Optimization (Beta version)

07 Aug 2015, 12:30Optimization (Beta version)#61
aharonzbaidaposts: 30since: 01 Jan 2015

Spotware said:

Genetic algorythm uses to reduce drasticaly the number of passes, but in this optimizing it seems not that has happened-

It took 1 h 5 m for a Bar expert optimization of 3 month H1 and 765 passes  browsing all the passes posibles, that is brute force in place of GA , while I expected  around 200 passes and 15mn max execution, based on other optimizer. The result  seems correct.

Genetic Algorithms (GA) could vary between different applications. We plan to expose GA parameters such as: population size, minimal iterations count, stagnation period, etc. After that you will be able to tune GA to be faster.

For "Bar expert" optimization you can try m5 (open prices) data mode. It should speed-up optimization process.

 

08/2015 Anything new in regards to saving optimization results? Important research aid.

 

16 Oct 2015, 13:01#62
ironmineposts: 63since: 29 Sep 2015

I have a question about Max Equity Drawdown (%) vs. Fair Stop Out in cTrader (which is 50% for my account).

Do I understand it correctly that if Trade Statistics after backtesting a cBot show that Max Equity Drawndown is 55%, it means that if I were running this cBot in live account, I would be stopped out?

Thanks!

20 Oct 2015, 19:33#63
Spotwareposts: 2863since: 23 Sep 2013

Dear Trader,

Max Equity Drawdown:

Is the largest single drop from peak to bottom of your equity, where Equity = Balance + Unrealized Net Profit - Unrealized Net Loss + Bonus.

Fair Stop Out:

Once the Margin level is less than the Fair Stop out the fair top-out algorithm will close positions in descending order of margin used until the margin level is greater than fair stop out, so that as each position is closed, traders have a better chance at securing what they can from their remaining deals.

Therefore, in your case Max Equity Drawdown could be bigger than 50% without being stopped out.


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01 Dec 2016, 03:05Optimization#64
alvaroreyes1011posts: 1since: 22 Oct 2016

Hi Spotware,

I cant understand why when i do an optimization process with a cBot, each time the parameters are differents...

Why this is happening?