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Thread: Stat_Euclidean_Metric

  1. #81
    Junior Member Forexpal's Avatar
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    Default Explanation in below post

    Quote Originally Posted by Frankalde View Post
    It must to be some problem for the version of EA "Trailing+Magic" because in the navigator of the MT4 the bonnet of the EA is grey rather than bleu as instead he should be, being a file with extension .mq4; in every case, trying different times, him doesn't also succeed in attaching to the graph.

    I would appreciate, if possible, some suggestion.

    Thank you and best regards.

    Frankalde
    Sorry Frankalde for this unexplained error; above the suggestions for you. Best regards.
    Last edited by Forexpal; 04-10-2009 at 08:40. Reason: Reference location

  2. #82

    Default

    Thank you for reply.
    Well does it performs on your live demo nice or has some problems?

    Quote Originally Posted by Forexpal View Post
    Upon uploading the EA, on line 7 the code was changed to "#c" instead of the propietary link reference. (I don’t have an explanation to this, other than the server messed with the code, if that could be possible). EA gave an "unexpected token error". I see that funyoo uploaded the EA with the correction.

    In order to function properly, this EA has to create the two dat. files required by the base; once you enable the base feature inside the settings, it creates them. They locate in the tester\files folder. They are available in one of funyoo´s earlier posts.

    EA opens trades like a devil. I am currently evaluating functionality, not profit. Works fine with funyoo´s trailing + magic code; which I copied to original EA (without Martingale) to test. EA trails correctly, and only closes it own trades, not others. And after the creation of the dat. files, no more array errors.

    I optimize only fast and slow MACD signals, take profit and stop loss; after that the trailing feature to optimize drawdown

    Attach original EA with trailing + magic. Fine job, funyoo, many thanks again.
    Russian trader

  3. #83
    Junior Member Forexpal's Avatar
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    Default Performs well

    Quote Originally Posted by stace View Post
    Thank you for reply.
    Well does it performs on your live demo nice or has some problems?
    Not any problems at all. Trades heavly, opening many trades, both ways (it is a hedging robot; when "inverse position is false, less hedging trades, but still does).

    With this strategy, in GBPJPY and GBPUSD makes loses on actual market channel conditions, even reducing the time frame from H1 to M15. I believe that on a breakout, the bunch of positions than happen to be on the correct side will gain, while the inverse positions will hit stop loss, and then I will see the huge gains. Like the behavior seen on simulation.
    Last edited by Forexpal; 04-10-2009 at 14:44. Reason: Typo

  4. #84

    Default

    Ok keep trying...
    "I have an eye on you"
    Quote Originally Posted by Forexpal View Post
    Not any problems at all. Trades heavly, opening many trades, both ways (it is a hedging robot; when "inverse position is false, less hedging trades, but still does).

    With this strategy, in GBPJPY and GBPUSD makes loses on actual market channel conditions, even reducing the time frame from H1 to M15. I believe that on a breakout, the bunch of positions than happen to be on the correct side will gain, while the inverse positions will hit stop loss, and then I will see the huge gains. Like the behavior seen on simulation.
    Russian trader

  5. #85
    Junior Member SwingMan's Avatar
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    Default The EA is nice, but...

    The EA is nice, and I tried to understand how it works...
    (Original EA, without martingale).

    - for backtesting, I copied the two .dat files in the "...\tester\files" folder

    - for 1-28 feb. I setted the parameter "basic" on true (the .dat files are filled with data). Then I compared the "trained" results with the filtered signals (base = false) for feb., and started the trading for mar.

    - for 1-31 mar. I setted the parameter "basic" on true (the .dat files are filled with data). Then I compared the "trained" results with the filtered signals (base = false) for mar., and started the trading for april.

    For the parameter "close_orders=true or false" I obtained different results, but not better...

    My remarks:
    - The saving of the win and loss trades, with the relations of the MAs is not necessary, it is possible to simulate the trades for a last period and calculate online the metric.
    - The metric calculation is very nice, and can be also used as filter for many other indicators.

  6. #86
    Junior Member Forexpal's Avatar
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    Default Multiplies $1.000 account by 60 in a month

    Trailing stop feature added huge potential to this EA.

    To obtain similar results, it is first needed to set the “base” to “true”, run a simulation, and then set to false again.

    On live demo account, when other bots loose, I put the Eucledian and it recovers the loses.

    Have not the time to evaluate it deeply as I would. Anyone helping, welcome.

    Externalized the trailing step in order to have less trailing modifications.

    Thanks to all.
    Attached Images Attached Images Stat_Euclidean_Metric-euclidean-gif 
    Attached Files Attached Files

  7. #87
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    Default

    Here is a modified version with a ADX-60M and 15M filter. Should keep us out of a consolidating market. Forexpal, I think we have it now!
    Attached Files Attached Files
    Think of adversity as that tiny piece of sand that gets trapped in the oyster's shell. Although it's a pain in the oyster's arse, he eventually makes a pearl out of it.

    http://hft.serialcoder.com/ -- Quantitative Market Reversal Levels --- The only indicator you'll ever need.

  8. #88

    Exclamation Curve Fit

    A problem with the expert advisor as it stands (and quite possibly why we are seeing such stellar performances) is that it is curve fitting.

    During the "training" cycle we are storing all trade examples.
    On "test" we are accepting the trade when a majority of examples agree
    with what we are seeing. However as we are including the initial trading
    example in this (which will always be correct) we will see an (incorrect)
    winning bias.

    Cutting a long story short, to remove the curve fitting component, we
    must remove all samples with a 0 euclidan distance from evaluation.

    [change 'Euclidean_Metric' function]

    for(i=0;i<num_v;i++)
    {
    for(i1=0;i1<v_dim_x-1;i1++)Metric[i]+=MathPow(X_Data_Base[i][i1]-Vector[i1],2);

    double dist=MathSqrt(Metric[i]);
    if (dist<=0.000000001)
    dist = 1000000000; // remove curve fit samples
    Metric[i] = dist;
    }


    You'll now start seeing more trustworthy results.

  9. #89
    Junior Member Forexpal's Avatar
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    Question The best way of finding out if "it is" or "it is not"

    The best way of finding out if "it is" or "it is not", is to let it trade live for a period, afterwards run a backtest for the selected period, and see what you get.

    Will let you know the results. Thanks Mick.

  10. #90

    Default

    Thanks ForexPal, what you say is quite true.

    I think the effect I was seeing was exasperated by my settings, as the ratio of wins to losses in the "training" section should have also be reflected in the "buy_threshold" and "sell_threshold". (ie i had set my take profit to less than my stoploss so in the training section my probability of winning was pretty much on 0.6, whereas I should have increased the thresholds to be more meaningful)

    Nice coding, whoever made the EA....

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