Log in

VininI_Cyber Cycle indicator

VininI_Cyber Cycle indicator
  • Public
By jaguar1637 4418 days ago Comments (6)

Build a perceptron on this indicator would be interesting

Of course, I will put a initialize_parameter inside for fetching the best parameters inside the perceptron

Comments

  • JohnLast 4418 days ago

    It is a complete mistery what makes one indicator to outperform others for several time and then to stop doing that.

    Is the correlation a possible answer?

    I compare indicators only in a specific EA (algorythmic strategy), not in general.

     

     

  • JohnLast 4418 days ago

    I was looking at the Cyber cycle EA, that template looks very good. Funyoo is one of the best.

    There is

    A filter module.

    Time filter module

    Money management module

    Hedging module

     

    Bu using the take profit and stop loss compared with spinal implant I received positive results but comparative to the results we get from spinal implant.

    My theory is that if you select good EA their profitability may be similiar (using the same risk and money management) depending on the trading conditions. 

    The theory is that under the local circumstances there is an amount of money  to be made on the market as pips. And by using different methods they cannot change the amount that is possible to be made.

    The global concern is about the market state and the different groups of EAs.

    I think if you consider the trend following strategies that can be the case.

     

  • jaguar1637 4418 days ago

    Yes, in my personnal opinion, correlation as I am going to show you, is a reliable answer

    may be there are other ways, that I don't know

  • JohnLast 4418 days ago

    Here is a shot of the out of sample performance of my main spinal implant. The result I think is close to what can be achieved by this method. 

    Really I think that this is not much but this is what can be taken regarding the current market state and the ranging patterns that were dominating the market state.

    Now it is possible to achieve greater profitability of the market shifts towards a downside break - out because if would be accompagned in theory with good movements. 

    If the market reverses up I also expect to make it with very clear moves.

    So the idea here is to use technical analysis not directly as a matter t otake a trade or not but as a matter to predict the future market state and if that future market state would match good the EA strategy.

     

    image
    От EA tests

     

  • JohnLast 4418 days ago

    Regardin the VininI indicator it is possible to adapt it by two ways. 

    From inside by adapting its inside parameters

    From outside by using several VininI indicator as different inputs and using the NN to find the best weights trough the genetic optimizer.

    http://beathespread.com/file/view/13416/ehlers_cyclecross_k

  • jaguar1637 4418 days ago

    yep, I just finish the BTS (beat the spread) indicator

    May be there are still some bugs in the initialize_parameters.

    but note that, the alpha and price_mode parameters are tune INSIDE the indicator.

    I put the file in private, because, if this work, it can be sold now, on this website

    The main idea is to develop perceptrons from those kinds of indicators 

    the EAs, based on those perceptrons are on the way