Testing result

3/12/2024 08:00 Testing result was a fail. Reported that 
3600 passes were done with 3600 results discarded as insignificant. Simplified it down to a single variable, the trend consistency period, which ran 12 passes and again all discarded as insignificant. I switched to the moving average robot to test the strategy tester and sure enough it brought back some profitable results so nothing wrong with the tester.
I did notice something about the PV trend last night and had some realisations that could simplify and improve the algorithm which I will discuss with you... and the AI. Back into it this morning. 

Comments

Post a Comment

Popular posts from this blog

Stops and line based entry validation

 22/12/24      12:55pm Now that the robot is buying and selling at relatively the right time, this morning has been about working on parameters for the minimum line difference setting.  This is what is being used to determine trend.  There are still a lot of small intermediate trades that I am trying to eliminate with this setting.  Initally starting at 0.00025 this has been increased greatly to 0.04 then 0.05 on the advice of the AI after feeding it the logs and trade results from all the tests.  A lot of small trades are still hitting stop loss early so working on that by implementing what you suggested - raising stops only after certain level of profit has been reached and by increasing the size of the trailing stop.  I know you said not to have a trailing stop but after discussion with the AI it said not having one was practically the same as just increasing the size of it so it doesn't interfere with trades but still has protection from ...
Read more

Momentum

 01/01/25     12:38 As per our discussion I altered the way the lines were being identified by using the 0 or 1 reference built in to MT4 and this seemed to eliminate many of the clusters of bad sell trades that were losing money and consequently after the optimisation took the profit up to over $2400.  And now I will be working on adding momentum detection to the lines crossover to allow the trades to initialise earlier.  With strong momentum the line difference criteria for trade entry can be smaller and therefore closer to the crossover point. The primary indicator is the angle of the lines - closer to a 45 degree the more likely to continue and separate into a larger trend.  The AI suggested factor is magnitude , which is how many bars the direction has been consistent for.  So combining these will give an industry standard indication of momentum that can then be used to reduce the minLineDifference and open trades earlier.  I'm thinking that...
Read more

Strip back to core functionality

 18/12/24     10:40 am Universality for any chart added. 7:41 pm Stripped out all excess entry filters and parameters to focus solely on the White above red functionality and line difference and still wasn't trading properly.  Deactivated the line difference also so the single parameter of white above or below red was the only determining factor for entering trades which revealed issues with how the code is interpreting the data from the White/Red buffers (values) so currently isolating and exploring this code to get it to open a buy when white is above red and then close the buy and open a sell when white crosses below.  So not including the line difference or any other parameters to get this core functionality perfect.  As it is the robot is putting a ton of excess trades on in large clusters and when zooming in looks like it is affected  by spikes in the data or in the price data which it should not be looking at. Obviously there are no spikes in th...
Read more