Hi,
I'm currently doing experiments with EAs that can be adapted to a wide range of market conditions but only perform well as long as these conditions do not change. These conditions may be dominant cycles of certain frequencies (corresponding to ideal moving average perods), autocorrelations with constant lags over a significant amount of time, certain price ranges (in pips) that are respected more often than they are broken, etc.
Some EAs can be extremely well adapted to such things and produce almost straight 45° lines in the equity over the fitted period but show mixed results in other periods. Examples are my well known autocorr EA (http://sites.google.com/site/prof7bit/autocorr) which exploits the autocorrelations created by extensive automated feedback trading by big players or one of the many variants of the single perceptron EAs like the one called "ArtificialIntelligence" from codebase.mql4.com (I don't have the exact link at hand at the moment).
What i am looking for are more such examples. Preferably very impressive examples! If you know of any other freely available EA that can be fitted (overfitted) to such an astonishing degree (without too much parameters to optimize) then please post the link here (maybe together with an equity curve)
Attached is a curve of the previously mentioned autocorr EA.
I'm currently doing experiments with EAs that can be adapted to a wide range of market conditions but only perform well as long as these conditions do not change. These conditions may be dominant cycles of certain frequencies (corresponding to ideal moving average perods), autocorrelations with constant lags over a significant amount of time, certain price ranges (in pips) that are respected more often than they are broken, etc.
Some EAs can be extremely well adapted to such things and produce almost straight 45° lines in the equity over the fitted period but show mixed results in other periods. Examples are my well known autocorr EA (http://sites.google.com/site/prof7bit/autocorr) which exploits the autocorrelations created by extensive automated feedback trading by big players or one of the many variants of the single perceptron EAs like the one called "ArtificialIntelligence" from codebase.mql4.com (I don't have the exact link at hand at the moment).
What i am looking for are more such examples. Preferably very impressive examples! If you know of any other freely available EA that can be fitted (overfitted) to such an astonishing degree (without too much parameters to optimize) then please post the link here (maybe together with an equity curve)
Attached is a curve of the previously mentioned autocorr EA.
Attached Image (click to enlarge)
