Cheetah (christof) Thảo luận | Diễn đàn Forex của Myfxbook

Tham gia từ Nov 23, 2009 7bài viết

Dec 01, 2009 at 06:25

Tham gia từ Nov 23, 2009 7bài viết

November 2009 Additional Statistics

Number of trades = 907. (616 winners, 291 loosers, 83 absolute direction changes)
Average winning trade = 220 pips * 0.017 lots. (5 digit pips)
Average loosing trade = 220 pips * 0.018 lots.
Profit Factor = Gross Profit / Gross Loss = 2263 / 1105 = 2.05.
Net Profit / Total Spread = 1159 / (15 pips * 15.88 lots) = 4.86.

rj1forex

Tham gia từ Sep 06, 2009 11bài viết

Dec 01, 2009 at 06:32

Tham gia từ Sep 06, 2009 11bài viết

Christof, awesome system - low DD %, nice gain %. Can you describe what system you are using? TQ.

christof

Tham gia từ Nov 23, 2009 7bài viết

Dec 01, 2009 at 07:16

Tham gia từ Nov 23, 2009 7bài viết

I cannot describe the system (there is none) or the specifics, but I can tell how it works in general:
The decision making is done by neural nets. Before november everything was done in mql4, and now everything is c++ (huge speedup). What I do is programming the input data, architecture, optimization algorithm, fitness function, etc. Then my pc does the number crunching. The results of each optimization run (several hours to days on my 3Ghz Core2Duo) are often pretty different, so I decided to combine some of them again, to yield a single number for market exposure.

doshur

Tham gia từ Oct 02, 2009 53bài viết

Dec 01, 2009 at 08:26

Tham gia từ Oct 02, 2009 53bài viết

Hi,

What kind of neural net is this?

Regards

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CheetahThảo luận