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Sergey Rozhnov  

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TrendAndAntitrend strategy for AUDCAD was added to Combination EA

Strategy tester report with all ticks AUDCAD M15 Default settings. Drawdown only 9% with spread 20 !!!

Sergey Rozhnov  

I would like to publish news about the new strategy and the next ones, which will be published here.

The new strategy AUDCAD M15 (published above) TrendAndAntitrend was obtained in a new way. Now I am looking for the best value of volatility with the help of optimization for the period since 2007.

1) Install Rendom_Strategies=25 and

2) Set the optimization Volatility Multiplierfrom 30 to 300 in increments of 5.

3) I do optimization on Open Prices on the period M15, because we do not need the result, it is important to track the dynamics and find the maximum.

The maximum for AUDCAD was 155. Then I set the value to Volatility Multiplier=155 and set Random Size=4000, Create Mode=true, Top_Model=ProfitAndDrawdown and start testing since 2007. In the process of testing, losing strategies are eliminated and the best ones are searched by the Profit and Drawdown criterion. Spread is set high enough 2.0 (= 20 for the five-digit)


Хотел бы опубликовать новость о новой стратегии и последующих, которые будут выходить здесь.

Новая стратегия AUDCAD M15 (опубликованная выше) TrendAndAntitrend была получена новым способом. Теперь лучшее значение волатильности ищу с помощью оптимизации на периоде с 2007 года.

1) Устанавливаю Rendom_Strategies=25 и

2) Устанавливаю оптимизацию Volatility Multiplier с 30 до 300 с шагом 5.

3) Оптимизацию делаю на Open Prices на периоде M15, т.к. результат нам не нужен, важно отследить динамику и найти максимум.

Максимум для AUDCAD оказался 155. После этого я устанавливаю значение Volatility Multiplier=155 и устанавливаю RendomSize=4000, CreateMode=true, Top_Mode=ProfitAndDrawdown и запускаю тестирование с 2007 года. В процессе тестирования отсеиваются проигрышные стратегии и ищутся лучшие по критерию ProfitAndDrawdown. Спред устанавливаю достаточно высоким 2.0 (= 20 для пятизнака)

Sergey Rozhnov  

* устанавливаю Rendom_Strategies=4000 (вместо устанавливаю RendomSize=4000)

set Random_Strategies=4000 (instead set Random Size=4000)

Sergey Rozhnov  
ozzyno76:

great great serghey, thank you !!!

Thank you too for using Generator Pro!

hbmiles2000  

Very impressed with the innovation of this EA...it takes the benefits of portfolio diversification to an entirely new level - thank you Sergey.

One issue I've had, which may solely be an oversight of mine as a new user, is orders not being opened in one pair (USDJPY, using the most recently updated strategy file) even though the individual strategies themselves are shown as opening positions, while for multiple other pairs (AUDNZD, AUDCAD & EURUSD) running the EA along side USDJPY, orders are being executed flawlessly....just wondering if anyone else has experienced something similar and may know a solution or what I may have done incorrectly.

Thank you in advance

H Miles 

Sergey Rozhnov  
hbmiles2000:

Very impressed with the innovation of this EA...it takes the benefits of portfolio diversification to an entirely new level - thank you Sergey.

One issue I've had, which may solely be an oversight of mine as a new user, is orders not being opened in one pair (USDJPY, using the most recently updated strategy file) even though the individual strategies themselves are shown as opening positions, while for multiple other pairs (AUDNZD, AUDCAD & EURUSD) running the EA along side USDJPY, orders are being executed flawlessly....just wondering if anyone else has experienced something similar and may know a solution or what I may have done incorrectly.

Thank you in advance

H Miles 

Hello.

To open a lot, you need to have a lot of strategies scored together more than the minimum lot. It may not open if you have waited a short time or your Deposit is too small or the currency moves weakly and there are no signals to open. You sent me a screenshot in a private message, where you can see that only a few strategies have opened a minimum lot of 0.01, which is less than 0.01 on average. Send a screenshot from the Main tab (in a private message), so it will be more clear, there are sections of the minimum lot, and the current lot, as well as work time.

Tang Ou  

EURUSD strategy 1 is running tough at that moment while Hot Point is running well. Aren't both of them the same/similar? Why their performances are so different?

Sergey Rozhnov  
Tang Ou:

EURUSD strategy 1 is running tough at that moment while Hot Point is running well. Aren't both of them the same/similar? Why their performances are so different?

Hello. As an experiment, half a year ago I set the parameters NotCloseLostStrategies=True and AutoRestart=True on all signals. Then remade back, but apparently about Strategy-1 EURUSD forgot. And recently I noticed this when I looked at the signal. But time has nothing to lose, I installed now the advanced NotLimitMaxLot=true, look how the signal can get out of the peak? (experiment)

Tang Ou  
Sergey Rozhnov:

Hello. As an experiment, half a year ago I set the parameters NotCloseLostStrategies=True and AutoRestart=True on all signals. Then remade back, but apparently about Strategy-1 EURUSD forgot. And recently I noticed this when I looked at the signal. But time has nothing to lose, I installed now the advanced NotLimitMaxLot=true, look how the signal can get out of the peak? (experiment)

Can you please post the set file for each pair and strategy?

Sergey Rozhnov  
Tang Ou:

Can you please post the set file for each pair and strategy?

Better of all to use default settings and set (for example for this strategyGeneratorPro_15_NZDCAD_7544.txt):

1) Trade_Mode=from_file;

2) MagicNumber=7544;

Basically all setfiles for trading can be the same except for the magic number.


Then you can either increase or decrease the Risk, or enable additional recovery, or enable filters, or FIFO rule.

Tang Ou  
Sergey Rozhnov:

Better of all to use default settings and set (for example for this strategyGeneratorPro_15_NZDCAD_7544.txt):

1) Trade_Mode=from_file;

2) MagicNumber=7544;

Basically all setfiles for trading can be the same except for the magic number.


Then you can either increase or decrease the Risk, or enable additional recovery, or enable filters, or FIFO rule.

I am asking the set file of Strategy 1 EURUSD which is running rough. I think the default setting is fine, plus close all on Friday.

Sergey Rozhnov  
Tang Ou:

I am asking the set file of Strategy 1 EURUSD which is running rough. I think the default setting is fine, plus close all on Friday.

But the file is wrong. I'll send it to you in a personal message, if you so wish.

Sergey Rozhnov  

Okay, publish here for all those who interested.

First, I set these settings (GenPro-1). Then, when I saw that the EA started working roughly, I found that it has several losing strategies that open and close at the end of the week. I changed the settings to (GenPro-2), thus I removed the restriction on the virtual Deposit and lots, so the EA opened a few more lots and closed in the positive zone.

1) GenPro-1 file

027 

2) GenPro-2 file

028

File:
GenPro-1.set  16 kb
GenPro-2.set  16 kb
Sergey Rozhnov  

For USDCAD2 combination, strategies were optimized in the period 2007-2018. This test for 1999-2007 shows how stable the system is on non-optimized periods.


Для USDCAD2 combination стратегии оптимизировались на промежутке 2007-2018. Это тест на 1999-2007 показывает на сколько стабильна система на неоптимизованных периодах.


USDCAD 1999-2007

025

Sergey Rozhnov  
Version 1.5 2019.01.17

1. Added GlobalRecovery2019. Enabled by default. 
2. Changed default settings.

Версия 1.5 2019.01.17
1. Добавлено GlobalRecovery2019. Включен по-умолчанию. 
2. Изменены настройки по умолчанию.
Sergey Rozhnov  
  • GlobalRecovery2019 - on/off. The new global recovery system 2019 is new among my programs. The essence of the system is not to increase the risk, but to distribute the loss from the losing strategy to other virtual strategies. If you use multiple expert advisors and the same name of the global variable, all expert advisors will work on loss recovery, distributing the load and reducing the recovery time.
  • GlobalRecovery2019_BalanceLimitPercent - if the current virtual balance decreased by GlobalRecovery2019_BalanceLimitPercent percent, It will not participate in the allocation of losses.
  • GlobalRecovery2019_Increment - add to the virtual balance if the global variable is not empty. If 0, the value will be calculated automatically pVirtualBalance / number of local strategies. If you use several expert advisors, it is recommended to set this value to pVirtualBalance/number of all strategies.
  • GlobalRecovery2019 - вкл./выкл. глобальное восстановление 2019. Новая система глобального восстановления 2019 является новой среди моих программ. Суть системы не в повышении риска, а в распределении убытка от проигрышной стратегии в другие виртуальные стратегии. При использовании нескольких советников и одинакового имени глобальной переменной над восстановлением убытка будут работать все советники, распределяя нагрузку и уменьшая время на восстановление.
  • GlobalRecovery2019_BalanceLimitPercent - если текущий виртуальный баланс уменьшился на GlobalRecovery2019_BalanceLimitPercent процентов, то он не будет участвовать в распределении убытков.
  • GlobalRecovery2019_Increment - добавление к виртуальному балансу, если глобальная переменная не пуста. Если 0, то значение будет рассчитываться автоматически pVirtualBalance/кол-во локальных стратегий. Если вы используете несколько советников для работы, то рекомендуется установить данное значение pVirtualBalance/кол-во всех стратегий.
Sergey Rozhnov  

New default settings can be used on EURUSD M15 without strategy files and optimization, using GlobalRecovery2019 strategies help each other to recover losses.

Новые настройки по-умолчанию могут использоваться на EURUSD M15 без файлов стратегий и оптимизации, с помощью GlobalRecovery2019 стратегии помогают друг другу восстанавливать потери.

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