Forex Software — Balance Line Stability - Development

Re: Balance Line Stability - Development

2019-01-07T05:08:27Z

Hi Popov,

so far everything seems to work great with R-Squared now! Thank you again :-)

Re: Balance Line Stability - Development

2019-01-05T09:11:56Z

Hehe, interesting :-) I will have to refresh this evening as I´ve started a run just an hour ago, but I will report back, of course :-)

Re: Balance Line Stability - Development

2019-01-05T06:13:04Z

Thank you for the report!

It was a problem indeed. I have forgotten to add r-squared to the OOS target criteria. I don't know how it worked at all It optimized for best r^2 but returned some random variant of the strategies found because all OOS r^2 was 0.

Now it is fixed and uploaded. Please refresh with Ctrl + F5.

Re: Balance Line Stability - Development

2019-01-04T23:54:07Z

Hmm, I get the feeling that there is something wrong if optimizing for R-Squared. Could it be that R-Squared in the Optimizer is accidentally linked to the Balance line stability and is really optimizing for that instead of R-Squared? To me, it seems like that is the case. Can you check, please?

E.g.: I select R-Squared as the target for the Optimizer and it optimizes fine, but I somehow get the feeling that it actually optimizes for the highest Balance line stability value instead of the highest R-Squared value, like if there is a wrong link in your code and R-Squared points to Balance line stability during the optimization, so that in reality the optimizer, while correctly calculating R-Squared of course, is really optimizing for the maximum Balance line stability. I think this happened when you´ve re-added / renamed R-Squared *and* Balance line stability this evening, seems like the R-Squared optimizer target is acutally pointing to Balance line stability.

Re: Balance Line Stability - Development

2019-01-04T22:26:40Z

Yea me too, but nothing in there, the tab just fully crashes, but no logs.

Re: Balance Line Stability - Development

2019-01-04T22:24:32Z

I'm running the latest version with Reactor and R-squared optimization on two machines and no errors or crashes were noted.

If it happens and I can reproduce it I'll be able to fix it immediately. I'm keeping the browser's Console open for any case.

Re: Balance Line Stability - Development

2019-01-04T22:18:17Z

Just crashed again (Firefox, never crashed before with EA Studio), but I can´t see any output in it´s "Browser Console" that would explain the crash. What´s also odd: I had optimized for R-Squared and it ended up with a value of 99.02. Once going back to the editor (keeping the changes), it jumped down to 98.52. Seems like there is some bug somewhere...

Re: Balance Line Stability - Development

2019-01-04T22:00:45Z

Seems I can´t reproduce the crash right now, but I´ll let you know if it happens again.

Re: Balance Line Stability - Development

2019-01-04T21:46:11Z

Odd, but surely we will see. We have a well working R-Squared for now at least. And as I´ve mentioned the "Balance line stability" showed good values right before you did that OOS / IS fix yesterday (the one where you said the index for the OOS was wrong - right after that Balance line stability began to show these strange values of 83 instead of 97 it showed before for the almost perfect strategy).

I also just had a crash of EA Studio now during optimization after you´ve re-added Balance line stability. Will try to debug the cause...

Re: Balance Line Stability - Development

2019-01-04T21:43:15Z

But as I understood, you are going to rework the formula for Balance line stability, right?

It is now an adopted version of the code you sent me, however it doesn't work very well as it is now. I'll try to fix and improve it for our case.

Re: Balance Line Stability - Development

2019-01-04T21:37:01Z

Great, just tested that too, but look at how different the values are for this almost perfect equity curve. Why would Balance line stability only show 87? It´s so close to a straight line that it can´t get much better. R-squared shows that correct with 97. But as I understood, you are going to rework the formula for Balance line stability, right?

Have a nice weekend too :-)

Re: Balance Line Stability - Development

2019-01-04T21:24:07Z

Now we have both: Balance line stability and R - squared in sorting, filtering, Acceptance Criteria, Search best...

Have a great weekend!

Re: Balance Line Stability - Development

2019-01-04T21:04:51Z

Great! Now the new R-Squared is working right. Look at this.

Initial strategy:

Optimized for R-Squared:

As we can see, the values look right (97.X before, 99.X after) and the equity line is more straight too - that all makes sense now. Will run some more tests...

Re: Balance Line Stability - Development

2019-01-04T21:00:18Z

Actually you are right.

I'll introduce the new option "R-Squared" within an hour and will return the previous stability formula.

Re: Balance Line Stability - Development

2019-01-04T20:49:18Z

Looks good at a first test, the problematic strategy I´ve posted a few posts ago that had an almost perfectly straight equity line but just showed "83", now shows "99.26", which is correct, as it is almost a straight line, testing extensively now... If you plan to place this separately as "R-Squared" into the metrics, I would recommend to name it "R-Squared" right now already and re-add "Balance line stability" when you´ve finished it again with your own formula, whenever that is. This way config-files will not get messed up for your users.

Seeing that you´ve placed the code on Github, does this mean we can now somehow code our own metrics in JS and insert them into EA Studio? That would be cool!