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Thread: PerceptronOscill_v1 EA

  1. #11
    Junior Member
    Join Date
    Oct 2008
    Posts
    21

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    HI Logan113,

    ran a quick test on alpari with your new EA and settings and the results are below, and results are comparative with yours consdering my modelling quality is not as good as yours!
    Attached Images Attached Images PerceptronOscill_v1 EA-strategytester-gif 
    Attached Files Attached Files

  2. #12

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    thank . yours looks also very nice. i'll post soonen other .set file with the time filter optimized

  3. #13

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    v1.02 time filter enabled.

    set 1 :

    profit : + 5660%
    RDD : 29.66%
    Attached Images Attached Images PerceptronOscill_v1 EA-perceptronoscill_v1-ea-eu-m5-v1-02-tf-1-gif 
    Attached Files Attached Files

  4. #14

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    set 2 :

    profit : + 2010%
    RDD : 26.17%
    Attached Images Attached Images PerceptronOscill_v1 EA-perceptronoscill_v1-ea-eu-m5-v1-02-tf-2-gif 
    Attached Files Attached Files

  5. #15

    Default

    >>filtering flat markets

    One approach I have taken is to divide the BB upper and lower line range by the spread. To trade, you have to have at least n times the spread between the BB bands. 5 is a good starting number for optimization.

    Just an idea...

    MM

  6. #16

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    nice i'll have a try. thank you.

  7. #17
    Junior Member
    Join Date
    Oct 2008
    Posts
    21

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    Logan113, many thanks for the new set files, i have tested set 1 below

    v1.02 time filter enabled alpari UK results from 01/01/2009 to today - Looks beautiful!!
    Attached Images Attached Images PerceptronOscill_v1 EA-strategytester-gif 
    Attached Files Attached Files

  8. #18

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    Hi funyoo, i found an error in the code that limited the perceptronoscill filter part of the code as it was using period of the perceptronoscill sigal part.

    Original coding :

    Code:
    if(period<2)period=2;
          if(period>90)period=90;
    
          kk=NormalizeDouble(d/(period+1),0);
      
          double pco=0.0;
          for(c=period;c>1;c--){
             pco=pco+(((kk*c)-(d/2))*(iClose(NULL,signaltf,shift)-iClose(NULL,signaltf,shift+c)));
          }
          double pcoa=0.0;
          for(c=period;c>1;c--){
             pcoa=pcoa+(((kk*c)-(d/2))*(iClose(NULL,signaltf,shift+1)-iClose(NULL,signaltf,shift+1+c)));
          }
          double pco2=0.0;
          for(c=period;c>1;c--){
             pco2=pco2+(((kk*c)-(d/2))*(iClose(NULL,filtertf,shift)-iClose(NULL,filtertf,shift+c)));
          }
          double pco2a=0.0;
          for(c=period;c>1;c--){
             pco2a=pco2a+(((kk*c)-(d/2))*(iClose(NULL,filtertf,shift+1)-iClose(NULL,filtertf,shift+1+c)));
          }
          time=Time[0];
    updated code :
    Code:
          if(period<2)period=2;
          if(period>90)period=90;
          if(period2<2)period2=2;
          if(period2>90)period2=90;
    
          kk=NormalizeDouble(d/(period+1),0);
          double kk2=NormalizeDouble(d/(period2+1),0);
      
          double pco=0.0;
          for(c=period;c>1;c--){
             pco=pco+(((kk*c)-(d/2))*(iClose(NULL,signaltf,shift)-iClose(NULL,signaltf,shift+c)));
          }
          double pcoa=0.0;
          for(c=period;c>1;c--){
             pcoa=pcoa+(((kk*c)-(d/2))*(iClose(NULL,signaltf,shift+1)-iClose(NULL,signaltf,shift+1+c)));
          }
          double pco2=0.0;
          for(c=period2;c>1;c--){
             pco2=pco2+(((kk2*c)-(d/2))*(iClose(NULL,filtertf,shift)-iClose(NULL,filtertf,shift+c)));
          }
          /*double pco2a=0.0;
          for(c=period2;c>1;c--){
             pco2a=pco2a+(((kk2*c)-(d/2))*(iClose(NULL,filtertf,shift+1)-iClose(NULL,filtertf,shift+1+c)));
          }*/  // not used in the ea
    Maybe that should be interesting to make an other optimization with the non limited filter we could get better results

    Ps: V1.02 was not correcting all the filter. a mistake i made (luckily... )

  9. #19

    Default

    I started today a new optimization with GU, UJ, GJ

    Will post results in 4 or 5 days if there is no crash

  10. #20

    Cool

    Using v1 with Funyoo's set file on eu m5, Alpari UK data, I get these results. Great profit, but the drawdown is kinda high.

    Seems like big profits and big drawdown go together.

    Year: 2009
    Profit: 1667.32%
    RDD: 52.50%

    MM
    Attached Images Attached Images PerceptronOscill_v1 EA-perceptron-v1-eu-m5-2009-gif 

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