Machine Learning in ProOrder ProRealTime

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  • #150565 quote
    Khaled
    Participant
    Veteran

    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

    ayrton78 and murre87 thanked this post
    DAX-Corona-Renko-v15M-DynSL-v4-1.itf Corona-M1-DynSL-v4-ML.png Corona-M1-DynSL-v4-ML.png Corona-M1-DynSL-v4-without-ML.png Corona-M1-DynSL-v4-without-ML.png DAX-Corona-Renko-DynSL-v4-ML.itf
    #151134 quote
    ayrton78
    Participant
    Junior

    good work to you all

    #175400 quote
    eckaw
    Participant
    Veteran

    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.

    #175405 quote
    eckaw
    Participant
    Veteran

    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?

    #184325 quote
    Khaled
    Participant
    Veteran

    Hey Juan,

    Happy New Year!

    Any update of your heuristic Algo code that you can share with us?

    Many thanks.

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Machine Learning in ProOrder ProRealTime


ProOrder: Automated Strategies & Backtesting

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juanj @juanj Participant
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This topic contains 454 replies,
has 32 voices, and was last updated by Khaled
4 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/06/2017
Status: Active
Attachments: 207 files
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