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Discussion of article "Multiple Regression Analysis. Strategy Generator and Tester in One"

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New article Multiple Regression Analysis. Strategy Generator and Tester in One is published:

The article gives a description of ways of use of the multiple regression analysis for development of trading systems. It demonstrates the use of the regression analysis for strategy search automation. A regression equation generated and integrated in an EA without requiring high proficiency in programming is given as an example.

Fig. 10. The equation includes the significant parameters only


Author: ArtemGaleev

sprat
411
sprat  

First of all thank you for your article which I read with great attention.

I was wondering how much your method differs from the built in MT5 optimizer (take som indicators, play them on past data, this give them some weight and apply the result to the "futur").

Is the difference between your  Multiple Regression method and the built in MT5 method so great ?

Any comment from you on this question would be appreciated.

 Thank you.

By the way  I have almost zero background with statistics but your article was quite clear and very good quality.

tranquan
4
tranquan  

Hi ArtemGaleev

Thank you for your awsome article, I have read it many times. And I have some questions:

1)  In Fig.12, It show a good result but I think It's not fair because the EA is run on the trained data. The EA parameters were calculated from 6.30.2011 to 9.1.2011 and test from 7.1.2011 to 8.26.2011 (Fig.1). So, it was test on the data it was trained. 

2) And I wonder how to optimize p-level. In this article, you said "removed the insignificant parameter with the highest p-level". I removed I run analyzed again, but all of p-level was changed and the parameter which p-level significant turn to insignificant. And in Fig.10, the table show five parametes: dDeMarker, dAC, DeMarker, Bulls, Bears. Are you run analyzed only on 5 params or more ? Some parameters be hiddend.

Maybe I wrong in some steps. Anyway, thank you very much for this article. 

DeMarker (DeM)
  • votes: 10
  • 2010.01.26
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The Demarker Indicator (DeM) is based on the comparison of the period maximum with the previous period maximum. When the indicator falls below 30, the bullish price reversal should be expected. When the indicator rises above 70, the bearish price reversal should be expected.
denniewillis
3
denniewillis  

Dear Sir,

       I know nothing about how to use this or the other items that you have written about.  I have tried to write the discriminate EA but cannot get the EA to allow me to load the wizard without loading the indicators via the wizard.  Doing it this way makes the "int OnInit()" section look different than the one in your article.  Do I need to erase all of the info from that section and make my sections look like yours?  Where is the Statistica program on MQL 5?  How do I open it?  Maybe it would be better for me to ask you if you would help me with what I am trying to do or if you know someone that can?  I will share the wealth on the idea, but do not want it pubplished nor marketed.  Currently, the plan works 85% of the time, but could be better.  Likewise, once it is optimized, trading it would be easier through a custom indicator, again I'm lost on how to write one of those as well.  Do you know anything about the programming language of TD Ameritrade's Thinkorswim platform?  You see, in order to make this work we need access to the currencies underlying indicators, such as DX, 6e, 6a, 6j, and other economic indices.  Does TOS have the Statistica program?  Please contact me via email dennie3166@yahoo.com

Thank you so very much,

 

Dennie. 

fory_lozenec
44
fory_lozenec  

Dear Artem,
Dear traders,

I am really impressed by this article, but unfortunatelythe attached files "r_check.mq5" and "r_collection.mq5" are not working. Actually they don't even appear in my MT5.
Does anyone knows what the rwason could be. I will be really greatful!

Thank you in advance!

Best regards,
Nikolay Hristov

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