Machine Learning in ProOrder ProRealTime

• 04/15/2020 at 7:31 PM #126332
  Bard

  Ps/ I know there is an extra 6 months  running time on the problem £21k system, not that the extra 6 months helped it much!

  

  Bard

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  04/15/2020 at 7:39 PM #126333
  Bard

  The link above is a link to use of the Heuristic Cycle Limit … is this what you meant to libk to?

  That’s what I thought I’d posted but if you look carefully (and I totally get why things are easy to miss in this jungle of code!) you’ll see there’s no “ElsIf HeuristicsAlgo2 = 1 Then” or ElsIf HeuristicsAlgo3 = 1 Then. This is needed to switch algos.

  Doesn’t above mean that HeuristicsAlgo2  and HeuristicsAlgo3 would work together at the same time??

  Probably, as you can see I tried the more sensible initialisation code that you linked to (126009) but that didn’t work and so I’ve tagged Nicolas. If you read my last post directly above I might still have to go through the code with a tooth comb using the difference checker website and get rid of any other errors/spacing/errant returns.

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  Bard

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  04/15/2020 at 9:39 PM #126336
  Bard

  WinCount Note: Re: Ehler’s Unic Osc ML systems on here, I would replace my WinCount codes order for this original order of WinCount strategy instructions below and with PIncPos + “1” instead of the older version within this thread, PIncPos + “increments.” I spotted an incorrect order on post: https://www.prorealcode.com/topic/machine-learning-in-proorder/page/8/#post-126009
  I’ve pasted the correct ordered code below. (I originally altered the order for easier understanding). Note I’ve also labelled Mode as Mode 1. Be sure to include Mode “1” within the code where needed, or you can strip the “1” off of Mode.
  @bertrandpinoy

  Correct WinCount Order

  //ValueX If WinCountA > WinCountB and StratAvgA > StratAvgB Then Mode1 = 0 //Strategy is performing well with current variable, do not optimise ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode1 = 1 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode1 = 2 //For strategy performing worse Next cycle optimise with negative increments ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode1 = 1 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode1 = 1 //For strategy performing better Next cycle again optimise with positive increments ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode1 = 2 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode1 = 1 //For strategy performing worse Next cycle optimise with positive increments ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode1 = 2 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode1 = 2 //For strategy performing better Next cycle again optimise with negative increments EndIf ————— //ValueY If WinCountA2 > WinCountB2 and StratAvgA2 > StratAvgB2 Then Mode2 = 0 //Strategy is performing well with current variable, do not optimise ElsIf WinCountA2 < WinCountB2 and StratAvgA2 < StratAvgB2 and Mode2 = 1 Then ValueX = ValueX - (Increment2*NIncPos2) NIncPos2 = NIncPos2 + 1 Mode2 = 2 //For strategy performing worse Next cycle optimise with negative increments ElsIf WinCountA2 >= WinCountB2 or StratAvgA2 >= StratAvgB2 and Mode2 = 1 Then ValueX = ValueX + (Increment2*PIncPos2) PIncPos2 = PIncPos2 + 1 Mode2 = 1 //For strategy performing better Next cycle again optimise with positive increments ElsIf WinCountA2 < WinCountB2 and StratAvgA2 < StratAvgB2 and Mode2 = 2 Then ValueX = ValueX + (Increment2*PIncPos2) PIncPos2 = PIncPos2 + 1 Mode2 = 1 //For strategy performing worse Next cycle optimise with positive increments ElsIf WinCountA2 >= WinCountB2 or StratAvgA2 >= StratAvgB2 and Mode2 = 2 Then ValueX = ValueX - (Increment2*NIncPos2) NIncPos2 = NIncPos2 + 1 Mode2 = 2 //For strategy performing better Next cycle again optimise with negative increments EndIf

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  //ValueX   If WinCountA > WinCountB and StratAvgA > StratAvgB Then Mode1 = 0 //Strategy is performing well with current variable, do not optimise   ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode1 = 1 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode1 = 2 //For strategy performing worse Next cycle optimise with negative increments   ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode1 = 1 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode1 = 1 //For strategy performing better Next cycle again optimise with positive increments   ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode1 = 2 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode1 = 1 //For strategy performing worse Next cycle optimise with positive increments   ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode1 = 2 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode1 = 2 //For strategy performing better Next cycle again optimise with negative increments   EndIf   —————   //ValueY   If WinCountA2 > WinCountB2 and StratAvgA2 > StratAvgB2 Then Mode2 = 0 //Strategy is performing well with current variable, do not optimise   ElsIf WinCountA2 < WinCountB2 and StratAvgA2 < StratAvgB2 and Mode2 = 1 Then ValueX = ValueX - (Increment2*NIncPos2) NIncPos2 = NIncPos2 + 1 Mode2 = 2 //For strategy performing worse Next cycle optimise with negative increments   ElsIf WinCountA2 >= WinCountB2 or StratAvgA2 >= StratAvgB2 and Mode2 = 1 Then ValueX = ValueX + (Increment2*PIncPos2) PIncPos2 = PIncPos2 + 1 Mode2 = 1 //For strategy performing better Next cycle again optimise with positive increments   ElsIf WinCountA2 < WinCountB2 and StratAvgA2 < StratAvgB2 and Mode2 = 2 Then ValueX = ValueX + (Increment2*PIncPos2) PIncPos2 = PIncPos2 + 1 Mode2 = 1 //For strategy performing worse Next cycle optimise with positive increments   ElsIf WinCountA2 >= WinCountB2 or StratAvgA2 >= StratAvgB2 and Mode2 = 2 Then ValueX = ValueX - (Increment2*NIncPos2) NIncPos2 = NIncPos2 + 1 Mode2 = 2 //For strategy performing better Next cycle again optimise with negative increments   EndIf

  

  Bard

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  04/16/2020 at 9:50 AM #126368
  GraHal

  So does above mean you are getting more consistent results now with the ML Systems?

  Are you able to see / detect that the Heuristics Cycle Limit is working?

  If as an experiment if you set the Heuristic Cycle Limit  = 10 then you should see from GRAPH Valuex, ValueY and ValueZ that for 10 trades only ValueX changes for example (while ValueY and ValueZ do not change for 10 trades etc)?

  You may be able to see above for Heuristic Cycle Limit  = 3, but it may not be so obvious??

  

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  04/16/2020 at 4:24 PM #126419
  Francesco

  Machine learning implemented in a simple AUDCAD system, robustness test included.

  defparam cumulateorders = false once longtrading= 1 once shorttrading= 1 n = 1 m = 3 l = 90 //Robustness Tester once j = 0 once flag = 1 if flag = 1 then j = j + 1 if j > 1 then flag = -1 j = j - 1 endif endif if flag = -1 then j = j - 1 if j = 0 then j = j + 1 flag = 1 endif endif tradeon = 1 if opendate >= 20000101 then if barindex mod 1 = 0 or barindex mod 1 = j then tradeon = 1 endif endif // Heuristics Algorithm Start If onmarket[1] = 1 and onmarket = 0 Then optimize = optimize + 1 EnDif StartingValue = 140 ResetPeriod = 26 //Specify no of months after which to reset optimization Increment = 20 MaxIncrement = 3 //Limit of no of increments either up or down Reps = 22 //Number of trades to use for analysis MaxValue = 320 //Maximum allowed value MinValue = increment //Minimum allowed value once monthinit = month once yearinit = year If (year = yearinit and month = (monthinit + ResetPeriod)) or (year = (yearinit + 1) and ((12 - monthinit) + month = ResetPeriod)) Then ValueX = StartingValue WinCountB = 0 StratAvgB = 0 BestA = 0 BestB = 0 monthinit = month yearinit = year EndIf once ValueX = StartingValue once PIncPos = 1 //Positive Increment Position once NIncPos = 1 //Neative Increment Position once Optimize = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments //once WinCountB = 3 //Initialize Best Win Count //GRAPH WinCountB coloured (0,0,0) AS "WinCountB" //once StratAvgB = 4353 //Initialize Best Avg Strategy Profit //GRAPH StratAvgB coloured (0,0,0) AS "StratAvgB" If Optimize = Reps Then WinCountA = 0 //Initialize current Win Count StratAvgA = 0 //Initialize current Avg Strategy Profit For i = 1 to Reps Do If positionperf(i) > 0 Then WinCountA = WinCountA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1) Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit //Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1" //Graph (PositionPerf(2)*countofposition[2]*100000)*-1 as "PosPerf2" //Graph StratAvgA*-1 as "StratAvgA" //once BestA = 300 //GRAPH BestA coloured (0,0,0) AS "BestA" If StratAvgA >= StratAvgB Then StratAvgB = StratAvgA //Update Best Strategy Profit BestA = ValueX EndIf //once BestB = 300 //GRAPH BestB coloured (0,0,0) AS "BestB" If WinCountA >= WinCountB Then WinCountB = WinCountA //Update Best Win Count BestB = ValueX EndIf If WinCountA > WinCountB and StratAvgA > StratAvgB Then Mode = 0 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode = 2 ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode = 1 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode = 1 ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 2 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode = 2 EndIf If NIncPos > MaxIncrement or PIncPos > MaxIncrement Then If BestA = BestB Then ValueX = BestA Else If reps >= 10 Then WeightedScore = 10 Else WeightedScore = round((reps/100)*100) EndIf ValueX = round(((BestA*(20-WeightedScore)) + (BestB*WeightedScore))/20) //Lower Reps = Less weight assigned to Win% EndIf NIncPos = 1 PIncPos = 1 ElsIf ValueX > MaxValue Then ValueX = MaxValue ElsIf ValueX < MinValue Then ValueX = MinValue EndIF Optimize = 0 EndIf // Heuristics Algorithm End cs= summation[n](close>open) = n cs = cs and close>bollingerup[valuex](close) and close>dlow(2) cl= summation[m](close<open) = m cl = cl and close<bollingerdown[valuex](close) and close<Dhigh(2) size = 2 //entry conditions if shorttrading then if cs and tradeon then sellshort size contract at market endif endif if longtrading then if cl and tradeon then buy size contract at market endif endif //exit conditions if shortonmarket and close<average[l](close) then exitshort at market endif if longonmarket and close>average[l](close) then sell at market endif // Stop and target SET TARGET pPROFIT 50 StartBreakeven = 30 // How much pips/points in gain to activate the Breakeven function? PointsToKeep = 0 // How much pips/points to keep in profit above of below our entry price when the Breakeven is activated (beware of spread) // Reset the BreakevenLevel when no trade are on market IF NOT ONMARKET THEN BreakevenLevel=0 ENDIF // Test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //Calculate the BreakevenLevel BreakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF // Place the new stop orders on market at BreakevenLevel IF BreakevenLevel>0 THEN SELL AT BreakevenLevel STOP ENDIF IF SHORTONMARKET AND tradeprice(1)-close>startBreakeven*pipsize THEN //Calculate the BreakevenLevel BreakevenLevel = tradeprice(1)-PointsToKeep*pipsize ENDIF //Place the new stop orders on market at BreakevenLevel IF BreakevenLevel>0 THEN EXITSHORT AT BreakevenLevel STOP ENDIF

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  defparam cumulateorders = false   once longtrading= 1 once shorttrading= 1   n = 1 m = 3 l = 90   //Robustness Tester once j = 0 once flag = 1   if flag = 1 then j = j + 1 if j > 1 then flag = -1 j = j - 1 endif endif   if flag = -1 then j = j - 1 if j = 0 then j = j + 1 flag = 1 endif endif   tradeon = 1 if opendate >= 20000101 then if barindex mod 1 = 0 or barindex mod 1 = j then tradeon = 1 endif endif   // Heuristics Algorithm Start   If onmarket[1] = 1 and onmarket = 0 Then optimize = optimize + 1 EnDif   StartingValue = 140 ResetPeriod = 26 //Specify no of months after which to reset optimization Increment = 20 MaxIncrement = 3 //Limit of no of increments either up or down Reps = 22 //Number of trades to use for analysis MaxValue = 320 //Maximum allowed value MinValue = increment //Minimum allowed value   once monthinit = month once yearinit = year If (year = yearinit and month = (monthinit + ResetPeriod)) or (year = (yearinit + 1) and ((12 - monthinit) + month = ResetPeriod)) Then ValueX = StartingValue WinCountB = 0 StratAvgB = 0 BestA = 0 BestB = 0 monthinit = month yearinit = year EndIf once ValueX = StartingValue once PIncPos = 1 //Positive Increment Position once NIncPos = 1 //Neative Increment Position once Optimize = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments //once WinCountB = 3 //Initialize Best Win Count //GRAPH WinCountB coloured (0,0,0) AS "WinCountB" //once StratAvgB = 4353 //Initialize Best Avg Strategy Profit //GRAPH StratAvgB coloured (0,0,0) AS "StratAvgB"   If Optimize = Reps Then WinCountA = 0 //Initialize current Win Count StratAvgA = 0 //Initialize current Avg Strategy Profit   For i = 1 to Reps Do If positionperf(i) > 0 Then WinCountA = WinCountA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1) Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit //Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1" //Graph (PositionPerf(2)*countofposition[2]*100000)*-1 as "PosPerf2" //Graph StratAvgA*-1 as "StratAvgA" //once BestA = 300 //GRAPH BestA coloured (0,0,0) AS "BestA" If StratAvgA >= StratAvgB Then StratAvgB = StratAvgA //Update Best Strategy Profit BestA = ValueX EndIf //once BestB = 300 //GRAPH BestB coloured (0,0,0) AS "BestB" If WinCountA >= WinCountB Then WinCountB = WinCountA  //Update Best Win Count BestB = ValueX EndIf   If WinCountA > WinCountB and StratAvgA > StratAvgB Then Mode = 0 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode = 2 ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode = 1 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode = 1 ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 2 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode = 2 EndIf   If NIncPos > MaxIncrement or PIncPos > MaxIncrement Then If BestA = BestB Then ValueX = BestA Else If reps >= 10 Then WeightedScore = 10 Else WeightedScore = round((reps/100)*100) EndIf ValueX = round(((BestA*(20-WeightedScore)) + (BestB*WeightedScore))/20) //Lower Reps = Less weight assigned to Win% EndIf NIncPos = 1 PIncPos = 1 ElsIf ValueX > MaxValue Then ValueX = MaxValue ElsIf ValueX < MinValue Then ValueX = MinValue EndIF   Optimize = 0 EndIf   // Heuristics Algorithm End     cs= summation[n](close>open) = n cs = cs  and close>bollingerup[valuex](close)  and close>dlow(2) cl= summation[m](close<open) = m cl = cl   and close<bollingerdown[valuex](close) and close<Dhigh(2)     size = 2   //entry conditions if shorttrading then if cs and tradeon then sellshort size contract at market endif endif   if longtrading then if cl and tradeon then buy size contract at market endif endif   //exit conditions if shortonmarket and close<average[l](close) then exitshort at market endif     if longonmarket and close>average[l](close) then sell at market endif   // Stop and target SET TARGET pPROFIT 50   StartBreakeven = 30 // How much pips/points in gain to activate the Breakeven function? PointsToKeep = 0 // How much pips/points to keep in profit above of below our entry price when the Breakeven is activated (beware of spread)   // Reset the BreakevenLevel when no trade are on market IF NOT ONMARKET THEN BreakevenLevel=0 ENDIF   // Test if the price have moved favourably of "startBreakeven" points already IF LONGONMARKET AND close-tradeprice(1)>=startBreakeven*pipsize THEN //Calculate the BreakevenLevel BreakevenLevel = tradeprice(1)+PointsToKeep*pipsize ENDIF   // Place the new stop orders on market at BreakevenLevel IF BreakevenLevel>0 THEN SELL AT BreakevenLevel STOP ENDIF   IF SHORTONMARKET AND tradeprice(1)-close>startBreakeven*pipsize THEN //Calculate the BreakevenLevel BreakevenLevel = tradeprice(1)-PointsToKeep*pipsize ENDIF   //Place the new stop orders on market at BreakevenLevel IF BreakevenLevel>0 THEN EXITSHORT AT BreakevenLevel STOP ENDIF

   

   

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  Francesco

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  04/16/2020 at 6:11 PM #126440
  GraHal

  Well done You!

  Francesco wrote:

  if barindex mod 1 = 0 or barindex mod 1 = j then

  Anybody … do you know what mod is in the above code (at Line 32) and what is it used for?

  I used the e-find and can’t find mod anywhere else in the code apart from the line above.

  I inserted ‘modulo’ instead of mod but it gave a syntax error.

  

  GraHal

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  04/16/2020 at 6:31 PM #126441
  Francesco

  Well i don’t know Grahal, it’s part of the robustness tester you should ask Vonasi.
  I just edited qty and random variables with “1” and deactivated the tester, so line 10 to 35 are useless in the code.

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  Francesco

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  04/17/2020 at 12:26 PM #126532
  Bard

  Hi fifi743, thanks for the code modifications. Whilst I find it easy to understand using Value X and Y for an Oscillator’s threshold entries/exits, I’m not clear what this system is optimising? Could you please explain the Period 7 and Period 14 and how they’re being optimised in relation to the “once Value Y = 6”? Why is the Slow Period set to 6 but the Fast Period allowed to be optimised? Could you also please explain the buy and sell conditions: If c1 (the average of valuex) crosses over c2 (the average of valuex)? Thanks again, Bard.

  

  Bard

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  04/17/2020 at 1:03 PM #126534
  GraHal

  Bard wrote:

  Hi fifi743, thanks for the code modifications

  Did you mean @Francesco?  I can’t see Period 7 in his code?

  If No … which code of FiFi’s are you referring to, I’ve looked back 3 pages and I can’t see any code posted by FiFi??

  Maybe I need to look harder?? 🙂

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  GraHal

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  04/17/2020 at 3:02 PM #126563
  Bard

  I haven’t forgotten your question re: Machine Learning.  I wasn’t testing yesterday and will be testing systems over the next few days to find out if it’s better with or without the cycle limit and reset feature. I seem to have a couple of systems that have flat/static graphs of X and Y that need sorting out… I don’t know why I didn’t think of that diff checker before as I used to use it for editing text many aeons ago. Great tip.

  Be good, for comparison purposes, to see some of your ML system ideas, if you have anything you’d like to show?

  My next task is to get that Pivot system working with ML and then add Vonasi’s Robustness tester to the Univ Osc and Pivot systems. Lot to learn. I feel like I’m back at school! Ha Ha.

  

  Bard

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  04/17/2020 at 4:24 PM #126598
  Bard

  Can anyone get this normally very effective (when not self optimising) Pivot System ML system to work? It’s based on the Pivot Support Resistance Zone indicator first referred to here: https://www.prorealcode.com/topic/machine-learning-in-proorder/page/7/#post-125498

  It uses the 2 Algo ML code along with the Cycle Limit code taken from a working 2 algo optimising Ehler’s Universal Oscillator system (see earlier posts) and the codes have been compared side by side for any differences — of which I can see none – using this very useful free tool: https://text-compare.com/

  I’ve tried for hours to get this system code working but it won’t take any trades at all. The system and two indicators that it uses are attached as itf’s below.
  Ideas anyone?

  Thanks,

  

  Bard

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  04/17/2020 at 10:26 PM #126658
  Bard

  It’s this one called “Mon Systeme” by Fifi743 thanks GraHal, https://www.prorealcode.com/topic/machine-learning-in-proorder/page/5/#post-121417
  Changed my opinion on the effectiveness of using the cycle limit now I’ve got it working consistently: I played around with the Reset Period/Reps/MaxIncrement figures so to that extent it is optimised, otherwise it’s the same Ehler’s Univ Oscillator algo code as I’ve posted before but including Juanj’s cycle limit code from page 3 of this thread. Bandedge was the usual 100, no Trailing Stop just exits on the 0.0 Oscillator value. The winning system is compared to a system below it that had no reset nor cycle limit added. Pls see image.
  How are your systems looking @GraHal and are you getting better results now using the cycle limit?

   

   

  

  Bard

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  04/17/2020 at 10:26 PM #126660
  Bard

  It’s this one called “Mon Systeme” by Fifi743 thanks, https://www.prorealcode.com/topic/machine-learning-in-proorder/page/5/#post-121417
  Changed my opinion on the effectiveness of using the cycle limit now I’ve got it working consistently: I played around with the Reset Period/Reps/MaxIncrement figures so to that extent it is optimised, otherwise it’s the same Ehler’s Univ Oscillator algo code as I’ve posted before but including Juanj’s cycle limit code from page 3 of this thread. Bandedge was the usual 100, no Trailing Stop just exits on the 0.0 Oscillator value. The winning system is compared to a system below it that had no reset nor cycle limit added. Pls see image.
  How are your systems looking @GraHal and are you getting better results now using the cycle limit?

   

   

  

  Bard

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  04/18/2020 at 11:04 AM #126711
  GraHal

  Bard wrote:

  How are your systems looking @GraHal and are you getting better results now using the cycle limit?

  I got back into Real Live last week (after nearly 2 years with Live disabled waiting for V11 !!) and I took a few early losses yesterday on Systems!! It puts me in a good mood to see a steady increase each day (bad mood re losses) so I put all my effort into getting back the losses with manual trades! We shouldn’t trade when in a bad mood! ( 🙂 ) but I’m pleased to say by late afternoon I made up the Auto-losses and a little bit more! Then at about half 8 ish a Renko fired up, went straight into profit and shot for the sky … a good end to the week and a satisfied sleep last night!

  You should take a look at the Renko thread … particularly the v2.3p version that we seem to have resurrected yesterday … thanks to eckhaw posting his results. I was running it but had forgotten to optimise the renko box size (another good candidate for ML)  and so my results were nowhere near as good as eckhaw’s … more bad moods ( 🙂 ) but it came good in the end as that was the Renko that made me money by the close!

   

  I’ve never proved to myself that the Cycle Limit worked, but now you have done so without any changes to the Cycle Limit code … I can move forward with confidence that it should / does work.

   

  

  GraHal

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  04/18/2020 at 12:14 PM #126722
  Bard

  Congratulations withe live auto trading! Do you use Monte Carlo or Vonasi’s Robustness Tester first and then monitor systems on the demo before going live? Yes, I’ve been watching Renko in one of my new charts. Looks good. Did you do a lot of backtesting using Renko? Is there a statistical edge and do you have a link to that thread please?

  I never trade when angry. I stop and take a walk around the canal here where I live. I also don’t trade crazy markets like we saw in March despite huge possible gains from the immense volatility. History teaches me that I makes it slow and lose it fast. It’s a natural human trait to “stand your ground in adversity” but that spells disaster in these kind of markets without properly defined exits before a trade and with unprecedented movements due to an unknown issues (like how long and devastating will the spread of the C19 virus be, will the Fed “Plunge Protection Team” come to the rescue in an effective and long lasting way, — although I’m anti Fed, they have saved the day through every major disaster in recent decades — and billed the taxpayer for it Lol). It just sounds like a hiding to nothing to me. For me it’s easier to make money in predictable markets, and the research from FXMC would seem to bear that out looking at currency pairs, the £/$ being one f the more predictable pairs compared to say the Aus/$ or even the €/$.

  It would make more sense that cycle limit should work better as it is self optimising using Reps. What I need to know is how to get a 3 Algo system properly working (entry thresholds for the oscillator plus optimising the bandedge) with that initialisation code I posted earlier. I might make a new post in the forums to see if anyone can code it, I expect Nicolas is very busy and hasn’t had a chance to see it/respond.

  I look forward to seeing some of your ideas using this cycle limit algo coding. I love the way people who have posted on this thread have such diverse ways of using the algo optimising code, that’s always insightful. It’s why I asked about Fifi’s Period optimising “Mon Systeme,” I’d like to fully understand what its doing!

  

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