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Originally Posted by daraknor
ericbach: good idea about checking different time frames for signal verification, i think that is something people could test w/o any more code changes after the "signal output" is printed to a log file. That is different than converting 4 indicators to 8 but it isn't by any means absolutely conclusive. To be moderately "conclusive" we would need to test which indicators make the most sense to use as confirming signals, and which time frame (M5, M30, H1) for each indicator.
regarding "which data to use" download vs Alpari, and which version to use, "Build 198 or build 200" I think the ultimate answer won't be found through backtesting. It will be found by testing the backtested optimized results on live data. We can get a hint while backtesting. We can backtest 03-2006 to 08-2006 to come up with settings, and then 9-1-06 to 9-29-06 to see how those settings perform. This time period is available for all to use using both methods. Some people also have October & November live data, while others do not. Getting settings from March to August (03 to 08) and then using them again backtested on Oct 1-Nov17 will tell us how those settings perform using data from a specific broker.
At this point I think we should seriously consider creating archives of Real vs Demo data from Oct1-Nov17 and use those 7 weeks as a "standard". With 10 brokers data (archived from live) we can determine which brokers Phoenix performs well with 'in the current market'.
There is an additional "optimization confirmation" step that I was told about yesterday by someone off thread. Run your live testing for a month, and then run a backtest to see if the trades live test match what the back test results should be. We wouldn't need to do this all of the time, but it could answer the "Build 198 vs Build 200" issue.
The timing for this data crisis couldn't be worse in terms of "confidence" but I am glad we can pull together as a community to figure this out instead of rely on Hendrick. We may be the first community to really solve this, but Phoenix is one of the more settings dependent (and profitable) EA.
Any thoughts on this? I might be able to get Oct 1-Nov17 on several brokers. There is a way to get additional "live" data: scroll backwards and you can see the download start.
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It seems that everyone is forgetting that any testing or optimizing as according to Hendrick needs to be offline, which means DO NOT DOWNLOAD DATA FROM THE DOWNLOAD BUTTON.
See my post in the FAQ section for more information.