05-28-2008, 05:27 AM
Senior Member
Join Date: Feb 2006
Location: New Zealand
Posts: 249
gimme gimme gimme
05-28-2008, 06:16 AM
Senior Member
Join Date: Mar 2006
Posts: 1,064
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
Attached Files
Last edited by barnix; 05-28-2008 at 07:57 AM .
05-28-2008, 07:40 AM
Junior Member
Join Date: Dec 2007
Posts: 4
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
Attached Files
05-28-2008, 09:37 AM
Junior Member
Join Date: Aug 2006
Posts: 11
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
Attached Files
05-28-2008, 03:44 PM
Junior Member
Join Date: Mar 2008
Posts: 16
Quote:
Originally Posted by
stef
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 03:47 PM .
05-28-2008, 07:46 PM
Senior Member
Join Date: Mar 2006
Posts: 1,064
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
Attached Files
Last edited by barnix; 05-28-2008 at 07:56 PM .
05-29-2008, 05:08 AM
Senior Member
Join Date: Mar 2006
Posts: 1,064
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
Attached Files
05-29-2008, 05:09 AM
Senior Member
Join Date: Mar 2006
Posts: 1,064
Historical data used for all tests:
05-29-2008, 07:34 PM
Senior Member
Join Date: Mar 2006
Posts: 1,064
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
Attached Files
05-29-2008, 08:30 PM
Senior Member
Join Date: Jun 2006
Posts: 278
Quote:
Originally Posted by
stef
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
Tags
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