Topic: Bug(?): Alligator/Moving Average no "Shift" randomization

Hi Mr. Popov,

looking at the thousands of strategies I´ve generated with Express Generator so far, I found that none of the strategies that use the "Alligator" or the "Moving Average" (the two only indicators that have a "Shift" parameter) ever have anything else than "0" for "Shift". It looks like Express Generator is not randomizing the "Shift" in both indicators and always uses "0". This is a pity as I have found good strategies in the past with EA Studio that use the "Shift" value with good results. I hope you can add randomization for the "Shift" in Express Generator too so that it isn´t always 0.

Thank you.

Re: Bug(?): Alligator/Moving Average no "Shift" randomization

Express Generator and EA Studio generate the same parameters within the same ranges.

For "Alligator", each shift is equal to the previous line period.
For "Moving Average", the Generator uses shift = 0.

Re: Bug(?): Alligator/Moving Average no "Shift" randomization

Thank you. So basically the shift of the "Moving Average" is never randomized at all, and is always 0, correct? Could you change that so that it is randomized like the Period too? Otherwise, the Shift parameter would be pretty useless at least for the auto-generation.

Re: Bug(?): Alligator/Moving Average no "Shift" randomization

> the shift of the "Moving Average" is never randomized at all, and is always 0, correct?

Correct!

> Otherwise, the Shift parameter would be pretty useless at least for the auto-generation.

Correct!

The shift introduces a lag. If I made it random between a range, it will mean that we will have almost always a shift with a value in the middle of the range. Obviously, we don't want that.

Another option is to have a probability to have a shift (let's say 5%) and then to have it within a range. However, it makes it very opinionated. For that reason, I "opinionated" it to 0.

The shift parameter is in EA Studio only because it is in MetaTrader (set to 0 by default)

https://image-holder.forexsb.com/store/mt-ma-parameters-shift.png

5 (edited by geektrader 2022-11-10 00:46:59)

Re: Bug(?): Alligator/Moving Average no "Shift" randomization

I totally understand that usage of the "Shift" introduces a lag. Actually, every "Period" does too, the longer it is, the more it lags.

At least I don´t need to "opinionate" about the "Shift", because I know for a fact that it doesn´t mean that it generates bad strategies if using high "Shift" values. The contrary is actually true as I found in my many years of empiric research by creating strategies on different platforms. You´d wonder that some of my most profitable strategies are actually using high values for "Shift" of the "Moving Average". It´s a missed chance in my opinion if Express Generator / EA Studio always uses "0" for "Shift", as it will miss strategies like these that are highly profitable (that´s on 36 years of data and 2 years on MyFxBook).

https://i.ibb.co/gWvXSsH/Untitled.png

As you can see, there can be VERY good strategies even with heavy "Shift" values and hence I´d appreciate it if you would consider adding randomization to "Shift" of the "Moving Average" indicator for Express Generator and EA Studio.

Thanks :-)