mojokem
11-21-2009 11:58, 11:58 AM
Hello,
I am currently doing experiments with EAs that may be adapted to a broad range of market conditions but only work well so long as these circumstances don't change. These conditions might be dominant cycles of particular frequencies (corresponding to ideal moving average perods), autocorrelations with continuous lags over a significant amount of time, certain price ranges (in pips) that are respected more frequently than they are broken, etc..
Some EAs can be exceptionally well adapted to these things and produce almost straight 45° lines from the equity over the fitted period but show combined results in different periods. Examples are my well known autocorr EA (http://sites.google.com/site/prof/autocorr) that replaces the autocorrelations made by extensive automated feedback trading by big players or among numerous variants of the single perceptron EAs like the one called Artificialligence from codebase.mql4.com (I don't have the specific link at hand at the moment).
What I am looking for are more such cases. Preferably very impressive examples! If you are aware of any other publicly available EA that may be fitted (overfitted) to such an astounding degree (without too much parameters to optimize) then please post the link here (maybe together with a equity curve)
Attached is a curve of the previously mentioned autocorr EA.
https://www.nigeriaforextrading.com/attachments/15189511421547104084.jpg
I am currently doing experiments with EAs that may be adapted to a broad range of market conditions but only work well so long as these circumstances don't change. These conditions might be dominant cycles of particular frequencies (corresponding to ideal moving average perods), autocorrelations with continuous lags over a significant amount of time, certain price ranges (in pips) that are respected more frequently than they are broken, etc..
Some EAs can be exceptionally well adapted to these things and produce almost straight 45° lines from the equity over the fitted period but show combined results in different periods. Examples are my well known autocorr EA (http://sites.google.com/site/prof/autocorr) that replaces the autocorrelations made by extensive automated feedback trading by big players or among numerous variants of the single perceptron EAs like the one called Artificialligence from codebase.mql4.com (I don't have the specific link at hand at the moment).
What I am looking for are more such cases. Preferably very impressive examples! If you are aware of any other publicly available EA that may be fitted (overfitted) to such an astounding degree (without too much parameters to optimize) then please post the link here (maybe together with a equity curve)
Attached is a curve of the previously mentioned autocorr EA.
https://www.nigeriaforextrading.com/attachments/15189511421547104084.jpg