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25.07.2016 at 13:45 #4475DominikAdministrator
File with my parameters for EURUSD on M5 timeframe as an example is in attachement.
Parameters are optimized for period of time from 2010 – now.
This is how optimization result looks like:
and profit graph:
I’ve optimized parameters also for trading with quick profits in short-time and for long-term stable profit (optimized from year 2000).
I’m waiting for any comments, ideas and opinions how to improve the system.28.07.2016 at 17:18 #4599xdrbgrSpectator
I am trying to optimize eurusd setting a pair, but it does run on the adviser. Then he looked, that you put your sets and downloading the set, tested it on more accurate quotes. Here is a look at the result of his set with a fine sweep to 99.9%.29.07.2016 at 00:36 #4600DominikAdministrator
I am trying to optimize eurusd setting a pair, but it does run on the adviser. Then he looked, that you put your sets and downloading the set, tested it on more accurate quotes. Here is a look at the result of his set with a fine sweep to 99.9%.
I don’t understand in 100% what you wrote, but I think that I can guess most of it I would be very careful in using the system on real account with settings optimized only within two years. You know what I mean? Even if it may be potentially more profitable than optimized for 10 or 15 years – it’s riskier. My approach to this is that the system should be the most stable and resistant to different market behaviours. I compared results of LIVE trading with different settings. Settings optimized only for the year 2016 brought more losses than gains. After many small profitable trades (95% of all was profitable), there was only 1 loss, which took 70-90% of previous profits and it’s not good. I would like to focus on creating optimal settings that will work for a long time in future, so I’m attaching for you to this post best parameters that I have now for EURUSD M5 2000-now.
Below are results of optimization:
As you can see, I changed setting of dynamic lot size from 20 to 10 (that means for each 1000$ on account it will open transaction equal to 0,10 lot). I did so, because I want to trade parallel on other currency pairs to have diversification, greater growth of profit and several opened orders each day. Now, on the safest parameters (over 97% profitable trades) optimized for over 16 years for EURUSD on M5 TF system opens average 1-2 orders each week. Trading only one pair profit will be very small, but when we will add 10 or even 20 another pairs with optimized parameters it will look quite well.
For now, Expert Advisor doesn’t have in code news filter, so when someone want to try this EA on live account (as I’m doing) I suggest to turn it off before news with high impact are published. As soon as I find some time I will certainly add news filter to the system.
OK. Let’s say that parameters are finally as good as possible and now it should be checked last one thing on results tab in strategy tester: when the system was losing money and why? This would eliminate last losses. And there is still only one question, what can I change in system to have better results – higher profit in shorter time? Which condition or what in algorithm can I improve/change/delete? I tried different methods, but as one proverb says: “Two heads are better than one”. So, I’m waiting for every idea, no matter how simple or complicated it will be. If you have any – don’t hesitate, just write, I’ll code it and we will see29.07.2016 at 05:24 #4601xdrbgrSpectator
It’s not the expert testing period, and in testing the accuracy! The accuracy of your test 90% and below (n/a). Those who are engaged in testing strategies and counselors know that the quality of testing in 99.9% is the most approximate to the reality. It is possible for example to compare your result with a test of 90% or less, the gap with the 01.01.2014 on 07.28.2016 and my test results with quality in 99.9% in the same interval. Believe me, the real result will be 99.9%.
In principle no problem to upload the full quotation from 2000 to the present day, to test and put the result here. Just take longer time for me, as a full quotation weigh very much.
In addition, in the last result, your quality of testing generally n/a.29.07.2016 at 05:45 #4602xdrbgrSpectator
Perhaps you will be more useful here is a way to analyze the strategy is …. I’ll post the result for the period, and later to lay out a detailed report for the period from 01.01.2006 on 29.07.2016. In this report, there are more opportunities to analyze the strategy.29.07.2016 at 08:27 #4603DominikAdministrator
You are absolutely right, DimaExtreme, but 90% accuracy is maximal in MT4. Maybe there is no need to use every tick for this strategy and interpolated data from M1 timeframe (it’s “every tick” in MT4) is enough for general testing, but anyway, if we want to have TRUE and precise results it’s obvious we must use really every tick. Another thing in MT4 Strategy Tester is that there are plenty of gaps and data errors during so long period and it’s inevitable 😡
Thank you for your excellent report. This StrategyQuant software is very good, I’m installing it right now for a test. Tell me, do you use this software only to analyze reports from MT4 or it can also test strategies instead of MT4? I mean, how you recieve so high % of modeling quality (accuracy)?
I think that we must use minimum period of 10 years for optimization parameters, what do you think?
Regards!29.07.2016 at 12:14 #4604xdrbgrSpectator
That to get the complete quotations, you need to install the programm Tickstory. Then uploading the full quotation, you must getting optimization and testing, respectively. Resulting in a quality of 99.9%! However, the report itself the result of meager, so must resort to EA_Analizer programm.
Now for the period of optimization and of course the period of the test forward: the smaller timeframe, the less should be a period of optimization and forward test. For M5, it will be enough time to optimize and 2-3 years, and then drive on the forward period as the period before optimization and after. For example, the optimization period will be from 01.01.2012 to 01.01.2015 and formard-period from 01.01.2015 to the present time.
But once you want to absolutely fit for the story, and it is possible to optimize for 9 years, and last year to test survivability strategy obtained settings.29.07.2016 at 12:19 #4605xdrbgrSpectator
Tell me, do you use this software only to analyze reports from MT4 or it can also test strategies instead of MT4? I mean, how you recieve so high % of modeling quality (accuracy)?
This program only uses the result with MT4 and parses sort through all the details! Very useful program.29.07.2016 at 12:25 #4606xdrbgrSpectator
Well, for starters get your result set in the period from 01.01.2006 on 07.28.2016.29.07.2016 at 14:49 #4607DominikAdministrator
Thanks for your replies, DimaExtreme. I’m downloading history for EURUSD from Tickstory right now and I get to work!07.08.2016 at 23:21 #4608DominikAdministrator
In attachment you can find file with newest parameters for current version of Expert Advisor (1.0).
Parameters are optimized on period 2012-now.17.08.2016 at 12:51 #4609DominikAdministrator
In attachment you can find newest settings for EURUSD M5 optimized for 2012-now.
Regards!22.08.2016 at 12:31 #4610DominikAdministrator
In attachment you can find new parameters for EURUSD M5 optimized for 2012-now.
Parameters work on Price Action EA 1.3.
Regards!25.08.2016 at 02:22 #4611tester228Spectator
waiting for other pairs for v1.3 to start using the EA.28.08.2016 at 18:51 #4612DominikAdministrator
waiting for other pairs for v1.3 to start using the EA.
Hi my friend!
I’m working on first public version of second EA which will be soon published in topic “Price Action Moving Averages Strategy” – by the way, it will work on higher timeframe – H4 and it can be even better than Price Action EA, by using purer form of “price action” technique without so many filtering. So, that’s why I’m optimizing right now parameters for that system instead of Price Action Engulfing Candles EA. One of the main assumptions of this forum is to develop and improve all systems and parameters together, so I suggest you to try to optimize better parameters for another currency pairs (also for higher timeframes) and if you’ll find them you can upload them on the forum.
Currently, my priority is to publish all systems that I have and on which I’m working for some time. Besides, I promised many people to publish them soon after that I will surely do everything what I can to make best parameters and share them with you.
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