Viewing 15 posts - 31 through 45 (of 156 total)
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  • #8858
    edu
    Participant

    Hello petko,

    i try this new method and one of the strategies with 0,01 is this

    <script async src=”//s.imgur.com/min/embed.js” charset=”utf-8″></script>

    View post on imgur.com

    It seems to good to be true and infact it has only 103 orders from 2/8/2016 to now

    what do you think they are too poor data? If yes why we put 100 in the optimizer?

    thank you

    #8869

    Hello Edu,

    yes, 100 bars is small, in the video I give just an example method, but you should definitely look for stricter acceptance criteria.

    The minimum I use is 300 count of trades, and depending on the time frame I am looking for 500 or 800 as min for count of trades.

     

    #8884
    Admin bar avatarDesita
    Participant

    Edu, what Petko does in this videos is to show the updates in the functions of EA Studio.

    Each one of us should fine the most strict criteria according to the Historical data each one has.

    If he shows the stricter he uses(he has a lot of data) and we test with such criteria, we would not see any strategies.

    #8892

    Actually the idea here is to test the strategy with not all of the data. OOS helps to test the EAs as they were on Demo.

    Also, when we optimize the EA, it is good to use the OOS, because this way we will see if it was over-optimized.

    Now with the new updates in EA Studio, we can filter the results very well by setting the criteria, but for sure, use stricter criteria as much as possible.

    #8923
    Chingi
    Participant

    Hello Petko,

    I used this method with 250 trade, generated 10 EAs in total for 10 different currency pairs and placed on Demo. The first trades are all on profit.

    Will see ow it goes. Thanks a lot for the awesome videos you are doing!

    #8943

    You are welcome, Chingi!

    If you use 10 different currency pairs, you should make sure that you place equal exposure to the different currencies.

    Do not place only USD pairs for example, because this might bring huge risk to your portfolio if there are some unexpected moves with the USD.

    Hope that makes sense.

     

    #8948
    edu
    Participant

    Hello Petko,

    today i was creating some EAs and i generated this. It seems too strange to be good even if there are a lot of orders opened (more than 300). Shouldn’t this method generate only not over-optimized strategies? (just a question)

     

    View post on imgur.com

    <script async src=”//s.imgur.com/min/embed.js” charset=”utf-8″></script>

    #8952

    Wow, Edu! How did you come up with such an equity line?

    Did you use optimization in In Sample part only?

    Also, how did you generate the strategy?

    #8955
    edu
    Participant

    Hi Petko

    I used the exact procedure you used in your video.

    I imposted out of sample 30% and r-squared in optimization.

    I used the reactor as you teach in the video.

     

    #8962

    Hello Edu,

    really hard to say just from looking at the picture. It looks really too good to be true.

    If you want me to have a deeper look at the EA, you can drop it in the e-mail to Marin, and I will have a look at it during the weekend.

    Cheers,

    #8965
    edu
    Participant

    i tried the montecarlo test and it resulted over optimized so i don’t want make you lose time

    #8968

    Yes, it looks like over-optimized strategy. However, the idea of these tools as Monte Carlo, and OOS, and Multi Markets is to recognize these strategies and eliminate them.

    #8988
    edu
    Participant

    It happened again but this time on another cross. The others strategies look normal but this 8000 trades? What??

    I did again the montecarlo test and it resulted over optimized

     

    View post on imgur.com

    <script async src=”//s.imgur.com/min/embed.js” charset=”utf-8″></script>

    #8991
    jacpin2002
    Participant

    @edu-I am totally going to need a video as to how in the world you are coming up with these strategies, even if they are over optimized. Those results are crazy!

    #8994

    Jacpin, is right, I was wondering as well how you succeeded with this result. Did you get few of these strategies or just one?

    If you got few in the way I showed, I would suggest you to drop them in on Demo account and see what happens, even you saw the bad results in Monte Carlo. If it is just one, than I would say it it some good work of EA Studio to find such a “fantastic” strategy.

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