I think it would be quite interesting to see the outcome of Martingale- or Grid-EAs which were optimized by Atrificial Intellingence and or neural networks.
As for Martingale- or Grid-EAsthe the crash risk is very high - I would like to know what the AI or an NN would tell us.
Does anybody know a link to such an investigation? If not it might be interesting for an article?
I have seen some that handeled multi symbol hedging, so not exactly the same but i am sure it can be adapted to run martingale simulations.
They were using matlab and if you look around you can find some articles and even some video material about the subject.
Artificial Intelligence and Neural Networks still have to obey the laws of mathematics/physics/statistics.
So they will just as ineffective as humans at stopping Martingale strategies blowing accounts.
This is what I expect - but a prove is something else than just an expectation. Beside that it would be a test for both sides the Martingales and the AI or NN.
AI or NN optimizing MACD-EAs is somewhat boring - isn't it?
Of course you can discover thresholds where the available capital vs losing streaks ratio will shift into the unrealistic domain.
And that can produce interesting results.
By all means go for it because i would certainly be interested in the outcome.
I haven't time to do this my self at the moment - :(
Therefore I asked here, whether someone has already done it (link), or might be interested in doing it (new article about different variations of Grid or Martingales tested and optimized by AI and/or NN?).
And there are some who had already developed EAs on the base of AI and NN - so it would be a lot easier for them to do this!
Sounds interesting......Go for it!
I'm also curious what kind of results you would get