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Advice on building 1hr FX FUZZY LOGIC strategies

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Oliver

Customer, bbp_participant, community, sq-ultimate, 121 replies.

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3 years ago #259808

Hi

Fuzzy logic fx strategies. is it best to build symmetrical strategies or just directional?

does random generation still give better variety?

is it best to set say 4 minimum entry conditions and max 8 with a fuzzy logic of say 25% to 100% conditions present or is it best to set zero and let sqx work it out?

Is it sensible to check robustness like i would inline with the quastic course or is there a flaw with this method in checking robustness on fuzzy logic?

ive attached a set file ive been playing around with. the strategies take a lot more trades than regular sqx build strategies and i also note the drawdowns are bigger. is this what everyone else experiences?

some pointers would be helpful

thanks

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hankeys

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3 years ago #259859

for me your setting is very complicated – why to use multiTF and fuzzy logic? what do you want to achieve? you have already simple strategies without fuzzy?

you are building H1/D1 strategies and with each TF you want 5-8 entry conditions? imagine strategy with 10-16 conditions? what you will get – i am afraid, only overffitted crap. and the same for EXIT conditions? i am not using exit conditions at all – by my findings they are not used many times in the strategies – so for me its only a wasting of time

with so many possible params and by random generation you will need very powerfull PC specs to find something..wiht my 32 cores server i am generating only 120k of raw strategies per hour

its better to use some trailing stop in some strategies – why you have turned off trailing?

dont use VOLUME building blocks for forex

profit factor 1.1 as filtering is for me not enough

i am using only as much simple projects as i can set – for params max 2

why are you using min. distance set to 1? till B129dev6 the min. distance doesnt work properly

closing friday 22:40 for UTC2 data are for me too late – there will be spread widened already, so you will get worse results, i am using 19-21 hours max

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Oliver

Customer, bbp_participant, community, sq-ultimate, 121 replies.

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3 years ago #259861

Thanks Hankeys yeah i definatley agree with you on the multiple time frame point. it takes way too much time to find strategies. it probably is best to look only at simple ones with less entry conditions

i had been messing around with settings i always do use the trialing stop. not sure why that was on the file i loaded. same with the volume.

 

i did not know the min stop is not working. ive used it on all my strtegies so far. ooops

 

i will check the spread change on friday as im sure mine does not widen until the last hour of trading which is why i have it set there.

 

thanks

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