, I'll read it.

  • EURUSD currency pair;
 

Thank you very much for your work. It is "hilarious" that some even to a gift horse will look in the teeth and under the tail and resent that the mane is too rare.
Continue your experiments, they have a solid basis under themselves. Don't pay attention to the comments of "millionaires" who have already earned billions and go around here thinking cleverly.

 
Отдел аналитики и трейдинга #:

Thank you very much for your work. It is "hilarious" that some even to a gift horse will look in the teeth and under the tail and resent that the mane is too rare.
Continue your experiments, they have a solid basis under themselves. Don't pay attention to the comments of "millionaires" who have already earned billions and go around here thinking cleverly.

Thank you for your feedback.