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public:research:gatrade [2015-02-07 13:24] – [Štatistiky o 1 systéme] mjakubik | public:research:gatrade [2016-12-01 13:28] (current) – external edit 127.0.0.1 | ||
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19. generácia | 19. generácia | ||
- | Najlepší jedinec | + | * Najlepší jedinec |
- | + | | |
- | Najslabší jedinec : 1029968, | + | |
- | + | ||
- | Priemerný jedinec : 6445227,365 | + | |
{{: | {{: | ||
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====Tickove data - bugy==== | ====Tickove data - bugy==== | ||
1126456. zaznam v ticks.csv | 1126456. zaznam v ticks.csv | ||
- | + | ||
- | 1391596535.225, | + | |
- | + | | |
- | 1391695940.298, | + | |
rozdiel medzi 2 tickmi 99405 sekund tj. cca 27,61 hodiny | rozdiel medzi 2 tickmi 99405 sekund tj. cca 27,61 hodiny | ||
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Vysledny vztah profit = (10*zisk_v_pipsoch ) / (kurz EUR/USD) | Vysledny vztah profit = (10*zisk_v_pipsoch ) / (kurz EUR/USD) | ||
==Vývoj pri pouziti brute-force== | ==Vývoj pri pouziti brute-force== | ||
- | Testovane pre Profit-target 10..85 pispov | + | Testovane pre Profit-target 10..150 pispov Stop-loss 10..200 pipsov. |
- | {{: | + | * 1. obrazok zachytava perspektivu z pohladu Target-profit (os vpravo) aj Stop-loss (os vlavo) |
- | {{: | + | * 2. obrazok zachytava zisk podla Target-profitu. |
+ | * 3. obrazok zachytava zisk podla Stop-lossu. | ||
- | ==Vývoj evolucie po 255 generaciach== | + | {{: |
+ | {{: | ||
+ | |||
+ | ==Vývoj evolucie | ||
V štatistike sú zahrnuté stratégie, ktoré v priebehu vývoja dosiahli postupne najväčší profit a stali sa aktuálne najlepším jedincom. Pri tejto evolúci vstupovali o hry 3 parametre: Max zisk na obchod, maximálna strata a maximálne zotrvanie v obchode v minutách. Parametre sa ľubovoľne kombinovali aj s nastavením hodnoty aj nastavením príznaku, či ich použijeme. | V štatistike sú zahrnuté stratégie, ktoré v priebehu vývoja dosiahli postupne najväčší profit a stali sa aktuálne najlepším jedincom. Pri tejto evolúci vstupovali o hry 3 parametre: Max zisk na obchod, maximálna strata a maximálne zotrvanie v obchode v minutách. Parametre sa ľubovoľne kombinovali aj s nastavením hodnoty aj nastavením príznaku, či ich použijeme. | ||
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StrategyStatistics{ | StrategyStatistics{ | ||
- | profit=1321478.6199998967, | + | profit= |
- | profitFactor=1.2116650707972298, | + | profitFactor= |
- | rrr=0.8976989992443496, | + | rrr= |
- | winRatio=0.5744219729566863, | + | winRatio= |
- | avgPlus=139.22648378547177, | + | avgPlus= |
- | avgMinus=155.0926133399587, | + | avgMinus= |
- | bestTrade=736.98, | + | bestTrade= 736.98, |
- | worstTrade=-748.65, | + | worstTrade= |
- | bestProfit=1359513.219999887, | + | bestProfit= |
- | worstProfit=-14525.949999999997, | + | worstProfit= |
- | sumPlus=7564731.769999823, | + | sumPlus= |
- | sumMinus=6243253.150000037, | + | sumMinus= |
- | countPlus=54334.0, | + | countPlus= |
- | countMinus=40255.0 | + | countMinus= |
} | } | ||
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
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+ | {{: | ||
+ | {{: | ||
+ | {{: | ||
Pouzijeme: 0, | Pouzijeme: 0, | ||
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StrategyStatistics{ | StrategyStatistics{ | ||
- | profit=9028288.390000314, | + | profit= |
- | profitFactor=1.7239553167529649, | + | profitFactor= |
- | rrr=0.3222585640492876, | + | rrr= |
- | winRatio=0.8425098338581591, | + | winRatio= |
- | avgPlus=270.5544673621736, | + | avgPlus= |
- | avgMinus=839.5571058300684, | + | avgMinus= |
- | bestTrade=815.6, | + | bestTrade= 815.6, |
- | worstTrade=-944.08, | + | worstTrade= |
- | bestProfit=9028288.390000314, | + | bestProfit= |
- | worstProfit=-88989.67999999998, | + | worstProfit= |
- | sumPlus=2.1499069640000403E7, | + | sumPlus= |
- | sumMinus=1.2470781249999836E7, | + | sumMinus= |
- | countPlus=79463.0, | + | countPlus= |
- | countMinus=14854.0 | + | countMinus= |
} | } | ||
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
+ | {{: | ||
+ | {{: | ||
+ | {{: | ||
+ | {{: | ||
Pouzijeme: 0, | Pouzijeme: 0, | ||
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StrategyStatistics{ | StrategyStatistics{ | ||
- | profit=1.0289946700000327E7, | + | profit= |
- | profitFactor=1.8765651887248624, | + | profitFactor= |
- | rrr=0.29514242615339187, | + | rrr= |
- | winRatio=0.864096610367166, | + | winRatio= |
- | avgPlus=270.2964124713235, | + | avgPlus= |
- | avgMinus=915.8168684662253, | + | avgMinus= |
- | bestTrade=815.6, | + | bestTrade= 815.6, |
- | worstTrade=-1023.59, | + | worstTrade= |
- | bestProfit=1.0289946700000327E7, | + | bestProfit= |
- | worstProfit=-100428.24999999999, | + | worstProfit= |
- | sumPlus=2.2028887320000395E7, | + | sumPlus= |
- | sumMinus=1.1738940620000076E7, | + | sumMinus= |
- | countPlus=81499.0, | + | countPlus= |
- | countMinus=12818.0 | + | countMinus= |
} | } | ||
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
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+ | {{: | ||
+ | {{: | ||
+ | {{: | ||
Pouzijeme: 0, | Pouzijeme: 0, | ||
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StrategyStatistics{ | StrategyStatistics{ | ||
- | profit=1.169922964000048E7, | + | profit= |
- | profitFactor=2.046151811106748, | + | profitFactor= |
- | rrr=0.18839021004209136, | + | rrr= |
- | winRatio=0.915691802499541, | + | winRatio= |
- | avgPlus=269.92802517341147, | + | avgPlus= |
- | avgMinus=1432.8134413837238, | + | avgMinus= |
- | bestTrade=815.6, | + | bestTrade= 815.6, |
- | worstTrade=-1494.12, | + | worstTrade= |
- | bestProfit=1.169922964000048E7, | + | bestProfit= |
- | worstProfit=-2957.4900000000002, | + | worstProfit= |
- | sumPlus=2.2882338550000437E7, | + | sumPlus= |
- | sumMinus=1.1183108909999965E7, | + | sumMinus= |
- | countPlus=84772.0, | + | countPlus= |
- | countMinus=7805.0 | + | countMinus= |
} | } | ||
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
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Pouzijeme: 0, | Pouzijeme: 0, | ||
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StrategyStatistics{ | StrategyStatistics{ | ||
- | profit=1.900273617000016E7, | + | profit= |
- | profitFactor=1.9929377179930021, | + | profitFactor= |
- | rrr=0.36288073150050437, | + | rrr= |
- | winRatio=0.8459640505920468, | + | winRatio= |
- | avgPlus=519.818319272771, | + | avgPlus= |
- | avgMinus=1432.477048652688, | + | avgMinus= |
- | bestTrade=928.76, | + | bestTrade= 928.76, |
- | worstTrade=-1494.12, | + | worstTrade= |
- | bestProfit=1.900273617000016E7, | + | bestProfit= |
- | worstProfit=-141250.35000000003, | + | worstProfit= |
- | sumPlus=3.814062954000103E7, | + | sumPlus= |
- | sumMinus=1.913789336999991E7, | + | sumMinus= |
- | countPlus=73373.0, | + | countPlus= |
- | countMinus=13360.0 | + | countMinus= |
} | } | ||
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
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+ | {{: | ||
+ | {{: | ||
+ | {{: | ||
Pouzijeme: 0, | Pouzijeme: 0, | ||
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StrategyStatistics{ | StrategyStatistics{ | ||
- | profit=2.089041708000018E7, | + | profit= |
- | profitFactor=2.0019153019958726, | + | profitFactor= |
- | rrr=0.4073546124507316, | + | rrr= |
- | winRatio=0.8309219693450999, | + | winRatio= |
- | avgPlus=583.3074692212087, | + | avgPlus= |
- | avgMinus=1431.9402589107988, | + | avgMinus= |
- | bestTrade=928.76, | + | bestTrade= 928.76, |
- | worstTrade=-1494.12, | + | worstTrade= |
- | bestProfit=2.089041708000018E7, | + | bestProfit= |
- | worstProfit=-139670.92, | + | worstProfit= |
- | sumPlus=4.1740899190000474E7, | + | sumPlus= |
- | sumMinus=2.085048211000014E7, | + | sumMinus= |
- | countPlus=71559.0, | + | countPlus= |
- | countMinus=14561.0 | + | countMinus= |
} | } | ||
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
- | {{: | + | {{: |
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+ | {{: | ||
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Pouzijeme: 0, | Pouzijeme: 0, | ||
Line 348: | Line 374: | ||
StrategyStatistics{ | StrategyStatistics{ | ||
- | profit=2.1078284909999516E7, | + | profit= |
- | profitFactor=1.9089757552533542, | + | profitFactor= |
- | rrr=0.44677099582178936, | + | rrr= |
- | winRatio=0.810348461430378, | + | winRatio= |
- | avgPlus=639.6366790931577, | + | avgPlus= |
- | avgMinus=1431.6880125949351, | + | avgMinus= |
- | bestTrade=928.76, | + | bestTrade= 928.76, |
- | worstTrade=-1494.12, | + | worstTrade= |
- | bestProfit=2.1078284909999516E7, | + | bestProfit= |
- | worstProfit=-138376.02000000002, | + | worstProfit= |
- | sumPlus=4.426733565000016E7, | + | sumPlus= |
- | sumMinus=2.3189050740000162E7, | + | sumMinus= |
- | countPlus=69207.0, | + | countPlus= |
- | countMinus=16197.0 | + | countMinus= |
} | } | ||
- | {{: | + | {{: |
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+ | ==Evolucia s roznymi hodnotami seed== | ||
+ | Pre lepsie analyzovane chovania evolucie je potrebne spustat ju na tych istych datach s roznym pociatocnym seedom. Kazda evolucia pozostavala z 30 jedincov a pocet generaci bol kvoli velkej casovej narocnosti testov obmedzeni na 150 generacii. | ||
+ | |||
+ | {{: | ||
=====Schodzky===== | =====Schodzky===== | ||
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===Grafy=== | ===Grafy=== | ||
* Graf pre pocet obchodov v case. (Prekryty s tickovymi datami) | * Graf pre pocet obchodov v case. (Prekryty s tickovymi datami) | ||
- | * Ziskovost obchodov podla dlzky/dlsie (mozno by bol vhodny kumulativny graf) | + | |
+ | | ||
* Vysledok viacerych simulaci (s roznymi seedmi) cez seba do 1 grafu. | * Vysledok viacerych simulaci (s roznymi seedmi) cez seba do 1 grafu. | ||
===Evolucia=== | ===Evolucia=== |