DATFRA - Mt4 EA Builder & Walk Forward Analyser | Page 10 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

Walk Forward Analysis - the process of testing 6 replies

Walk forward analysis for EAs 6 replies

FOREX.com Trading Analyser? 2 replies

Intermarket Analyser 3 replies

Neuroshell Walk Forward Analysis, ATR Questions 0 replies

Attachments: DATFRA - Mt4 EA Builder & Walk Forward Analyser
Exit Attachments

DATFRA - Mt4 EA Builder & Walk Forward Analyser

  • #181
  • Dec 23, 2014 8:22am Dec 23, 2014 8:22am
@za1jcas: IS timespan depends heavily on the system, the trade frequency, the timeframe and the exploited inefficiency, so i cant advise anything here. Its best to try out some IS timespans, while OOS should be kept as small as possible (14 days is good here!)

And you are right for the other thing, it might be some hardware limitation
  • #182
  • Dec 23, 2014 8:26am Dec 23, 2014 8:26am
Quoting VVizlan
Hi Darwin, As others have said, thanks so much for the program and the detailed instructions and explanation of these concepts! I have a question about PSA vs. WFA and what information is displayed in the charts provided in the program. As well, I received some error messages during execution of the builder (simple). From my understanding, a normal WFA optimizes on an in sample data set and forward tests the best performing set of parameters on the out of sample data set. The advantage of PSA is that forward tests are performed on every set of parameters...
Yes this is accurate

Regarding the error message, if it builds nevertheless, thats ok, sometimes this error happens due to unknown reasons, but they do not bias the build in any way as the bad results are just thrown away.

Quoting VVizlan
The reason I ask for clarification is mainly because I don't see where the PSA data is being used or presented anywhere
When you did make the Meta Analysis, you can transform it to a PSA analysis. This can then be opened and datamined, so its a 2 step process, then you get the final data that you can open and see the same diagramms as shown in the PDF!

-Darwin

PS: SORRY FOR THE LATE ANSWER GUYS!
  • #183
  • Dec 23, 2014 8:26am Dec 23, 2014 8:26am
"P.S. Thought you might also want to know that the first time I went to build the cluster (not really sure I know what this means... lol) the MQL4 folder did not exist. It was not created during installation of MT4. So, I simply created an empty folder called MQL4. Everything seems to be working, but perhaps I shouldn't have done this?"

=> Yes this is a known issue, i did fix it in DATFRA-M , but not yet in DATFRA, thanks for reporting you can also copy over the mql4 directory from the Roaming dir (in mt4 go to "open data folder" to find it)
  • #184
  • Jan 1, 2015 5:35pm Jan 1, 2015 5:35pm
Hi Darwin,
Design it to have engine "Discipulus" (rmltech.com) find pure math formulas for trading and have results able to auto trade such as forexsb.com or strategyquant.com and you'd have a product that super exceeds them!......probably for a lower price too?
  • #185
  • Jan 1, 2015 6:16pm Jan 1, 2015 6:16pm
Hi Darwin, just a couple of things to request really.

1.) Can your system be modified to allow pending orders and buy/sell limit orders
2.) When the simulation has completed the last candle for the simulation period, the siumlator adds about 20 RSI windows and a good 10 boillinger bands/averages on the terminal window
3.) I keep finding my symbols dont have enough data, I've tried downloading the raw data and updating the MT4 but to no prevail? Any ideas
4.) How do I change which MT4 broker it looks for in the terminal.exe when it tries to do a simulation?

Liking thus far though, keep up the good work!
  • #186
  • Jan 7, 2015 8:22am Jan 7, 2015 8:22am
Quoting Batch
Hi Darwin, Design it to have engine "Discipulus" (rmltech.com) find pure math formulas for trading and have results able to auto trade such as forexsb.com or strategyquant.com and you'd have a product that super exceeds them!......probably for a lower price too?
Hey Batch, I am not that good in Math, for me as a coder the genetic programming part is the simpler one



Quoting Nednones
Hi Darwin, just a couple of things to request really. 1.) Can your system be modified to allow pending orders and buy/sell limit orders 2.) When the simulation has completed the last candle for the simulation period, the siumlator adds about 20 RSI windows and a good 10 boillinger bands/averages on the terminal window 3.) I keep finding my symbols dont have enough data, I've tried downloading the raw data and updating the MT4 but to no prevail? Any ideas 4.) How do I change which MT4 broker it looks for in the terminal.exe when it tries to do a...
Hey Nednones.

1.) No sorry, this is not possible as I did not implement it
2.) I dont understand, do you talk about mt4 terminal? If so, its mt4's fault
3.) Did you rebuild your cluster afterwards? If so, open mt4 -> click "open data folder" and copy the history\ directory from there to the mt4's install directory, then rebuild it!
4.) It does not use any broker for that, it just launches the mt4 that you used to build the cluster with - offline!

-Darwin
  • #187
  • Jan 9, 2015 6:26am Jan 9, 2015 6:26am
Hi,
I have few questions. Hope you find some time to answer them.

1. I noticed that after deleting all the systems from "Trading System Database" with "including all children" DATFRA folder size dropped only from 50 gb to 35 gb. So it's not removing everything. In datfra folder I see a lot of files left with codded names. How I can remove everything? I do not want to re install datfra every time after deleting some systems.

2. Regarding last question about using datfra with pending orders, is there any chance to hope further working versions with pending orders? It seems MT4 is OK using pending orders with ONLY BAR OPENS data, so intuitively it feels that datfra should be OK too while it is using MT4 for simulations.

3. I missed one very important thing in datfra for me. After scrolling Changelog I saw that it is already done,
Quote
21.4.2014 - WFA insight improved
You can now view the single in-sample and out-of-sample windows on their own/next to each other (equities & statistics)
but still I can't find it! Where is it?

4. Last one, what does these numbers means in image below?

By the way you should link your videos in youtube somewhere in this thread Even version of datfra is changed there is lot of info how to use your software.
Have a nice day!
Attached Image
  • #188
  • Jan 18, 2015 11:18am Jan 18, 2015 11:18am
Hi Darwin-FX, the screenshot attached is what happens when it reaches the end of testing in simulation mode. So in this case I had AUDCAD for 3 years at 1HR period. testing is fine until it reaches a point and the below screen shot is created. Note, I only had two indicators on the main chart window, not loads of indvidual indicator screens as shown in the snapshot
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 209 KB
  • #189
  • Jan 26, 2015 11:47am Jan 26, 2015 11:47am
Hi Darwin,

Thanks so much for sharing this package. Powerful!.

I just want to make sure I have the right steps for testing my own EA. I have everything setup and it seems to be working, the EA has compiled, I have all the history data from ForexTester. I have tried the WFA from 2006-1-1 to 2014-12-31 on EURUSD H4 and it seems to be working well and I my EA is profitable with PF of almost 3.00. I'm optimizing 365 days and trading the next 30 days, and so on. I'm also averaging the best 20 optimized results. I have a nice steady profit curve going up.

Are these the next steps?

1.) MetaAnalysis on the WFA results?
2.) PSA on the MetaAnalysis results?

It that is correct and I have a good Parameter range for the parameters that I'm optimizing. How do I move forward, so for February 2015, how do I determine what is the best parameters for my EA at end of January, 2015. Do I have to manually average the 20 best optimized results for the last 365 days or is this something that DATFRA can help me with as I optimize going forward. Please advise and thanks so much for your hard work and generosity.

TallCoolOne
  • #190
  • Last Post: Jan 28, 2016 7:21pm Jan 28, 2016 7:21pm
Hi,

Does anybody know where to get the mql.exe compiler as the link to that just pulls the MT5 installer.

Thanks.
0 traders viewing now