Comments Automated Trading Championship 2007

59
Dear sir Oleg.... Can I ask you to converse by e-mail or ICQ ?? My e-mail is: flyerr88@rambler.ru Thank you ! and with best wishes for you....
2007.12.19 00:42
 
1
bbaass писал(а):
your EA get the commands from outside, so I can't undestand what is the duty of PNN here?

If i am not mistaken Better answered that his EA gets the secret data (inside information directly from Bernanke, Trish etc.) but not the commands. It is not a hard task to generate the commands having such data. Of course Better will leave a part of his prize 40K in favour of his friends Trishe, Bernanke and others who was helping him in winning.
And the duty of PNN is simply to control the signal level between transmitter and receiver.
2007.12.19 00:37
 
545
halo adma,

Saya dari Malaysia ni..
Saya berminat untuk membeli atau discuss ama kamu untuk sewa EA kamu ni.
Saya ada project besar untuk kamu.

contact saya di edel_fx@yahoo.com
2007.12.19 00:24
 
545
can you sell you ea ?

xpforex@gmail.com
2007.12.19 00:23
 
6
СОВЕТНИК ПРОШЕЛ ИСПЫТАНИЕ! 3 месяца максимальная заниммаемая позиция в чемпионате зафиксированна на 6 месте
 
The adviser is on sale...
 
EA it is written looking on MN1 W1 at change - a trend it is necessary to overturn parameters CARRI TREND for this strategy the blessing! Not pipsovka!
At start the risk is high 25 % on baj on a sell of 12 % of 15 % at start with 10000$,
certainly parameters can be optimized at transition on 5 lotov and excess of 25 % additional mechanisms system join works on the real account! - will develop does not read
TF M1 M5...  Perceiving as noise data tf bestest backdating practically coincides with real inputs in real time with rare exception...
That entitles nadejaitsja to survivability of system of the transaction at times are kept more than 400»,
the system often enters in positive lok, partial fixing last release is improved by weak fixing of transactions left in gluboj profit, it at a trend gives effect of deduction profita

 

test from 01.01. 2007 - to -  18.12.2007

 

советник продается...  ( дорого )

EA  написан глядя на MN1 W1

при смене - тренда  необходимо переворачивать параметры

CARRI TREND для этой  стратегии благо!

не пипсовка!   

при старте риск высок 25% на бай   на селл   12% 15% при старте с 10к, разумеется параметры можно оптимизировать

при переходе на 5 лотов и превышение 25% включаются дополнительные механизмы 

система работает на реальном счете! - будет развиваться

не читает ТФ M1 M5...   - воспринимая как шум данные тф

бестест задним числом практически совпадает с реальными входами в реальном времени за редким исключением...

что дает право надеяится на живучесть системы

сделки порой удерживаются более чем 400п ,  система часто входит в положительный лок , частичная фиксация

последний релиз улучшен слабой  фиксацией  сделок ушедших в глубой профит , это при тренде дает эффект удержания профита

 

 

Символ EURUSD (Euro vs US Dollar)
Период 15 Минут (M15) 2007.01.02 00:00 - 2007.12.18 22:00 (2007.01.01 - 2007.12.31)
Модель Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
   
Баров в истории 24854 Смоделировано тиков 1170359 Качество моделирования 90.00%
Ошибки рассогласования графиков 0
Начальный депозит 10000.00
Чистая прибыль 152843.24 Общая прибыль 261426.90 Общий убыток -108583.66
Прибыльность 2.41 Матожидание выигрыша 585.61
Абсолютная просадка 2109.00 Максимальная просадка 19497.70 (15.12%) Относительная просадка 42.27% (16801.24)
Всего сделок 261 Короткие позиции (% выигравших) 134 (79.85%) Длинные позиции (% выигравших) 127 (92.13%)
Прибыльные сделки (% от всех) 224 (85.82%) Убыточные сделки (% от всех) 37 (14.18%)
Самая большая прибыльная сделка 6639.36 убыточная сделка -8010.00
Средняя прибыльная сделка 1167.08 убыточная сделка -2934.69
Максимальное количество непрерывных выигрышей (прибыль) 30 (27790.15) непрерывных проигрышей (убыток) 3 (-11841.00)
Максимальная непрерывная прибыль (число выигрышей) 27790.15 (30) непрерывный убыток (число проигрышей) -11841.00 (3)
Средний непрерывный выигрыш 7 непрерывный проигрыш 1

 

6
2007.12.19 00:20
1
Better wrote:
bbaass писал(а):
Dear Mr. Better ,

Congratulations for your Excellent EA, 

I have some questions about your EA.

1. Is there any relations between your EA and your ICQ Number?

http://championship.mql4.com/2007/users/Better/journal/223

Of course, ICQ number is the main part of the EA!

Have you read that the EA has an artificial intellect? Yes, it has.

Sometimes the EA gets in touch via ICQ with advisors of Trishe and Bernanke and asks them what to do - buy or sell.

And when the market is quiet, the EA browses various forums and sometimes answers strange questions.

------------------------

Sincerely yours,

Kub

your EA get the commands from outside,

so I can't undestand what is the duty of PNN here?


By the way I respect to your EA's result,but

I am sure that External inputs are banned,

as you can see in page:

http://championship.mql4.com/2007/rules


2007.12.19 00:09
 
1

GA for optimization:...

Max{NNProfit}, where NNProfit=f(Long Patter Ema i , Ema i(period),Nro Neurons Hideen Layer)....FOR MLP

For PNN is more easy,,,inclusive,,,yo could use metatrader optimizer ( have a GA in the Optimizer) like a unsupervized training...

Look 'Artificial Intellegence' Reshetov's work, he uses GA from optimizer to train a simple layer perceptron to get wij ( like unsupervised learning) , that´s a "different" way to train..... the clasical way in this case is delta rule. .. .

my englishhh es "maloooooo"...

Saludos

:)

2007.12.18 22:11
 
1

Better wrote:
And at last, but not least: how did you selected the input parameters? Have you used some genetic algorithms od just plain observation?
I haven't used GA, only plain observations

That's very impressive.


Spasiba.
2007.12.18 21:36
 
1
emsi писал(а):
 
I understad that both the indicators you use and the NN itself are to be secret but I'm interested if you could reveal the rough number of inputs to your network.
No
Did you used a time-series approach? I understand that the output is only one: a value in <-1;1> and you split it into 3 parts meaning sell, dont-know and buy. You wrote that it's a modified PN so I guess that it's splitted like in this work: http://www.mini.pw.edu.pl/~jaruszewicz/FIN-PRE-MJR-doktorat-3v02.pdf or is it completly different? I mean grouping some inputs in a sub NN. 
I havent read this paper. Can't read in Polish.

Do you have any stats about your 3 sub-EA forecasting accuracy? I mean how many times there was forecast to buy while actually there shoud be sell or vice versa?
On the Reports page one can see that the success rate for long, and short is about 2/3 (66.31 and 66.49 percent) with amazing accuracy. It can't be a coincidence! How does it look fore each of your sub-EA?
You can calculate it by yourself on a basis of my statement. Three subsystems have different magic numbers and indicies [0], [1] and [2] in comments. The detailed statement can be produced in MetatTrader terminal.

And at last, but not least: how did you selected the input parameters? Have you used some genetic algorithms od just plain observation?
I haven't used GA, only plain observations
A bonus question :)
You wrote that you are a trader. If so: if your EA were revealed to the public what would be the impact to the market if any?
I don't know
1
2007.12.18 21:06
27
Протестил еще раз по 15.12.07 и на сегодня, действительно 7 меняется на 9 (демо Альпари).
2007.12.18 20:53
 
Pages: 
Total: 4680