Optimizing EAs in Real Time - page 2
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I am only in shortage of time.
It is our most precious commodity, it can never be bought, or bought back.
Not sure what you mean by all the making money things i was under the impression you was going about trading systems and in particular self learning systems.
Maybe you dont understand this is a compilation of many sources.
There is not a single web page or book that explains it all.
Unless i write that book, or i go back and search all of the things i have been reading up to this point just to find the elements used.
I do not know what to make of it.
In stead i offered to show the system because this would be the easiest thing for me to do, and quite frankly the most important display of what i mean.
Instead of taking me up on this offer you insist to go on about sources or in particular one source where you can read it all.
I simply will not spend weeks to re read all of the information from various sources just to tell you here you find a part about volumes, here in another book is the part about time frames, here in yet another source you find the info about some other element.
My final conclusion is simple, there are some real narrow minded people out there that seem to think the answers have all been written down somewhere, and they also seem to think that it is possible to compress 30+ years of learning into a few lines, in some forum post.
Even the offer i made to show you the system would cost me many hours just to dive back into my notes to collect the information that represents these formulas, and i had already decided to do that but you declined... is it me or what?
Maybe you dont understand this is a compilation of many sources.
There is not a single web page or book that explains it all.
Unless i write that book, or i go back and search all of the things i have been reading up to this point just to find the elements used.
I do not know what to make of it.
In stead i offered to show the system because this would be the easiest thing for me to do, and quite frankly the most important display of what i mean.
Instead of taking me up on this offer you insist to go on about sources or in particular one source where you can read it all.
I simply will not spend weeks to re read all of the information from various sources just to tell you here you find a part about volumes, here in another book is the part about time frames, here in yet another source you find the info about some other element.
My final conclusion is simple, there are some real narrow minded people out there that seem to think the answers have all been written down somewhere, and they also seem to think that it is possible to compress 30+ years of learning into a few lines, in some forum post.
Even the offer i made to show you the system would cost me many hours just to dive back into my notes to collect the information that represents these formulas, and i had already decided to do that but you declined... is it me or what?
More information compilation of many sources, is all show off, Show me the definition of your so called initial variable theory, it is not hard to find because every Financial Statistics, and Optimization Theory, has basic index book, and definitions, but if you are making up the whole thing, you will not find any book describing the information, and it seems that it makes you happy to create theories of you own and not base them on objective mathematics, I would understand why you have an approach of an artist rather then a scientist.
In addition, you like to spend more time trying to convince me that you know it all, but you don't have 2 minutes to show me which source describes the information because there isn't any.
More information compilation of many sources, is all show off, Show me the definition of your so called initial variable theory, it is not hard to find because every Financial Statistics, and Optimization Theory, has basic index book, and definitions, but if you are making up the whole thing, you will not find any book describing the information, and it seems that it makes you happy to create theories of you own and not base them on objective mathematics, I would understand why you have an approach of an artist rather then a scientist.
In addition, you like to spend more time trying to convince me that you know it all, but you don't have 2 minutes to show me which source describes the information because there isn't any.
I don't understand your position(s), PCWalker?
1) The ZorroTrader is free for some basic strategies but right after that ...?
2) The access to R is available too in Mql4 or Mql5 - but as long as the user don't understand what the various options of R mean, what they can do (and what not) and how they can be used this access of of absolutely of no help. E.g. I guess that most of the EA coders do not know the meaning of the skewness and kurtosis and why they are relevant in some cases when you build an average and in some cases not.
3) Optimizing in real time sounds to me rather strange. Do you mean to run an optimization right after each trades that closes with a loss? I have seen system that just reverse the usage of the signals after a loss - but they were not successful at all!
Would that be the outcome more or less? I think if you want to achieve this you haven't understand that trading by a robot or a human is a kind of gamble. Would it make sense to change the gambling-system each time the ball has landed on a number. I guess you will lose a lot of money in a very short time and - if you reverse this - you wouldn't gain any money as well.
>>>1. The ZorroTrader is free for some basic strategies but right after that ...?
Basic Strategies? You can write all the code you want for new strategies, and you can write it for any timeframe. do you know how much advantage is there in Machine Learning Strategies?
And if the cost of 20 USD per month is a problem? then Ask all the customers who have spent thousands of dollars on systems that are not working not being aware that they don't have a chance trying to solve non-Linear problems with Linear Tools, which have such a high price, but no real results. You can't compare the amount of loss.
Endless strategies, with no limit to multi level optimization of any number of variables. To say the least, adding Machine Learning with the open system, no limits like in MQL, and the performance doesn't compare. And If you check out the all the other options it would be heaven and earth when you check the time, how long will it take you to write the same strategies in MQL.
>>2) The access to R is available too in Mql4 or Mql5 - but as long as the user don't understand what the various options of R mean,
Sure they are available, everything is available everywhere, the question is with what performance, and in MQL, it is not permitted to use DLLs, the question is why? And if you have OPENCL And Cuda for MQL4 it would be even much better, but that will take ages, if not at all.
>>what they can do (and what not) and how they can be used this access of of absolutely of no help.
As I said and believe, Programming is all about the adventure to explore the logic of the mind, not depend on others to solve for you the problems.
>>I guess that most of the EA coders do not know the meaning of the skewness and kurtosis and why they are relevant in some cases when you build an average and in some cases not.
How you can be aware of such terms when MQL is not built for nonlinear problems?
>>Optimizing in real time sounds to me rather strange.
When anything seems strange to you, you should study it more deeply, and try it in real and live experiments then it will not be strange at all.
>>Do you mean to run an optimization right after each trades that closes with a loss? I have seen system that just reverse the usage of the signals after a loss - but they were not successful at all!
No I mean optimization when conditions have changed in the market, and Data Mining can identify changes in trends and in Time series cycles to make new and evolved values as a result of multi dimensional optimization.
Let me add that Zorro Trader is an open system, which means you can develop out of the box strategies with your own GUI, and code from other languages, like Python, ASM, C++, Java, And most important of all : Erlang, - "Handbook of Neuroevolution Through Erlang"
>>Would that be the outcome more or less? I think if you want to achieve this you haven't understand that trading by a robot or a human is a kind of gamble.
Risk Management prevails in all ares of life, it can't be avoided, adding to that, there is a way to minimize risks and make good money, but one needs to understand that MQL programming is limited and needs to be improved. And most of all , the API should be open to all at no charge, the fact it costs 6000 USD, MetaTrader is not a platform for professional trading. And people who spend 20K - 50K on EAs thinking that they will work, is a shame, How MetaQuotes programmers don't feel a duty to inform the CEO of these changes that are needed so people could start seeing some light.
This: "...and in MQL, it is not permitted to use DLLs, ..." shows you don't know anyhing about MQL - you are just trying to advertise Zorro :(
MQL can use DLL - is is quite easy, but if you weren't able to find out how this works how can one rely on your competence? MQL can even use named-pipes, sockets and memory mapped files to communicate with whatever you want - you don't have any limits.
To me this: "... Data Mining ... multi dimensional optimization" are just vogue terms. The various types of neural nets are around for quite some time but did they cause a revolution of programming in the way that for any problem you just have to define the no. of layers and so on - no definitely not!! In some cases they are helpful but not in general.
Especially in trading I doubt them as you first optimize the indicators then you have to optimize the internals (nn-type, weights, layers,...) of the net so that you either have to have such a big database where parts of the datas are somewhat outdated (tooooo old) or you are over-adapting the EA to the repeatedly used dataset.
Be careful saying: "..MetaTrader is not a platform for professional trading". From my viewpoint Zorro is worse e.g. I can't use my own tick-data for backtests and due to other limitations. And like the other alternative it does not provide what MQL does and you have to pay for it - bad choice.
>>"...and in MQL, it is not permitted to use DLLs, ..." shows you don't know anyhing about MQL - you are just trying to advertise Zorro :(
Read the agreement of the Sellers in the Market. And one more thing before answering or responding to any of my statements think twice.
>>MQL can use DLL, named-pipes, sockets and memory mapped files to communicate with whatever you want - you don't have any limit.
All that I know. But with limitations to the MT4 platform it doesn't do any good. (400 ms execution time.)
>>... Data Mining ... multi dimensional optimization" are just vogue terms.
No there are not, the are vogue because you didn't ask me in what terms do you optimize multi dimensional array at runtime, while in the market, and then you would request me to show you code, that is no problem. There plenty of optimization code out in the market, you can find it easily, but if it is vogue for you, then you should study more mathematics, and Optimization Theory, I can forward you to online course, and books.
>>he various types of neural nets are around for quite some time but did they cause a revolution of programming in the way that for any problem you just have to define the no. of layers and so on - no definitely not!! In some cases they are helpful but not in general.
I guess you have seen all the examples. And you want me to show you more. Because It seems that you are interested in seeing some real examples because you are bored from toys.
>>MetaTrader is not a platform for professional trading". From my viewpoint Zorro is worse e.g. I can't use my own tick-data for backtests and due to other limitations. And like the other >>alternative it does not provide what MQL does and you have to pay for it - bad choice
I guess you are still enjoying your addictions that is why you don't know how to import data, by the way, I have important data, and used it with time frames you can't even imagine.
So keep on enjoying your addictions, and live in your dream land.
Ok i think were done here as far as constructive communication goes.
If you don't like what you see, feel free to leave but don't go about bashing people this is not the right place.
Please follow the rules and respect other members.Ok i think were done here as far as constructive communication goes.
If you don't like what you see, feel free to leave but don't go about bashing people this is not the right place.
Well, when you are unaware how emotional addiction influence people's minds, you would understand why I am not bashing, I am making you realize what lies in reality, if you think I am wrong, show me one EA, not live signal that we don't have a proof that it is working with EA, I am talking about a EA that is working for months. You will not find any.
And Check out how long Metaquotes is existing, how long people have been developed EAs? Has there been any change? You have the answer, But do you think Metaquotes is making any serious money from EAs? I would feel very sorry, for all those that have lost huge amounts of money, dreaming about their hope coming true.
Sorry, that My rational thinking is causing you ill feelings, That was not my intentions, But someone should speak the truth, And make a change.
Talking about technology, and how human psychology is influenced by interacting with it is part of the whole game of money over here. I am sorry, that I caused you ill feelings, but talking about the technology you so much love, and the software that you so much love, if you think that I am bashing people, then it is a proof that you are emotionally involved, which will only make it more hard for you to see the changes needed.
And Yes, you are right, I shall stop here. And Not try to change anyone or anything. Because we all have our free choice. Thank you.I can only hear you yelling show me this, show me that, show me.....
I see youve decided to stop.
Best decission of today.