程序库: BestInterval

Алексей Тарабанов 2018.10.19 23:38 #81

fxsaber:

是的，几乎所有的 TC 都能在一两次点击中呈现出美丽的画面。越是漂亮，它就越会损害自己。所以，这对底线有好处。

但实际上，几乎没人会做任何事。

是啊，最好的办法就是搞死所有人。

... 2018.10.20 06:21 #82

1. 我使用默认参数运行，在第一次运行时，我发现 OnTester Critical Error，第 53 行，如第一条评论所述

2. 第二次优化运行正常

2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   Profit = -9408.19 = -9408.19 + 0.00 (0.00%) - Amount of Delete Intervals = 0
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   00:00:00 - 23:59:59 : Profit = -9408.19 (100.00%), Total = 1552 (42.85%), PF = 0.27, Mean = -6.06, DD = 11981.00, RF = -0.79
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   SUMMARY: 00:00:00 - 23:59:59 : Profit = -9408.19 (100.00%), Total = 1552 (42.85%), PF = 0.27, Mean = -6.06, DD = 11981.00, RF = -0.79
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   Profit = 1832.70 = -9408.19 + 11240.89 (-119.48%) - Amount of Delete Intervals = 1
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   00:00:00 - 05:26:38 : Profit = 730.60 (39.86%), Total = 137 (41.61%), PF = 16.68, Mean = 5.33, DD = 38.25, RF = 19.10
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   15:43:31 - 23:59:59 : Profit = 1102.10 (60.14%), Total = 762 (41.60%), PF = 2.39, Mean = 1.45, DD = 400.95, RF = 2.75
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   SUMMARY: 00:00:00 - 23:59:59 : Profit = 1832.70 (100.00%), Total = 899 (41.60%), PF = 3.18, Mean = 2.04, DD = 400.96, RF = 4.57
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   Profit = 2272.64 = 1832.70 + 439.94 (24.01%) - Amount of Delete Intervals = 2
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   00:00:00 - 05:26:38 : Profit = 730.60 (32.15%), Total = 137 (41.61%), PF = 16.68, Mean = 5.33, DD = 38.25, RF = 19.10
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   15:43:31 - 18:15:27 : Profit = 1339.72 (58.95%), Total = 326 (48.16%), PF = 5.86, Mean = 4.11, DD = 156.95, RF = 8.54
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   21:07:40 - 23:59:59 : Profit = 202.32 (8.90%), Total = 157 (24.84%), PF = 14.31, Mean = 1.29, DD = 19.97, RF = 10.13
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   SUMMARY: 00:00:00 - 23:59:59 : Profit = 2272.64 (100.00%), Total = 620 (40.81%), PF = 7.74, Mean = 3.67, DD = 156.96, RF = 14.48
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   final balance - InitBalance (10000.00) + Profit (-9408.19) without BestInterval.
2018.10.20 00:02:35.785 Core 1  2017.05.16 15:49:00   OnTester - Profit (2272.64) with BestInterval.

3.我选择利润最高的区间，并只在该区间内交易，但交易没有打开，可能是程序库在保护用户不与马丁玩:) 4.

if (!IsTradingTime(15, 45, 18, 15)) return; // 15:45 - 18:15

4. 我只选择平均利润的区间，Expert Advisor 在没有损失的情况下通过了 2017。

5. 我切换到 OOS，即 2018 年，区间优化为 2017 年，"智能交易系统 "也通过了 2017 年而没有崩溃，尽管配置文件大幅下降

fxsaber 2018.10.20 07:06 #83

...:

我使用默认参数运行，第一次出现 OnTester Critical Error，第 53 行，如第一条注释所示。

接近 11 月时，我就会知道原因了。

3.我选择利润最高的区间，并只在该区间内交易，但交易没有打开，可能是程序库试图保护用户不与 martin 玩:)

这种抛出的实现方式违反了原始 TS 的逻辑。这在

交易、自动交易系统和交易策略测试论坛。

库：BestInterval

fxsaber, 2018.10.18 10:28 AM

如果 EA 不是 MT4 风格，库将使用其 90% 的功能。并将获得区间。但是，在测试器中无法立即看到它们的应用。程序员必须为此发明一个大工具。这就是为什么只有 MT4 样式才能展现圣经中 100%的可能性。

所以，要么 MT4 式，要么自己做。如果没有虚拟交易环境，一般情况下是无法完成这项任务的。

fxsaber 2018.10.27 14:08 #84

该资料库很有可能最终定稿。目前的状态是测试版。

SZY

1 undeleted objects left
1 object of type ORDERS left
504232 bytes of leaked memory

如果测试程序中出现此类信息，则是第 1930 版的错误。

fxsaber 2018.11.01 00:40 #85

在 MT4 测试仪中检查了 bibla 当前的所有功能。运行正常。

fxsaber 2018.11.02 14:15 #86

...:

我使用默认参数运行，第一次出现 OnTester Critical Error，第 53 行，如第一条注释所示。

无法运行。

fxsaber 2018.11.02 20:52 #87

fxsaber:
在 MT4 测试仪中检查了 bibla 当前的所有功能。运行正常。

我做了一些修饰，使 MT4-tester 日志中的输出正确无误。如果您对 MT4 有兴趣，它看起来是这样的

计算

BestInterval Action(true - single pass & MT4-style is required) = false

Profit = 196.25 = 196.25 + 0.00 (0.00%) - Amount of Delete Intervals = 0
00:00:00 - 23:59:59 : Profit = 196.25 (100.00%), Total = 1436 (70.19%), PF = 1.01, Mean = 0.14, DD = 3335.13, RF = 0.06
SUMMARY: 00:00:00 - 23:59:59 : Profit = 196.25 (100.00%), Total = 1436 (70.19%), PF = 1.01, Mean = 0.14, DD = 3335.13, RF = 0.06

Profit = 9111.81 = 196.25 + 8915.56 (4543.06%) - Amount of Delete Intervals = 1
00:00:00 - 02:53:38 : Profit = 7422.16 (81.46%), Total = 262 (86.26%), PF = 10.58, Mean = 28.33, DD = 127.97, RF = 58.00
17:45:41 - 23:59:59 : Profit = 1689.65 (18.54%), Total = 257 (67.32%), PF = 1.33, Mean = 6.57, DD = 1366.75, RF = 1.24
SUMMARY: 00:00:00 - 23:59:59 : Profit = 9111.81 (100.00%), Total = 519 (76.88%), PF = 2.56, Mean = 17.56, DD = 861.31, RF = 10.58

Profit = 10303.79 = 9111.81 + 1191.98 (13.08%) - Amount of Delete Intervals = 2
00:00:00 - 02:53:38 : Profit = 7422.16 (72.03%), Total = 262 (86.26%), PF = 10.58, Mean = 28.33, DD = 127.97, RF = 58.00
17:45:41 - 18:32:36 : Profit = 1558.95 (15.13%), Total = 44 (70.45%), PF = 2.35, Mean = 35.43, DD = 367.52, RF = 4.24
19:12:02 - 23:59:59 : Profit = 1322.68 (12.84%), Total = 189 (70.90%), PF = 1.57, Mean = 7.00, DD = 456.22, RF = 2.90
SUMMARY: 00:00:00 - 23:59:59 : Profit = 10303.79 (100.00%), Total = 495 (78.99%), PF = 3.42, Mean = 20.82, DD = 583.22, RF = 17.67

final balance - InitBalance (10000.00) + Profit (196.25) without BestInterval.
OnTester - Profit (10303.79) with BestInterval.
OnTester returns 10303.79000000000087
2714656 tick events (64659 bars, 2714756 bar states) processed in 0:00:40.670 (total time 0:00:41.169)

应用

BestInterval Action(true - single pass & MT4-style is required) = true
Calculation time activated intervals is 2018.11.02 21:30:10 - Test (common folder)  ago.

Amount of Delete Intervals = 2
00:00:00 - 02:53:38 : Profit = 7422.16 (72.03%), Total = 262 (86.26%), PF = 10.58, Mean = 28.33, DD = 127.97, RF = 58.00
17:45:41 - 18:32:36 : Profit = 1558.95 (15.13%), Total = 44 (70.45%), PF = 2.35, Mean = 35.43, DD = 367.52, RF = 4.24
19:12:02 - 23:59:59 : Profit = 1322.68 (12.84%), Total = 189 (70.90%), PF = 1.57, Mean = 7.00, DD = 456.22, RF = 2.90
SUMMARY: 00:00:00 - 23:59:59 : Profit = 10303.79 (100.00%), Total = 495 (78.99%), PF = 3.42, Mean = 20.82

final balance - InitBalance (10000.00) + Profit (10351.44) with BestInterval.
OnTester - Virtual InitBalance (10000.00) + Profit (5003.00) without BestInterval. Profit is calculated with TickValue=1 and w/o Commission+Swap.
OnTester returns 15003.00000000000000

2714862 tick events (64668 bars, 2714962 bar states) processed in 0:00:30.997 (total time 0:00:31.434)

突出显示的内容不匹配。我还没有分析原因。

ZY 第二个变量的计算速度快 25%。

fxsaber 2018.11.08 14:47 #88

在 MT5-Hedge，限价订单是滑动的，这就产生了测试程序，不禁令人烦恼。

切换到 MT5-Exchange-Netting 可以解决这个问题。但 TP 仍会滑动。因此必须用限价交易来替代。这很可能会产生 MT4Orders 在当前执行中看不到的进出交易......

因此，我们必须学习如何在 MT5-Exchange-Netting 上计算和应用 BestInterval，在 MT5-Exchange-Netting 上创建圣杯要困难得多。事实证明，这项任务是可以完成的，但只能在 MT5 中完成，因为 MT5 测试仪与 MT4 测试仪不同，允许使用计时器。没有计时器，就无法进行限价交易。总之，很难向普通人解释所有的陷阱。最后的结果是这样的

计算

BestInterval Action(true - single pass & MT4-style is required) = false

Profit = 18238.00 = 18238.00 + 0.00 (0.00%) - Amount of Delete Intervals = 0 (2018.07.01 - 2018.11.08)
00:00:00 - 23:59:59 : Profit = 18238.00 (100.00%), Total = 1618 (71.76%), PF = 1.46, Mean = 11.27, DD = 2286.00, RF = 7.98
SUMMARY: 00:00:00 - 23:59:59 : Profit = 18238.00 (100.00%), Total = 1618 (71.76%), PF = 1.46, Mean = 11.27, DD = 2286.00, RF = 7.98

Profit = 22915.00 = 18238.00 + 4677.00 (25.64%) - Amount of Delete Intervals = 1 (2018.07.01 - 2018.11.08)
00:00:00 - 10:18:47 : Profit = 3586.00 (15.65%), Total = 306 (72.22%), PF = 1.49, Mean = 11.72, DD = 1117.00, RF = 3.21
11:17:57 - 23:59:59 : Profit = 19329.00 (84.35%), Total = 1134 (73.28%), PF = 1.87, Mean = 17.04, DD = 1204.00, RF = 16.05
SUMMARY: 00:00:00 - 23:59:59 : Profit = 22915.00 (100.00%), Total = 1440 (73.06%), PF = 1.77, Mean = 15.91, DD = 1331.00, RF = 17.22

Profit = 24543.00 = 22915.00 + 1628.00 (7.10%) - Amount of Delete Intervals = 2 (2018.07.01 - 2018.11.08)
02:50:42 - 10:18:47 : Profit = 4854.00 (19.78%), Total = 280 (75.36%), PF = 1.86, Mean = 17.34, DD = 683.00, RF = 7.11
11:17:57 - 23:53:05 : Profit = 19689.00 (80.22%), Total = 1130 (73.36%), PF = 1.90, Mean = 17.42, DD = 1204.00, RF = 16.35
SUMMARY: 00:00:00 - 23:59:59 : Profit = 24543.00 (100.00%), Total = 1410 (73.76%), PF = 1.89, Mean = 17.41, DD = 1279.00, RF = 19.19
BestInterval is saved in "Test"-file in common(MT5)/base(MT4) folder.

final balance - InitBalance (10000.00) + Profit (18238.00) without BestInterval.
OnTester - Profit (24543.00) with BestInterval.
final balance 28238.00 USD
OnTester result 24543
Test passed in 0:00:00.639 (including ticks preprocessing 0:00:00.078).

应用

BestInterval Action(true - single pass & MT4-style is required) = true
Calculation time activated intervals is 2018.11.08 15:09:56 - Test (common folder) 00:31:30 ago.

Amount of Delete Intervals = 2 (2018.07.01 - 2018.11.08)
02:50:42 - 10:18:47 : Profit = 4854.00 (19.78%), Total = 280 (75.36%), PF = 1.86, Mean = 17.34, DD = 683.00, RF = 7.11
11:17:57 - 23:53:05 : Profit = 19689.00 (80.22%), Total = 1130 (73.36%), PF = 1.90, Mean = 17.42, DD = 1204.00, RF = 16.35
SUMMARY: 00:00:00 - 23:59:59 : Profit = 24543.00 (100.00%), Total = 1410 (73.76%), PF = 1.89, Mean = 17.41

final balance - InitBalance (10000.00) + Profit (24543.00) with BestInterval.
OnTester - Virtual InitBalance (10000.00) + Profit (18216.00) without BestInterval. Profit is calculated with TickValue=1 and w/o Commission+Swap.
final balance 34543.00 USD
OnTester result 28216
Test passed in 0:00:00.749 (including ticks preprocessing 0:00:00.078).

我在日志中强调（黄色），在 "real ticks "模式下进行四个月的回溯测试，交易次数大于 1000 次，订单发送次数多达数千次，计算（和应用）最佳间隔时间不到一秒钟。

fxsaber 2018.11.10 10:00 #89

市场爱好者。您可以在几秒钟内将任何 EA（MT4 风格）变得 "漂亮"，只需扔掉更多的坏间隔。程序库会自动完成一切。

之前

之后（任务是扔掉 20 个区间--越多越漂亮）。

我自己使用的区间不超过两个。如果您是为了自己的交易而不是为了市场而编写，请使用低值。

Maxim Dmitrievsky 2018.11.10 10:13 #90

不要向全国的马奎特爱好者提供鸦片 ))

程序库: BestInterval - 页 9