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Old Dog with New Tricks

  • #761
  • Aug 11, 2010 3:05pm Aug 11, 2010 3:05pm
Quoting Rawkstar
Hey RR, here's an example of using 90 and 0.9 to get a successscore of 90:

Could there be a bug in the code that multiplies the successcore by 100?
I think the numbers in brackets are what the minimum criteria you set for the EA i.e. 50% win rate, 0 RR and 0.9R. The numbers to the left of the numbers in brackets are the current projected SS, WR and RR based on the EA's backtesting for this strategy type in this particular hour?
  • #762
  • Aug 11, 2010 4:37pm Aug 11, 2010 4:37pm
Quoting lovejoy80
I think the numbers in brackets are what the minimum criteria you set for the EA i.e. 50% win rate, 0 RR and 0.9R. The numbers to the left of the numbers in brackets are the current projected SS, WR and RR based on the EA's backtesting for this strategy type in this particular hour?
Correct. The numbers on the left mean that my criteria was met and is looking for trades.
  • #763
  • Edited Aug 12, 2010 2:23am Aug 11, 2010 11:13pm | Edited Aug 12, 2010 2:23am
Edit: It actually seems the second part of the problem was due to me having the files open in Excel (it couldn't clear them). The minimum success score works with a decimal place - i.e. 0.5 = 50% 0.6 = 60% and so on.

Confirming the issue here, and furthermore even if you use a decimal place for the success score, it seems to ignore the success score minimum.

I think this is due to the EA failing to clear the csv of optimized settings upon re-initialization. Instead of creating a new optimized settings csv with updated data it appended the new batch of results. Can anyone confirm this is also a bug?

Quoting Rawkstar
Hey RR, here's an example of using 90 and 0.9 to get a successscore of 90:

Could there be a bug in the code that multiplies the successcore by 100?
  • #764
  • Aug 12, 2010 6:10am Aug 12, 2010 6:10am
Ronald just one question for you.
You trade a lot of pairs. Do you use the same setting for optinization for all of them.
At the moment i am testing 20 pairs. I have diferent SL settings for each pair but i used winrate 60% and risk reward 1.2 for all of them. I optimized with sucess score true over 300000 bars. I have quite a few pairs without any tradable hour in csv file.
What would you do with souch pairs. Juste leave them out or lower optimisation settings. I think that with 60% an RR 1.2 they are low allready.
Or should i just leave them as they are and maybee after a month or two there will be some change in the market and after every week optimisation those pairs woul be tradable.

boki
  • #765
  • Aug 12, 2010 7:26am Aug 12, 2010 7:26am
Quoting boki
Ronald just one question for you.
You trade a lot of pairs. Do you use the same setting for optinization for all of them.
At the moment i am testing 20 pairs. I have diferent SL settings for each pair but i used winrate 60% and risk reward 1.2 for all of them. I optimized with sucess score true over 300000 bars. I have quite a few pairs without any tradable hour in csv file.
What would you do with souch pairs. Juste leave them out or lower optimisation settings. I think that with 60% an RR 1.2 they are low allready.
Or should i just leave them...
If the pair's optimization results leave me with no trade options, then I don't bother. I know what sort of results I expect from the market and if the market won't give me what I want, I won't trade it.
  • #766
  • Aug 12, 2010 10:00am Aug 12, 2010 10:00am
Has anyone figured out how to prevent the EA from having 8-10 straight losses on a pair? On on EST and last night while sleeping I had 19 losing trades in a row on 2 pairs.....giving back all my gains for the week so far.

Also..I know there are a few versions of this EA having been posted in this thread...RRs and 2 others I think...one from Steve and one from King.

Have we decided which is the preferred one to use?
  • #767
  • Aug 12, 2010 10:29am Aug 12, 2010 10:29am
Quoting unknown2u
Has anyone figured out how to prevent the EA from having 8-10 straight losses on a pair? On on EST and last night while sleeping I had 19 losing trades in a row on 2 pairs.....giving back all my gains for the week so far.
Also..I know there are a few versions of this EA having been posted in this thread...RRs and 2 others I think...one from Steve and one from King.
Have we decided which is the preferred one to use?
What about ... MaxSimultaneousTrades = 10 ... ? ... perhaps that's a bit to many.
I did change this to just one ... and so far, I had only two losers in a row, but on average it looks like: two wins against one loss.
  • #768
  • Aug 12, 2010 10:43am Aug 12, 2010 10:43am
I ran into a motivation for using a VPS this morning. We had a particularly violent thunder storm come through and knock out the power. When the power came back, the cable (internet) was still out. So my science experiment is going to lose a day until things stabilize.

BTW, the science experiment hasn't been going too well. I've had long strings of losses and don't know if it's due to market conditions or running too many pairs at once. i.e. overloading my computer.
You are in a maze of twisty little passages, all alike.
  • #769
  • Aug 12, 2010 10:44am Aug 12, 2010 10:44am
Quoting DareXau
What about ... MaxSimultaneousTrades = 10 ... ? ... perhaps that's a bit to many.
I did change this to just one ... and so far, I had only two losers in a row, but on average it looks like: two wins against one loss.
That should work. I will try that moving forward...maybe knock it down to 2 or 3 and see what happens.
  • #770
  • Aug 12, 2010 1:14pm Aug 12, 2010 1:14pm
Quoting stevegee58
I ran into a motivation for using a VPS this morning. We had a particularly violent thunder storm come through and knock out the power. When the power came back, the cable (internet) was still out. So my science experiment is going to lose a day until things stabilize.

BTW, the science experiment hasn't been going too well. I've had long strings of losses and don't know if it's due to market conditions or running too many pairs at once. i.e. overloading my computer.
I tried running this on a vps and I find it tricky to run more then 2 currencies at the same time. I also struggle to download more history into mt4 because of restricted resources. So I guess it depends on how much money you want to throw at a vps. I've got a basic package and this ea is just too much for it to handle.

On the other hand, it's motivated me to work toward a better setup at home so I can run it from there
  • #771
  • Aug 12, 2010 1:48pm Aug 12, 2010 1:48pm
For 'just' $720 (Plus tax) You can get the one of the exact same servers I'm running.

Just remove one hard disk, and bump the processor up one.
  • #772
  • Aug 12, 2010 2:02pm Aug 12, 2010 2:02pm
Quoting Ronald Raygun
For 'just' $720 (Plus tax) You can get the one of the exact same servers I'm running.

Just remove one hard disk, and bump the processor up one.
I do like your manly computing setup Ron, but it doesn't solve the power/internet outage problem.

A good VPS company has backup power and redundant network connections.
You are in a maze of twisty little passages, all alike.
  • #773
  • Aug 12, 2010 2:06pm Aug 12, 2010 2:06pm
Quoting MorningMania
I tried running this on a vps and I find it tricky to run more then 2 currencies at the same time. I also struggle to download more history into mt4 because of restricted resources. So I guess it depends on how much money you want to throw at a vps. I've got a basic package and this ea is just too much for it to handle.

On the other hand, it's motivated me to work toward a better setup at home so I can run it from there
I remember when you ran into this problem. But remember I'm successfully running 8 currencies on a very, very crappy Dell 2400 with 500 MB RAM. The critical setting is the "Max Bars in Chart" setting under Tools/Options. Then you just make sure the BarsToOptimize setting in the EA is set to a value smaller than that. I limited myself to 300,000 bars and it worked fine.

Last time I looked, typical VPS specs were better than my setup.
You are in a maze of twisty little passages, all alike.
  • #774
  • Aug 12, 2010 2:09pm Aug 12, 2010 2:09pm
Quoting stevegee58
I do like your manly computing setup Ron, but it doesn't solve the power/internet outage problem.

A good VPS company has backup power and redundant network connections.
I can't solve power/usage.

But what I do have are rented closets around the US (literally, closets) and I put my own custom-built servers there. I pay something like $100 / month for the space, electricity, and internet connection. It's far cheaper than colocation, and in some cases, cheaper--after depreciation--than VPSs.

I suggest you use family/friends. It just happens that my friends are quite tech savvy, and have no problem doing the basic management stuff (set up network, troubleshoot internet connection, etc).
  • #775
  • Aug 12, 2010 2:44pm Aug 12, 2010 2:44pm
Quoting stevegee58
I do like your manly computing setup Ron, but it doesn't solve the power/internet outage problem.

A good VPS company has backup power and redundant network connections.

You could buy a generator and use water as your fuel
  • #776
  • Aug 13, 2010 12:09am Aug 13, 2010 12:09am
Quoting stevegee58
i ran into a motivation for using a vps this morning. We had a particularly violent thunder storm come through and knock out the power. When the power came back, the cable (internet) was still out. So my science experiment is going to lose a day until things stabilize.

Btw, the science experiment hasn't been going too well. I've had long strings of losses and don't know if it's due to market conditions or running too many pairs at once. I.e. Overloading my computer.
i have had nothing but losses all week.
We are our own best indicator.
  • #777
  • Aug 13, 2010 3:35am Aug 13, 2010 3:35am
Ronald: Does the optimizer take into account spread at all when making its assessment? If so is it possible to add an option which lets us set the spread as it may vary at different times of the day. If it's not included, any chance you could add this feature, as the spread could heavily change profit/loss calculations.

Thanks, as always.

To anyone who is having trouble with the EA, make sure you are using a minimum successrate of greater than 0.5 otherwise you have no edge.
  • #778
  • Aug 13, 2010 6:03am Aug 13, 2010 6:03am
Last night while restarting my computer after the power outage, I took the opportunity to tighten my trade criteria since I was unhappy with multi-pair results this week.

I've increased MinimumWinRate from 60 to 65, increased MinimumRiskReward from 1.0 to 1.5. I calculated the stop loss settings as before, using the 10xspread rule of thumb.

I want the EA to be much more selective and take less trades.
You are in a maze of twisty little passages, all alike.
  • #779
  • Aug 13, 2010 7:07am Aug 13, 2010 7:07am
When I try to be more selective on EU (Min Success Rate=55), the EA is not able to find any winning combination. By looking at the optimized settings CSV file I can see all the values to -1.
Maybe my historical data is not acurate, or that just the HiLo strategy didn't perform historically well on this EU pair.

were you able to find winning combinations with the below settings on EU?
Quoting stevegee58
Last night while restarting my computer after the power outage, I took the opportunity to tighten my trade criteria since I was unhappy with multi-pair results this week.

I've increased MinimumWinRate from 60 to 65, increased MinimumRiskReward from 1.0 to 1.5. I calculated the stop loss settings as before, using the 10xspread rule of thumb.

I want the EA to be much more selective and take less trades.
  • #780
  • Aug 13, 2010 7:35am Aug 13, 2010 7:35am
Quoting networker75
were you able to find winning combinations with the below settings on EU?
Frankly I've been running around lately and haven't had a chance for a sit-down with the csv files that the EA generates. I'm hoping to have a look this evening after trading stops. It could very well be that I've tightened things to the point that there will never be any trades.
You are in a maze of twisty little passages, all alike.
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