Performance improvement method of EA using Excel data analysis 第4回 (Effective filters)

Session 4 (Effective Filters)

1. Effective Filters

We introduce filters that are believed to be effective, selected by Excel correlation analysis.

・sma20p5～50 Difference between the current value of sma20 and the value○ periods ago

・ksma20～240 Slope of sma20

・csma20～240 Difference between sma20 and the current price

・maxi200～800 Number of bars up to the past high

・mini200～800 Number of bars up to the past low

・difi200～800 Difference between maxi○ and mini○

・width200～800 High minus low

・dmax200～800 High minus current price

・dmin200～800 Current price minus low

・rminmax200～800 dmin ÷ dmax × 100

・rmin200～800 dmax ÷ width

・rmax200～800 dmin ÷ width

・ppos200～800 Where the current price lies between the high and low

・bbwid10～120 Width of Bollinger Bands

・upbb10～120 Slope of the upper Bollinger Band line

・dnbb10～120 Slope of the lower Bollinger Band line

・kbbwid10～120 Spread of Bollinger Bands

・rpos10～120 Where the current price lies between the Bollinger Bands (upper and lower)

・macd1～5 MACD value

・kmacd1～5 Slope of MACD

・dmacd1～5 Difference between the MACD main line and signal line

・enve10～120 Current price minus deviation line 1

・lnve10～120 Current price minus deviation line 2

The number after the symbol indicates the number of candlesticks (period).

Only the MACD is the number for the combination of five parameter types.

■ Sales site for tools to brush up EA using this method

“Tool for Increasing EA Profitability with Excel VBA”

www.gogojungle.co.jp/tools/indicators/6351

■ EA Sales Site

This is an EA developed using this method. Since release, most have shown profits.

“Senjo Bank” https://www.gogojungle.co.jp/systemtrade/fx/14944

“Yamabuki Suimei” https://www.gogojungle.co.jp/systemtrade/fx/15576

“Koukou Ryokuryu” https://www.gogojungle.co.jp/systemtrade/fx/17258

“Fuurin Kasan”https://www.gogojungle.co.jp/systemtrade/fx/21039

End.