fuzzy logic strategies back test
3 replies
Gianfranco
4 years ago #241935
hi from Gianfranco ………… A DOUBT………… fuzzy logic strategies in mt4 give real results ?
thanks
Gianfranco
hankeys
4 years ago #241945
i have some FUZZY strategies running for now from May…
you know what the fuzzy logic means?
inherently it will have many parameters – i am using max 3 conditions, for example
LongEntrySignal = FUZZY Logic. Variable is true if min 37 % conditions (1 out of 3) are correct:
– (HeikenAshiLow(Main chart)[3] >= SMMA(Main chart,377)[2])
– (SMA(Main chart,50)[8] is rising for 2 bars at 8 bar ago)
– (Bar Closes below KeltnerChannel(Main chart,20, 2).Lower)
you see how many params the strategy will have?
the BT is OK, but its against my basic rule – keep is simple
aslo i dont see any added value in these kind of strategies
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Gianfranco
4 years ago #241950
Hi from Gianfranco…I know fuzzy ….in picture one of my fuzzy strategy…about 1 month…..It could be interesting because the right condition would be activated in that market moment …but they often do not pass the stress tests
thanks Gianfranco
congratulation for the results on fxblue/sqx
mabi
4 years ago #241951
For some instruments and timeframes it is easier to find strategies using fuzzy logic. They also on average seems more adaptable when doing optimization using Walkforward.
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