EA Factory -
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thread: EA Factory

  1. #81
    Junior Member grandejoder's Avatar
    9
    Just posting to maintain updates to this thread. I will be forward testing many of them.

  2. #82
    Howard:

    Are you speaking in general terms or have you ever reconciled the backtested results with your guide analyzed results trade-by-trade?

    If not, would you be willing to post your guide backtested results for October (pref. In Excel format) so that somebody can conduct a Strategy Tester backtest to compare against?

    I believe that would help Aha and others hugely, especially if there was analysis provided regarding the difference. I would be ready to do the analysis with receipt of the guide backtested transaction logs, EA conduct backtests and obviously stipulated rules document.

    To acquire all this stuff correlating correctly, details details and more details are essential! No surprise since the markets are lively!

    Hi

    Your result is consistent with and affirms my guide backtesting of egy 1 to the month of October which produced 263 pips, we must await the consultation of aha and micardo to see why they have various outcomes

    Please post your results for egy 2 as well. Thanks

    howard

  3. #83
    Junior Member KTS's Avatar
    1
    Aha,
    Thank you for your participation to this forum.
    You have written many specialists.
    Have you come across any that are profitable, and have been profitable within many years, with low/med risk?

    Due

  4. #84
    Senior Member miserabilay's Avatar
    110
    Hi FxBabe,

    I haven't discovered a mechanical system that may be profitable in extended term. The market situation is constantly shifting, the more I code EAs for mechanical methods, the more I know the significance of trader's discretion. If you want to be successful in long term, I figure you need to enhance your trading skills and find your own system. I really don't think there is a shortcut here.... But what I understand, maybe I haven't seen enough.





    Aha,
    Thank you for your participation to this forum.
    You've composed many specialists.
    Have you come across some that are profitable, and have been profitable over many decades, with low/med risk?

    Thanks

  5. #85
    Junior Member javiersd12's Avatar
    21
    Aha,
    Thanks for your contribution to this forum.
    You have written many experts.
    Have you come across any that are profitable, and have been profitable within many years, with low/med risk?

    Due
    There is a huge misunderstanding in the trading world regarding locating The System, profitable over a 100 years without ever having to be touched , once turned on. Unfortunately anyone who looks for such a system does not know that the market is a collection of waves that change in height and width with time. Sometimes the surf pounds smaller and harder and faster, and sometimes it's larger and slower and gentler.

    Looking for a this type of system is like picking the most efficent vehicle to get from point A to point B(a journey across mountain ranges, rivers and plains) is a vehicle with racing suspension and tires, and one non equipment. Well of course it can get there eventually; the racing suspension and tires can allow it to onto the highways and the low equipment will keep the car going on the steep terain. However, we all know it makes much more sense to provide the car several gears, and a much more fexible suspension and a set of different tires.

    The same is true to your own system. It's simple to think you'll find 1 group of configurations that can make your system decently profitable year in and year out to the ever-changing waves of the market. So instead of optimizing your system over 12, 24, 36 months, optimize it on 4,3, or perhaps even only 6 months. And re-optimize every couple of weeks to maintain your own body fitting the market waves most profitably. Your profits will soar while your drawdowns will collapse. I guarantee.

  6. #86
    Junior Member Noroxnda's Avatar
    2
    You will find elements of adaptive algorithm in my trading system.

    I feel a lot of adaptive systems are functioning far and wide. Have you been given such a system you would be coining money. You would hardly talk profitable adaptive system.

    But I think many people can construct flexible system themselves.

  7. #87
    So rather than optimizing your system over 12, 24, 36 months, optimize it on 4,3, or maybe even only 6 months. And then re-optimize every few weeks to maintain your system fitting the market waves most profitably. Your profits will soar while your drawdowns will collapse. I guarantee.
    Nice input aicccia (lots of c's in that screen name!) . The notion of adapting one's method to every-changing market requirements is definitely sound. While I adopt that notion, I also believe in market cycles that at times could represent sudden changes from recent history. By way of example, the summertime make exhibit a specific market personality that abruptly changes when Autumn hits. Thus, if it had been the beginning of Autumn and I'm optimizing based on Summer information, it would seem that I would be out-of-sync using the Autumn cycle.

    While I truly don't think things are this clear-cut, I really do believe in cycles (not always or just seasonal cycles). The question then becomes how do you go about reconciling this with the notion of easily evolving waves based on past xx weeks of history? Yes, one might consider waves just another cycle. But, if cyclical study shows that wave x ray is typically a small wave followed by wave y that's larger, then, certainly optimizing based on wave x wouldn't be optimal will be state.

    Which are your thoughts on adapting the concept of waves with cycles?

    Bill

  8. #88
    Senior Member miserabilay's Avatar
    110
    Well said aicccia. I agree with you. That is why human discretion is important -- a good trader knows when to change equipment.




    there's a huge mistake in the gambling world regarding finding The System, profitable over a 100 years without ever having to be touched again, once turned . Unfortunately anyone who looks for such a system does not understand that the market is a series of waves which change in height and width over time. On occasion the surf pounds smaller and harder and faster, and occasionally it's larger and slower and gentler.

    Looking for a this type of system is similar to picking the most efficent automobile to get from point A to point B(a travel across mountain ranges, rivers and plains) is a vehicle with racing tires and suspension, and one non equipment. Well of course it will get there eventually; the rushing tires and suspension will allow it to on the highways and the very low equipment will continue to keep the car going on the steep terain. However, all of us know it makes a lot more sense to give the car several gears, and also a more fexible suspension along with a set of distinct tires.

    The exact same is true for your system. It is simplistic to think you will find one set of settings which will make your system decently profitable year in and year out to the ever-changing waves of the market. So instead of optimizing your system over 12, 24, 36 months, optimize it on 4,3, or maybe even just 6 weeks. And re-optimize every few weeks to keep your own body fitting the market waves profitably. Your profits will soar while your drawdowns will fall. I guarantee.

  9. #89
    Junior Member tuvi38's Avatar
    4
    We consistently have the exact same notion here:--RRB-. That is why I stopped coding EAs and began looking at Neural Network solutions. The achievement of Phoenix from the EA championship demonstrates that a tuned up easy system may profit in short period, for specific pair. And I feel an NN system may do better.
    Well stated aicccia. I agree with you. This is the reason why human discretion is important -- a good trader understands when to change gear.

    aha

  10. #90
    Senior Member miserabilay's Avatar
    110
    I agree with you too, Bill. It's possible to style self-adaptive fine-tuned EAs, but considering the time and energy demands, it's barely doable. Most of us know market is shifting, but the number of parameters we need to use to characterize the change of market conditions? What kind of instrument we need to develop to accurately measure the shift of each parameter? Then what sorts of egy should be used at which market states? These questions could be Ph.D. thesis issues and likely worth a lot of years of research... much easier than finding the grail.




    Nice input aicccia (lots of c's in that screen name!) . The notion of adapting one's method to every-changing market conditions is definitely sound. While I adopt that notion, I also believe in market cycles which at times could represent sudden changes from recent history. For instance, the Summer months make display a specific market character which abruptly changes when Autumn strikes. Thus, if it had been the beginning of Fall and I am optimizing according to Summer information, it would appear that I would be out-of-sync with the Fall cycle.

    While I truly don't think things are this straightforward, I do believe in bicycles (not necessarily or just seasonal cycles). The question then becomes how can you go about reconciling this with the notion of smoothly evolving waves according to past xx weeks of background? Yes, one might consider waves just another bicycle. However if cyclical study proves that wave x is typically a small wave followed by wave y which is bigger, then, certainly optimizing based on wave x would not be optimal will be say.

    Which are your thoughts on adapting the concept of waves with bicycles?

    Bill

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