7/13 (Sat) continuation of the article from 4/17
EA developer Reiwa’s Double E is here.
Looking back at past articles,
on 4/17 I posted the following article.
----------------------------------------------------------------
■The issue of whether to include the Lehman Brothers crash period in the EA development timeframe
https://www.gogojungle.co.jp/finance/navi/articles/64914
----------------------------------------------------------------
In that case,
when optimizing EA parameters,
naturally,parameters that avoid large losses are chosen.
In that case,
during the Lehman period
for example, if the stop loss is shallow, it will be quickly hit,
in other wordsthe Lehman-standarddeepens the chosen values.
That is,
the parameter targets become too aligned with the Lehman period.
Based on this, EA developers who do and do not account for it will show differences in real-world performance.
If you’re not careful,
“Most of the net profit in backtests came from the Lehman period.”
could happen.
So
in my case, I always
analyze with “Quant Analyzer” and
confirm that profits and losses are positive across all periods.
With that understanding,
it is important to design so that profits are positive across all periods without exception.
Only by doing so do I consider myself an EA developer.
Then goodbye!
━━━━━━━━━━━━━━━
【Reiwa’s Double-E EA Listing】
https://www.gogojungle.co.jp/users/112481/products
Specifically, I categorized Reiwa’s Double-E EA by genre
https://www.gogojungle.co.jp/finance/navi/articles/67162
━━━━━━━━━━━━━━━
【Reiwa’s Double-E Series Articles】
■EA Beginner’s Course
https://www.gogojungle.co.jp/finance/navi/series/1700--------------------------------About “How to Calculate EA Risk Management”
--------------------------------
About “How to Calculate EA Risk Management”
https://www.gogojungle.co.jp/finance/navi/articles/64703
https://www.gogojungle.co.jp/finance/navi/articles/64738
https://www.gogojungle.co.jp/finance/navi/articles/65619
■How to find a winning EA from backtests
https://www.gogojungle.co.jp/finance/navi/series/1714
■No bias! GoGoJungle raises the issue!
https://www.gogojungle.co.jp/finance/navi/series/1701
https://www.gogojungle.co.jp/finance/navi/articles/64723
■Reiwa’s Double-E “Push-buy during dips and sell-rallies logic” officially released!!
https://www.gogojungle.co.jp/finance/navi/articles/65010
https://www.gogojungle.co.jp/finance/navi/series/610
【Reiwa’s Double-E Beliefs】
Develop EA by a straightforward method,
aim to garner the support of more people,
and maintain a long-lasting WIN-WIN relationship,
to energize the EA market and raise literacy.
━━━━━━━━━━━━━━━