FxAdn
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FxAdnThảo luận
Apr 30, 2010 at 11:05
659Lượt xem
5 Replies
Tham gia từ Oct 06, 2009
47bài viết
Jul 29, 2010 at 12:31
Happy to present you my last EA,
it's the result of a lot of work (3 years) on datamining, neural network and genetic algorithm ... i wrote a genetic algo that search the best patterns to enter position
i gave the algo 4 differents indicators (inputs), each on differents timeframe (M1, M5, M15, H1, H4) so 20 inputs,
the algo choice the 10 best pattern to buy and 10 to sell, for each pattern, the algo uses 4 or 5 inputs
StopLoss = TakeProfit = ATR(H1)
Actually optimized on period Sept2008-Juill2010, on M1
it's the result of a lot of work (3 years) on datamining, neural network and genetic algorithm ... i wrote a genetic algo that search the best patterns to enter position
i gave the algo 4 differents indicators (inputs), each on differents timeframe (M1, M5, M15, H1, H4) so 20 inputs,
the algo choice the 10 best pattern to buy and 10 to sell, for each pattern, the algo uses 4 or 5 inputs
StopLoss = TakeProfit = ATR(H1)
Actually optimized on period Sept2008-Juill2010, on M1
Tham gia từ Feb 16, 2010
1332bài viết
Jul 29, 2010 at 13:07
It had terrible performance so far. Was the last one trading till now or other EA/manual?
Tham gia từ Oct 06, 2009
47bài viết
Jul 29, 2010 at 14:35
* yes, it's the last one, i ran it for 2 weeks with great results, seems well-synchronised with the market
* each week, i re-synchronize the EA, by searching the best patterns on last 24 months (the genetic algo runs 8h), the 10 pattern in each side (buy & sell) are choosed to provide together the best sharpe ratio global
* each week, i re-synchronize the EA, by searching the best patterns on last 24 months (the genetic algo runs 8h), the 10 pattern in each side (buy & sell) are choosed to provide together the best sharpe ratio global
Tham gia từ Feb 16, 2010
1332bài viết
Jul 29, 2010 at 17:48
I wish you luck, it's never too late to find the right way.
Tham gia từ Oct 06, 2009
47bài viết
Aug 01, 2010 at 20:05
i use the comments to 'save' the weekly results of the EA
week 1 26-30 july : +4978 pips ; 433 trades ; 11.5 pips/trade ; +3.16%
next week, the EA will also trade EURGBP
week 1 26-30 july : +4978 pips ; 433 trades ; 11.5 pips/trade ; +3.16%
next week, the EA will also trade EURGBP
Tham gia từ Oct 06, 2009
47bài viết
Aug 08, 2010 at 21:45
weekly results,
week 1 : 26-30 july : +4978 pips ; 433 trades ; 11.5 pips/trade ; +3.16%
week 2 : 2-6 aug : -1400 pips ; 425 trades ; -3.3 pips/trade ; -0.63%
----------------------------------------------------------------------------------------------------
total : 3565 pips; +2.53%
----------------------------------------------------------------------------------------------------
week 1 : 26-30 july : +4978 pips ; 433 trades ; 11.5 pips/trade ; +3.16%
week 2 : 2-6 aug : -1400 pips ; 425 trades ; -3.3 pips/trade ; -0.63%
----------------------------------------------------------------------------------------------------
total : 3565 pips; +2.53%
----------------------------------------------------------------------------------------------------
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