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  #221 (permalink)  
Old 05-28-2008, 04:27 AM
Senior Member
 
Join Date: Feb 2006
Location: New Zealand
Posts: 249
Craig is on a distinguished road
gimme gimme gimme
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  #222 (permalink)  
Old 05-28-2008, 05:16 AM
Senior Member
 
Join Date: Mar 2006
Posts: 760
barnix is on a distinguished road
Strategy Tester Report for SVM_v_05a_EURUSD EA
Settings:
//////////////////////////////////////////
#define NR_BARS1 2000
#define NR_BARS2 600
extern string Symb0 ="EURUSD";
extern double Lots =0.1;
extern int diff1 =true;
extern int decimalplace =14;
extern int svmtype =1; //0-libsvm,1-svmlight
extern int BasePeriod =PERIOD_M5;
extern int TrainPeriod =PERIOD_H4;
extern int class_type =2; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3)
extern int StopLoss =40; //30-50pips
extern int TakeProfit =40;
extern int FutureWindow =100;
extern int Signal =8;
extern bool UseRamDisk =true;
extern datetime BeginDate = D'2008.04.01 08:15';
//////////////////////////////////////////////////
///////////////////////////////////////

calc(r1,rv1);
calc(r2,rv1);
calc(r3,rv1);
calc(r4,rv1);
calc(r5,rv1);
calc(r6,rv1);
calc(r7,rv1);
calc(r8,rv1);
calc(r9,rv1);
/*
calc(r10,rv1);
calc(r11,rv1);
calc(r12,rv1);
calc(r13,rv1);
calc(r14,rv1);
calc(r15,rv1);
calc(r16,rv1);
calc(r17,rv1);
calc(r18,rv1);
calc(r19,rv1);
calc(r20,rv1);

calc(r21,rv1);
calc(r22,rv1);
calc(r23,rv1);
calc(r24,rv1);
calc(r25,rv1);
calc(r26,rv1);
calc(r27,rv1);
calc(r28,rv1);
calc(r29,rv1);
calc(r30,rv1);
*/
////////////////////////////////
Attached Images
File Type: gif StrategyTester_v05a_2.gif (7.3 KB, 731 views)
Attached Files
File Type: htm StrategyTester_v05a_2.htm (163.1 KB, 18 views)

Last edited by barnix; 05-28-2008 at 06:57 AM.
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  #223 (permalink)  
Old 05-28-2008, 06:40 AM
Junior Member
 
Join Date: Dec 2007
Posts: 2
viktor2008 is on a distinguished road
Strategy Tester Report for SVM_v_07_EURUSD EA
Settings:
///////////////////////////////////////
#define NR_BARS1 2000
#define NR_BARS2 600
extern string Symb0 ="EURUSD";
extern double Lots =0.1;
extern int diff1 =true;
extern int decimalplace =14;
extern int svmtype =1; //0-libsvm,1-svmlight
extern int BasePeriod =PERIOD_M5;
extern int TrainPeriod =PERIOD_H4;
extern int class_type =2; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3)
extern int StopLoss =40; //30-50pips
extern int TakeProfit =40;
extern int FutureWindow =100;
extern int Signal =8;
extern bool UseRamDisk =true;
extern datetime BeginDate = D'2008.04.01 08:15';
/////////////////////////////////////////////////

///////////////////////////////////////

calc(r1,rv1);
calc(r2,rv1);
calc(r3,rv1);
calc(r4,rv1);
calc(r5,rv1);
calc(r6,rv1);
calc(r7,rv1);
calc(r8,rv1);
calc(r9,rv1);

calc(r10,rv1);
calc(r11,rv1);
calc(r12,rv1);
calc(r13,rv1);
calc(r14,rv1);
calc(r15,rv1);
calc(r16,rv1);
calc(r17,rv1);
calc(r18,rv1);
calc(r19,rv1);
calc(r20,rv1);

calc(r21,rv1);
calc(r22,rv1);
calc(r23,rv1);
calc(r24,rv1);
calc(r25,rv1);
calc(r26,rv1);
calc(r27,rv1);
calc(r28,rv1);
calc(r29,rv1);
calc(r30,rv1);

////////////////////////////////
Attached Images
File Type: gif StrategyTester1.gif (6.9 KB, 731 views)
Attached Files
File Type: htm StrategyTester1.htm (72.5 KB, 16 views)
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  #224 (permalink)  
Old 05-28-2008, 08:37 AM
Junior Member
 
Join Date: Aug 2006
Posts: 9
stef is on a distinguished road
results of my pnn

Here the results of my simple PNN M5, for the 2 first weeks of May.
The PNN learns with 70000 bars, and try to find the output 2 h later.
3 inputs are used (close - 3 differents EMA)

no optimisation, no sl, no tp
Attached Images
File Type: gif StrategyTester.gif (5.6 KB, 721 views)
Attached Files
File Type: htm StrategyTester.htm (42.9 KB, 71 views)
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  #225 (permalink)  
Old 05-28-2008, 02:44 PM
Junior Member
 
Join Date: Mar 2008
Posts: 14
lvsefa is on a distinguished road
Quote:
Originally Posted by stef View Post
Here the results of my simple PNN M5, for the 2 first weeks of May.
The PNN learns with 70000 bars, and try to find the output 2 h later.
3 inputs are used (close - 3 differents EMA)

no optimisation, no sl, no tp

Hi Stef:
Your PNN ea indeed very good.Congratulations on your remarkable success.
(close - 3 differents EMA),here could you explain more?Or inputs of the PNN?

Show some code better, as barnix, again expressed my best congratulations.

Thanks,Lvsefa

Last edited by lvsefa; 05-28-2008 at 02:47 PM.
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  #226 (permalink)  
Old 05-28-2008, 06:46 PM
Senior Member
 
Join Date: Mar 2006
Posts: 760
barnix is on a distinguished road
Strategy Tester Report for SVM_v_10a_EURUSD EA
Settings:
//////////////////////////////////////////
#define NR_BARS1 2000
#define NR_BARS2 600
extern string Symb0 ="EURUSD";
extern double Lots =0.1;
extern int diff1 =true;
extern int decimalplace =14;
extern int svmtype =0; //0-libsvm,1-svmlight
extern int BasePeriod =PERIOD_M5;
extern int TrainPeriod =PERIOD_H4;
extern int class_type =1; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3)
extern int StopLoss =40; //30-50pips
extern int TakeProfit =40;
extern int FutureWindow =100;
extern int Signal =8;
extern bool UseRamDisk =true;
extern datetime BeginDate = D'2008.04.01 08:15';
//////////////////////////////////////////////////
///////////////////////////////////////

calc2(r1,rv1);
calc2(r2,rv1);
calc2(r3,rv1);
calc2(r4,rv1);
calc2(r5,rv1);
/*
calc2(r6,rv1);
calc2(r7,rv1);
calc2(r8,rv1);
calc2(r9,rv1);

calc2(r10,rv1);
calc2(r11,rv1);
calc2(r12,rv1);
calc2(r13,rv1);
calc2(r14,rv1);
calc2(r15,rv1);
calc2(r16,rv1);
calc2(r17,rv1);
calc2(r18,rv1);
calc2(r19,rv1);
calc2(r20,rv1);

calc2(r21,rv1);
calc2(r22,rv1);
calc2(r23,rv1);
calc2(r24,rv1);
calc2(r25,rv1);
calc2(r26,rv1);
calc2(r27,rv1);
calc2(r28,rv1);
calc2(r29,rv1);
calc2(r30,rv1);
*/
////////////////////////////////
Attached Images
File Type: gif StrategyTester_v10a_1.gif (7.0 KB, 667 views)
File Type: gif strategytester_v10a_1_.gif (13.0 KB, 660 views)
File Type: gif strategytester_v10a_2_.gif (12.8 KB, 656 views)
File Type: gif strategytester_v10a_3_.gif (13.0 KB, 656 views)
Attached Files
File Type: htm StrategyTester_v10a_1.htm (140.3 KB, 25 views)

Last edited by barnix; 05-28-2008 at 06:56 PM.
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  #227 (permalink)  
Old 05-29-2008, 04:08 AM
Senior Member
 
Join Date: Mar 2006
Posts: 760
barnix is on a distinguished road
Strategy Tester Report for SVM_v_11a_EURUSD EA
Settings:
//////////////////////////////////////////
#define NR_BARS1 2000
#define NR_BARS2 600
extern string Symb0 ="EURUSD";
extern double Lots =0.1;
extern int diff1 =true;
extern int decimalplace =14;
extern int svmtype =0; //0-libsvm,1-svmlight
extern int BasePeriod =PERIOD_M5;
extern int TrainPeriod =PERIOD_H4;
extern int class_type =1; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3)
extern int TrainStopLoss =60; //30-50pips
extern int TrainTakeProfit =60;
extern int TradeStopLoss =60; //30-50pips
extern int TradeTakeProfit =60;
extern int FutureWindow =70;
extern int Signal =8;
extern bool UseRamDisk =true;
extern datetime BeginDate = D'2008.04.01 08:15';
//////////////////////////////////////////////////
///////////////////////////////////////

calc2(r1,rv1);
calc2(r2,rv1);
calc2(r3,rv1);
calc2(r4,rv1);
calc2(r5,rv1);
/*
calc2(r6,rv1);
calc2(r7,rv1);
calc2(r8,rv1);
calc2(r9,rv1);

calc2(r10,rv1);
calc2(r11,rv1);
calc2(r12,rv1);
calc2(r13,rv1);
calc2(r14,rv1);
calc2(r15,rv1);
calc2(r16,rv1);
calc2(r17,rv1);
calc2(r18,rv1);
calc2(r19,rv1);
calc2(r20,rv1);

calc2(r21,rv1);
calc2(r22,rv1);
calc2(r23,rv1);
calc2(r24,rv1);
calc2(r25,rv1);
calc2(r26,rv1);
calc2(r27,rv1);
calc2(r28,rv1);
calc2(r29,rv1);
calc2(r30,rv1);
*/
////////////////////////////////
Attached Images
File Type: gif StrategyTester_v11a_1.gif (6.5 KB, 610 views)
File Type: gif strategytester_v11a_1_.gif (18.4 KB, 615 views)
File Type: gif strategytester_v11a_2_.gif (18.3 KB, 616 views)
File Type: gif strategytester_v11a_3_.gif (18.4 KB, 616 views)
Attached Files
File Type: htm StrategyTester_v11a_1.htm (59.3 KB, 22 views)
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  #228 (permalink)  
Old 05-29-2008, 04:09 AM
Senior Member
 
Join Date: Mar 2006
Posts: 760
barnix is on a distinguished road
Historical data used for all tests:
Attached Files
File Type: rar FXDD-MT4 DEMO Server.rar (167.9 KB, 109 views)
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  #229 (permalink)  
Old 05-29-2008, 06:34 PM
Senior Member
 
Join Date: Mar 2006
Posts: 760
barnix is on a distinguished road
Strategy Tester Report for SVM_v_12a_EURUSD EA
Settings:
//////////////////////////////////////////
#define NR_BARS1 2000
#define NR_BARS2 600
extern string Symb0 ="EURUSD";
extern double Lots =0.1;
extern int diff1 =true;
extern int decimalplace =14;
extern int svmtype =0; //0-libsvm,1-svmlight
extern int BasePeriod =PERIOD_M5;
extern int TrainPeriod =PERIOD_H1;
extern int class_type =1; //0-multiclass,1-class(0,1,-1), 2-class(-3,-2,-1,0,1,2,3)
extern int TrainStopLoss =60; //30-50pips
extern int TrainTakeProfit =60;
extern int TradeStopLoss =60; //30-50pips
extern int TradeTakeProfit =60;
extern int FutureWindow =70;
extern int Signal =8;
extern bool UseRamDisk =true;
extern datetime BeginDate = D'2008.04.01 08:15';
//////////////////////////////////////////////////
///////////////////////////////////////

calc2(r1,rv1);
calc2(r2,rv1);
calc2(r3,rv1);
calc2(r4,rv1);
calc2(r5,rv1);
/*
calc2(r6,rv1);
calc2(r7,rv1);
calc2(r8,rv1);
calc2(r9,rv1);

calc2(r10,rv1);
calc2(r11,rv1);
calc2(r12,rv1);
calc2(r13,rv1);
calc2(r14,rv1);
calc2(r15,rv1);
calc2(r16,rv1);
calc2(r17,rv1);
calc2(r18,rv1);
calc2(r19,rv1);
calc2(r20,rv1);

calc2(r21,rv1);
calc2(r22,rv1);
calc2(r23,rv1);
calc2(r24,rv1);
calc2(r25,rv1);
calc2(r26,rv1);
calc2(r27,rv1);
calc2(r28,rv1);
calc2(r29,rv1);
calc2(r30,rv1);
*/
////////////////////////////////
Attached Images
File Type: gif StrategyTester_v12a_1.gif (6.5 KB, 556 views)
File Type: gif strategytester_v12a_1_.gif (13.0 KB, 567 views)
File Type: gif strategytester_v12a_2_.gif (13.5 KB, 562 views)
File Type: gif strategytester_v12a_3_.gif (10.6 KB, 557 views)
Attached Files
File Type: htm StrategyTester_v12a_1.htm (97.8 KB, 12 views)
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  #230 (permalink)  
Old 05-29-2008, 07:30 PM
Senior Member
 
Join Date: Jun 2006
Posts: 237
giapel is on a distinguished road
Quote:
Originally Posted by stef View Post
Here the results of my simple PNN M5, for the 2 first weeks of May.
The PNN learns with 70000 bars, and try to find the output 2 h later.
3 inputs are used (close - 3 differents EMA)

no optimisation, no sl, no tp
hi, stef

i am impressed to see this result. could you share your Ea to forward-test ?
thanks in advance


giapel
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