Sign Up

Have an account? Sign In Now

Sign In

Forgot Password?

Don't have account, Sign Up Here

Forgot Password

Lost your password? Please enter your email address. You will receive a link and will create a new password via email.

Have an account? Sign In Now

You must login to ask question.

Forgot Password?

Need An Account, Sign Up Here
Sign InSign Up

First independent community of traders

First independent community of traders Logo First independent community of traders Logo

First independent community of traders Navigation

  • Home
  • About Us
  • Blog
  • Contact Us
Search
Ask A Question

Mobile menu

Close
Ask a Question
  • Home
  • Add group
  • Groups page
  • Communities
  • Questions
    • New Questions
    • Trending Questions
    • Must read Questions
    • Hot Questions
  • Polls
  • Tags
  • Badges
  • Users
  • Help
  • Buy Theme
  • Home
  • About Us
  • Blog
  • Contact Us
Home/ Questions/Q 289
In Process
nikelodeon
nikelodeon

nikelodeon

  • 3 Questions
  • 10 Answers
  • 0 Best Answers
  • 36 Points
View Profile
  • 0
nikelodeon
Asked: December 18, 20202020-12-18T06:48:04+00:00 2020-12-18T06:48:04+00:00

The objective function in the strategy tester

  • 0
The objective function in the strategy tester

colleagues decided to highlight the issue in a separate topic. When optimizing parameters there are a number of standard features, as well as “Max user” criterion that allows the selection relative to its target, even if only in the direction of the maximum.  unfortunately the result of optimization is the maximum growth of the target function during the training period and as a result there are such parameters for the adviser that are relevant here and now but not for the future of its work. after all, the parameter you are looking for is already maximum. if we take the balance curve as a standard, then in fact we get such parameters of the adviser at which he has already scored everything that he could and his next work usually leads to a decrease in the curve and losses if we assume that the balance curve graph has a wavy appearance. then it dials and merges. so i am deeply convinced that you need to look not for the maximum point of balance, but you need to look for the point of the beginning of the climb by means. in fact, the balance curve should look something like this.:

i duplicate a post from another branch. So, when optimizing, we need to find the starting point for the growth of the balance sheet. The practical application of this looks something like this:

This picture shows the work of a simple counter-trend indicator, but an elementary adviser on mashki will also get its relevance, because no matter how you look at it, all the advisers periodically gain then merge. finding the points of the beginning of the growth of the balance curve will be more guaranteed that this growth will continue than when it is already at the highest height. actually, the question is, what is necessary to maximize the balance calculation function so that the balance curve itself has the above form????

Just a couple of weeks ago, I managed to make a complex evaluation function of the model during training that includes three separate estimates and I will say that I am extremely happy with the result, so here I think that you need to think about the function when maximizing which the balance argument would have a similar form. what do you say, gentlemen???

  • 6 6 Answers
  • 0 Followers
  • 0
Answer
Share
  • Facebook

    6 Answers

    • Voted
    • Oldest
    • Recent
    1. blaze

      blaze

      • 0 Questions
      • 1 Answer
      • 0 Best Answers
      • 22 Points
      View Profile
      blaze
      2020-12-18T07:04:20+00:00Added an answer on December 18, 2020 at 7:04 am

      Mihail Marchukajtes:
      By the way, also as an option, you need to think. Not always a flip leads to a mirroring of the balance curve…

      Make a takeprofit equal to the stop loss and it will always mirror.I dug in this direction, it’s not much use, just in the same periods, then it works in the future after such optimization, then it doesn’t work.

      • 0
      • Reply
      • Share
        Share
        • Share on Facebook
        • Share on Twitter
        • Share on LinkedIn
        • Share on WhatsApp
    2. rrr5

      rrr5

      • 1 Question
      • 1 Answer
      • 0 Best Answers
      • 22 Points
      View Profile
      rrr5
      2020-12-18T07:04:20+00:00Added an answer on December 18, 2020 at 7:04 am

      Renat Fatkhullin:
      Try the standard complex criterion that appeared in the latest beta versions.
      we specifically developed it for a more conscious choice instead of optimizing for single characteristics.

      and what criteria does it take into account?

      • 0
      • Reply
      • Share
        Share
        • Share on Facebook
        • Share on Twitter
        • Share on LinkedIn
        • Share on WhatsApp
    3. nikelodeon

      nikelodeon

      • 3 Questions
      • 10 Answers
      • 0 Best Answers
      • 36 Points
      View Profile
      nikelodeon
      2020-12-18T06:48:27+00:00Added an answer on December 18, 2020 at 6:48 am

      Renat Fatkhullin:
      Try the standard complex criterion that appeared in the latest beta versions.
      we specifically developed it for a more conscious choice instead of optimizing for single characteristics.

      You could not specify in more detail what the criterion is, I do not observe it yet :- ( And how to work with it in a nutshell literally….

      • 0
      • Reply
      • Share
        Share
        • Share on Facebook
        • Share on Twitter
        • Share on LinkedIn
        • Share on WhatsApp
    4. renat

      renat

      • 0 Questions
      • 13 Answers
      • 0 Best Answers
      • 60 Points
      View Profile
      renat
      2020-12-18T07:04:20+00:00Added an answer on December 18, 2020 at 7:04 am

      Try the standard complex criterion that appeared in the latest beta versions.
      we specifically developed it for a more conscious choice instead of optimizing for single characteristics.

      • 0
      • Reply
      • Share
        Share
        • Share on Facebook
        • Share on Twitter
        • Share on LinkedIn
        • Share on WhatsApp
    5. greshnik1

      greshnik1

      • 1 Question
      • 8 Answers
      • 0 Best Answers
      • 36 Points
      View Profile
      greshnik1
      2020-12-18T07:04:20+00:00Added an answer on December 18, 2020 at 7:04 am

      We optimize to the limit, “flip” and look at the results on new data :)))Post what happened

      • 0
      • Reply
      • Share
        Share
        • Share on Facebook
        • Share on Twitter
        • Share on LinkedIn
        • Share on WhatsApp
    6. nikelodeon

      nikelodeon

      • 3 Questions
      • 10 Answers
      • 0 Best Answers
      • 36 Points
      View Profile
      nikelodeon
      2020-12-18T06:48:10+00:00Added an answer on December 18, 2020 at 6:48 am

      As the teachers of the “Forest of Hands” used to say, I don’t even know who to ask.

      Alternatively, build a reference curve in relative units. Calculate the difference between the standard and the balance curve and try to minimize it. Who will say what???

      • 0
      • Reply
      • Share
        Share
        • Share on Facebook
        • Share on Twitter
        • Share on LinkedIn
        • Share on WhatsApp
    Leave an answer

    Leave an answer
    Cancel reply

    Browse

    Sidebar

    Ask A Question

    Stats

    • Questions 521
    • Answers 2k
    • Posts 5
    • Comments 0
    • Best Answers 0
    • Users 706
    • Popular
    • Comments
    • Tags
    • forexcommunity

      Highlighting what’s important about questions & Answers on Discy Community!

      • 0 Comments
    • forexcommunity

      Introducing Keyboard Shortcuts, our first Labs feature

      • 0 Comments
    • forexcommunity

      Defining quality on Discy Engine — what a helpful answer ...

      • 0 Comments
    • forexcommunity

      Organizational and company accounts on Discy Engine the next step

      • 0 Comments
    • forexcommunity

      Hello world!

      • 0 Comments

    Users

    Brianacink

    Brianacink

    • 0 Questions
    • 0 Answers
    asot650

    asot650

    • 1 Question
    • 2 Answers
    investr777

    investr777

    • 1 Question
    • 0 Answers

    Footer

    First independent community of traders

    About

    An independent community of forex traders. This is where traders communicate. You can ask your questions and you will receive an answer to your question.
    • Terms of Use
    • Privacy Policy
    • Cookie Policy
    • Knowledge Base
    • Support

    © 2021 Forexcommunity.net. All Rights Reserved