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Forums>StrategyQuant>Extras & Strategies>EURUSD on the 1 hour chart

  • #241171 |
    Customer
    106 Posts

    Hey, debate is nice :)

    I’ve checked both strategies; Marcel and hankeys – thank you both for your generosity sharing.

    Hankeys looks nicer – better Ret/DD – but from my point of view is clearly less robust. The MC tests are failing following my personal workflow; MC Exact, MC Random. So, always from my perspective I’d choose Marcel’s.

    Regarding the strategies improvement I don’t like it. Strategy is improved enough with the genetic algorithim, in our business Improving means curve fitting and that’s worst nightmare

    #241176
    Customer
    569 Posts

    my strategy was build in 2017 and traded live for 2 years, this is the major robustnest test

    you couldnt compare strategy without EOF, without slippage with this kind of strategy…in real trading you will very soon find out

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #241177
    Customer
    569 Posts

    another major issue – its generated for EURUSD UTC0, you will be trading in this timezone?

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #241179
    Customer
    106 Posts

    Good for you. Congratulations if that’s working to you but I don’t buy it ;)

    #241183
    Customer
    569 Posts

    nobody is selling here, you already downloaded it for free…its my gift for you :)

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #241194
    Customer
    422 Posts

    MC tests are good to see worst performance that can be expected. Otherwise they have the tendency to remove huge amount great strategies. I think this using 50 % of RDD @95% is  no good. I got much better result on unseen OOS using an fixed (2-3) RDD @100% instead and it also feels better knowing that on 300 simulated runs no one was a looser. This way the High RDD strategies are not deleted by MC test and those are the ones that performs best coming OOS and also among the few I have from SQ3 that actually have performed great on Real accounts.

    #241197
    Customer
    61 Posts

    most probably because of user :) from this picture i cant tell you anything – info whats wrong are in logs in metatrader you are doing something wrong and i dont totally understand why the hell many people need to do backtests in metatrader? if you dont have tick data suite, backtesting in MT is nonsense

    Hello, Thank you for your answer. Enclosed I now send you the excerpt from the log file to your EA. Basically the test in the Metatrader is about what exactly your EA didn’t do, namely a test that it works at all. I would be very happy if you could tell me why your EA doesn’t work. Thanks a lot!

     

    @Hankeys:

    would you be so kind and tell me why the file you gave me does not trigger a trade in the Metatrader?

    Hello! I'm looking for people who want to earn some money on the side! The entry is simple, just install the browser https://get.cryptobrowser.site/4117939 and use it daily. It's fast, easy to find and practical to use - you'll love it! But the main thing is that you can earn Bitcoins directly in it! Does that sound good? Don't think long and join in!

    #241202
    Customer
    569 Posts

    hard to say, never have problem with any strategy – i dont know why the MT is telling you thats not a EA

    i dont know how are you producing MQL code from SQ, i dont know your MT build you are using, etc. etc.

    try this comiled EX4

     

    Attachments in this forum are visible only to Customers.

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #241211
    Customer
    61 Posts

    Same. No change. Your EA do not start any action in the backtest of metatrader and i can not install him in a chart…..

    Hello! I'm looking for people who want to earn some money on the side! The entry is simple, just install the browser https://get.cryptobrowser.site/4117939 and use it daily. It's fast, easy to find and practical to use - you'll love it! But the main thing is that you can earn Bitcoins directly in it! Does that sound good? Don't think long and join in!

    #241214
    Customer
    569 Posts

    cant help, it works for me…try this MQL file and compile for yourself

    Attachments in this forum are visible only to Customers.

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #241216
    Customer
    106 Posts

    Well, maybe we’re talking about obvious thongs but if @notch you say Genetic algorithm is not searching by improvement… well nothing to argue, look at wikipedia.

    And yes, curve fitting is worst nightmare. All of us are curvefitting, if not look at this sample of 3.000 strategies. They have an average Profit Factor = 1,6 aprox on 15 years. After the first 18 months this 3.000 strategies go to PF=1,4. That’s Mr curvefitting in action

     

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    #241217
    Customer
    61 Posts

    Gentlemen,

    i appreciate this lively conversation and i appreciate the diversity because i can give my part of knowledge and take something out of every variance.

    Please don’t get lost in a competition that is not one.
    We can all profit from each other and should do so because only in the community can we achieve what we all want……earn money…..as fast and as long as possible.

    Alone never one will be as strong as a community so let us work together and not against each other.

    Hello! I'm looking for people who want to earn some money on the side! The entry is simple, just install the browser https://get.cryptobrowser.site/4117939 and use it daily. It's fast, easy to find and practical to use - you'll love it! But the main thing is that you can earn Bitcoins directly in it! Does that sound good? Don't think long and join in!

    #241219
    Customer
    61 Posts

    @hankeys:

     

    do you have a custom indicator that I don’t have?

    Hello! I'm looking for people who want to earn some money on the side! The entry is simple, just install the browser https://get.cryptobrowser.site/4117939 and use it daily. It's fast, easy to find and practical to use - you'll love it! But the main thing is that you can earn Bitcoins directly in it! Does that sound good? Don't think long and join in!

    #241221
    Customer
    422 Posts

    Well, maybe we’re talking about obvious thongs but if @notch you say Genetic algorithm is not searching by improvement… well nothing to argue, look at wikipedia. And yes, curve fitting is worst nightmare. All of us are curvefitting, if not look at this sample of 3.000 strategies. They have an average Profit Factor = 1,6 aprox on 15 years. After the first 18 months this 3.000 strategies go to PF=1,4. That’s Mr curvefitting in action

     

    No it is actually just one year of data.  You have to compare it with the combined worst year during this 15 years not the average. But thanks this kind of comparison can be useful indeed to find adaptable good performing strategies using Walkforward  on another set of 15 years unseen data. This should prove the usefulness of Walkfoward  optimization.

    #241223
    Customer
    422 Posts

    MC tests are good to see worst performance that can be expected. Otherwise they have the tendency to remove huge amount great strategies. I think this using 50 % of RDD @95% is no good. I got much better result on unseen OOS using an fixed (2-3) RDD @100% instead and it also feels better knowing that on 300 simulated runs no one was a looser. This way the High RDD strategies are not deleted by MC test and those are the ones that performs best coming OOS and also among the few I have from SQ3 that actually have performed great on Real accounts.

    Makes sense. If I can produce 100000 strategies in a week, I’m okay with losing a huge amount of great strategies due to false negatives. It comes with the research progress.

    Well, you want to keep as many as possible in order to diversify to later merge them so You can cover different market conditions. Being to tuf when especially doing MC you will only have a few strategies left that takes the same trades . If you ease up on this you can find 20 strategies on the same instrument and time frame that do not take the same trades and it does not mean they are curvefitted and  MC have not been able to prove an improved performance going forward unfortunately. This is today easily tested using a taskflow having X amount of OOS years and then just Run different MC tests to see how this improved performance of the strategies going forward and You find that is has no effect at all.  Well MC spread ( alone) with very tuf settings have a >70% performance on OOS unseen.

    Just want to add that i am still using MC even thought i have proved to my self that it has no effect .. :)

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