Комментарии Automated Trading Championship 2007

Mishell писал(а):

Не могу сообразить почему нет сигнала WaitSmallDn=Ready1. Все условия. .(См функцию SmallSellonDn()). Может у кого есть? А то и поза открылась?

emsi wrote:
Hello!

First of all I would like to congratulate you the leading of the championship!

I'm starting a PhD course now and it's about an automated trading systems, including (but not limited to) neural networks approach and I found your EA extremly interesting due to its successfullness.
There's been a number of works in this subject, but none has proofed to work with such efficiency.
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. Is it among 4 to 8, 8 to 15, 15 to 30 or more? 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.

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?

And at last, but not least: how did you selected the input parameters? Have you used some genetic algorithms od just plain observation?

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?

SHOOTER777 писал(а):
Текущие две позиции открыты лотами 0,01 и 0,02. Максимальный лот был 0,05 , но после четырех подряд убыточных сделок стал 0,01

Mishell писал(а):
Кстати, у кого какой объем позиций?