Hi Juan, can you please help… (DAX, M1, Spread 1.2)
Attached a programme which is a compliation of bricks from the site with a large inspiration from codes posted by you @juanj @Nicolas @robertogozzi @tob107 (Thank you).
Appreciate your feedback on the way I’ve integrated the ML code, beacuse the result with and without the ML are the same.
in ML, isn’t the “MaxValue” supposed to be equal to “Startingvalue+(Increment*MaxIncrement)”?
Also, I’d like to add the possibility to chose different “Periods” of “Average” to be used later in a loop… “IF… ELSE…” seems to be limited to two choices…
Is there a possibility to add FOR x between a and c, then mm1=Avarge[a], then mm2=Avarge[b], the mm3=Avarge[c] (a, b and c are the result of the optimization). Then change the instruction “mmRENKO=mm” into something like:
mmRENKO=mm1
OR
mmRENKO=mm2
etc…
Please feel free to suggest imorvment to this code.
Many Thanks
I’m playing around with Juan J’s ML code and trying to optimise only 1 value (valueX). How do one find the optimal values for the ML code? Will backtesting all variables create a over-optimised strategy as much as when over optimising ‘normal strategies’ without ML code? Where does one start? I have already worked hard to reduce variables and my strategies now only involve 1 optimised value, which is the value I’m trying to use ML on.
What I mean, is that I get very different results even when changing MaxValue and MinValue (same for Increment/MaxIncrement/Reps). How does one find stable values and avoid overfitting when implementing this ML code?
Hey Juan,
Happy New Year!
Any update of your heuristic Algo code that you can share with us?
Many thanks.