Machine Learning in ProOrder ProRealTime

• 08/06/2017 at 7:29 PM #42568
  juanj

  I would like to start a discussion around the possibilities of making use of machine learning in ProRealTime. I have personally experimented with some heuristics algorithms in ProOrder but find it very limiting when having to optimize more than one variable. Here is an snippet of the code I use to optimize an variable called periods (i.e. Average[periods]):

  // Heuristics Algorithm once Periods = 42 //Variable to be optimized once Optimize = 0 once Mode = 1 //switches between + and - increments once Increment = 1 //initial increment value once StratAvgB = 0 If Optimize = 10 Then //value is incremented by 1 at position entry or exit WinCount = 0 //Value used to determine minimum number of winning trades StratAvgA = StratAvgB StratAvgB = 0 For i = 1 to 10 Do //number of repittions to run past performance analysis If positionperf(i) > 0 Then WinCount = WinCount + 1 EndIF StratAvgB = StratAvgB + StrategyProfit[i] Next StratAvgB = StratAvgB/10 If (WinCount < 5 or StratAvgA > StratAvgB) and Mode = 1 Then Periods = Periods + (Increment+2) ElsIf (Winloss < 5 or StratAvgA > StratAvgB) and Mode = 2 Then Periods = Periods - (Increment*2) - 1 mode = 1 If Increment > 5 Then Periods = 42 //goes back to default value Increment = 1 //increment is reset Else Increment = Increment + 1 EndIF EndIF mode = 2 Optimize = 0 EndIf

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  // Heuristics Algorithm   once Periods = 42 //Variable to be optimized once Optimize = 0 once Mode = 1 //switches between + and - increments once Increment = 1 //initial increment value once StratAvgB = 0   If Optimize = 10 Then //value is incremented by 1 at position entry or exit WinCount = 0 //Value used to determine minimum number of winning trades StratAvgA = StratAvgB StratAvgB = 0 For i = 1 to 10 Do //number of repittions to run past performance analysis   If positionperf(i) > 0 Then    WinCount = WinCount + 1   EndIF   StratAvgB = StratAvgB + StrategyProfit[i] Next StratAvgB = StratAvgB/10 If (WinCount < 5 or StratAvgA > StratAvgB) and Mode = 1 Then   Periods = Periods + (Increment+2) ElsIf (Winloss < 5 or StratAvgA > StratAvgB) and Mode = 2 Then   Periods = Periods - (Increment*2) - 1   mode = 1   If Increment > 5 Then    Periods = 42 //goes back to default value    Increment = 1 //increment is reset   Else    Increment = Increment + 1   EndIF EndIF mode = 2 Optimize = 0 EndIf

  Please share your own experience. @Wing @Nicolas I know you said you have also experimented with this, would you mind to share?

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  08/06/2017 at 8:06 PM #42572
  JC_Bywan

  https://www.prorealcode.com/topic/pattern-matching-price-movements-in-prt/

  

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  08/06/2017 at 9:38 PM #42579
  Wing

  Will follow the thread. Have a lot of work deadlines to deal with but in 4-5 days I may be able to share something I have been working on previously.

  Thank you @Noobywan for posting my thread. The project I plan to share is not related to that one.

  

  Wing

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  08/07/2017 at 10:46 AM #42654
  Nicolas

  @juanj

  Thanks for this code snippet about machine learning, it is inspiring! I’m currently on leave, so I can’t help a lot, I’m spending only 10 minutes on day on website 🙂

  I made code indentation for a better comprehension of what you done, but I’m still thinking a part is missing? Sorry I’m confuse about it, but how do you know the “periods” you found with the code would have been better than the one used in the past? Would you mind adding comments starting from line 20?

  

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  08/07/2017 at 4:43 PM #42694
  juanj

  Latest version of my Heuristics Algorithm (with comments):

  // Heuristics Algorithm Start Once Periods = 42 //Variable being optimized is initialized Increment = 1 MaxIncrement = 6 Reps = 10 //Number of bars to use for analysis once IncPos = 1 //Increment Position once Optimize = 0 //Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments once WinCountB = 0 //Initialize Best Win Count once StratAvgB = 0 //Initialize Best Avg Strategy Profit If Optimize = Reps Then WinCountA = 0 //Initialize current Win Count StratAvgA = 0 //Initialize current Avg Strategy Profit For i = 1 to Reps Do If positionperf(i) > 0 Then WinCountA = WinLossA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + StrategyProfit[i] Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit If StratAvgA >= StratAvgB Then StratAvgB = StratAvgA //Update Best Strategy Profit BestA = Periods ElsIf WinCountA >= WinCountB Then WinCountB = WinCountB //Update Best Win Count BestB = Periods EndIf If WinCountA < WinCountB or StratAvgA < StratAvgB) and Mode = 1 Then Periods = Periods + (Increment*IncPos) ElsIf WinCountA < WinCountB or StratAvgA < StratAvgB) and Mode = 2 Then Periods = Periods - (Increment*IncPos) mode = 1 If IncPos > MaxIncrement Then If BestA = BestB Then Periods = BestA //Periods is reset to best performing value Else Periods = (BestA+BestB)/2 //Periods is reset to best performing avg value IncPos = 1 EndIf IncPos = IncPos + Increment EndIF EndIF mode = 2 Optimize = 0 EndIf // Heuristics Algorithm End

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  // Heuristics Algorithm Start   Once Periods = 42 //Variable being optimized is initialized Increment = 1 MaxIncrement = 6 Reps = 10 //Number of bars to use for analysis once IncPos = 1 //Increment Position once Optimize = 0 //Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments once WinCountB = 0 //Initialize Best Win Count once StratAvgB = 0 //Initialize Best Avg Strategy Profit   If Optimize = Reps Then WinCountA = 0 //Initialize current Win Count StratAvgA = 0 //Initialize current Avg Strategy Profit For i = 1 to Reps Do If positionperf(i) > 0 Then WinCountA = WinLossA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + StrategyProfit[i] Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit If StratAvgA >= StratAvgB Then StratAvgB = StratAvgA //Update Best Strategy Profit BestA = Periods ElsIf WinCountA >= WinCountB Then WinCountB = WinCountB  //Update Best Win Count BestB = Periods EndIf If WinCountA < WinCountB or StratAvgA < StratAvgB) and Mode = 1 Then Periods = Periods + (Increment*IncPos) ElsIf WinCountA < WinCountB or StratAvgA < StratAvgB) and Mode = 2 Then Periods = Periods - (Increment*IncPos) mode = 1 If IncPos > MaxIncrement Then If BestA = BestB Then Periods = BestA //Periods is reset to best performing value Else Periods = (BestA+BestB)/2 //Periods is reset to best performing avg value IncPos = 1 EndIf IncPos = IncPos + Increment EndIF EndIF mode = 2 Optimize = 0 EndIf   // Heuristics Algorithm End

   

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  08/07/2017 at 4:54 PM #42695
  juanj

  There was an Syntax error in the above piece of code, here is the corrected and indented version:

  // Heuristics Algorithm Start once periods = 42 //Variable being optimized is initialized Increment = 1 MaxIncrement = 6 Reps = 10 //Number of bars to use for analysis once IncPos = 1 //Increment Position once Optimize = 0 //Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments once WinCountB = 0 //Initialize Best Win Count once StratAvgB = 0 //Initialize Best Avg Strategy Profit If Optimize = Reps Then WinCountA = 0 //Initialize current Win Count StratAvgA = 0 //Initialize current Avg Strategy Profit For i = 1 to Reps Do If positionperf(i) > 0 Then WinCountA = WinCountA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + StrategyProfit[i] Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit If StratAvgA >= StratAvgB Then StratAvgB = StratAvgA //Update Best Strategy Profit BestA = Periods ElsIf WinCountA >= WinCountB Then WinCountB = WinCountB //Update Best Win Count BestB = Periods EndIf If WinCountA < WinCountB or StratAvgA < StratAvgB and Mode = 1 Then Periods = Periods + (Increment*IncPos) ElsIf WinCountA < WinCountB or StratAvgA < StratAvgB and Mode = 2 Then Periods = Periods - (Increment*IncPos) mode = 1 EndIf If IncPos > MaxIncrement Then If BestA = BestB Then Periods = BestA //Periods is reset to best performing value Else Periods = (BestA+BestB)/2 //Periods is reset to best performing avg value IncPos = 1 EndIf IncPos = IncPos + Increment EndIF mode = 2 Optimize = 0 EndIf // Heuristics Algorithm End

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  // Heuristics Algorithm Start   once periods = 42 //Variable being optimized is initialized Increment = 1 MaxIncrement = 6 Reps = 10 //Number of bars to use for analysis once IncPos = 1 //Increment Position once Optimize = 0 //Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments once WinCountB = 0 //Initialize Best Win Count once StratAvgB = 0 //Initialize Best Avg Strategy Profit   If Optimize = Reps Then   WinCountA = 0 //Initialize current Win Count   StratAvgA = 0 //Initialize current Avg Strategy Profit   For i = 1 to Reps Do    If positionperf(i) > 0 Then    WinCountA = WinCountA + 1 //Increment Current WinCount    EndIf    StratAvgA = StratAvgA + StrategyProfit[i]   Next   StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit   If StratAvgA >= StratAvgB Then    StratAvgB = StratAvgA //Update Best Strategy Profit    BestA = Periods   ElsIf WinCountA >= WinCountB Then    WinCountB = WinCountB  //Update Best Win Count    BestB = Periods   EndIf   If WinCountA < WinCountB or StratAvgA < StratAvgB and Mode = 1 Then    Periods = Periods + (Increment*IncPos)   ElsIf WinCountA < WinCountB or StratAvgA < StratAvgB and Mode = 2 Then    Periods = Periods - (Increment*IncPos)    mode = 1   EndIf   If IncPos > MaxIncrement Then    If BestA = BestB Then     Periods = BestA //Periods is reset to best performing value    Else     Periods = (BestA+BestB)/2 //Periods is reset to best performing avg value     IncPos = 1    EndIf    IncPos = IncPos + Increment   EndIF mode = 2 Optimize = 0 EndIf   // Heuristics Algorithm End

   

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  juanj

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  08/10/2017 at 9:20 PM #42969
  juanj

  @wing hope you have met those deadlines 🙂

  I’m looking forward to the code you mentioned you were working on previously.

  Regards

  

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  08/11/2017 at 8:28 PM #43041
  Wing

  Alright I have attached the code to this reply. It bears resemblance to the algorithm you showcase. This is a large piece of code, including a strategy, and an attached indicator which itself calls a whole bunch of indicators. Even though it relies on machine learning, I have optimized it previously and introduced time settings etc. to work on the DAX 30m timeframe. I think it has positive performance on higher timeframes too. I last worked on this in October or something, so everything after that is OOS. It has not performed good since then, but not bad either. Nevertheless the concept I want to showcase is explained by me in this thread: https://www.prorealcode.com/topic/code-correlation/

  The system’s indicator calls a bunch of other indicators, and records the average value of these different indicators before a positive or negative move. Using this it constantly produces a prediction for future price. Since market regimes change, the history of indicator values is weighted to give more importance to recent market behvaiour.

  You will find no comments in the code itself, but there is code in the link above you can view for better understanding.. This is experimental code I have not cleaned up, so there are features/stuff not currently in use still included. With what I know now I can improve on it a lot, maybe with the help of your ideas.

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  08/12/2017 at 7:32 AM #43059
  mikenew

  Great topic – I’d love to stay in and develop the conversation.

  

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  08/12/2017 at 12:27 PM #43072
  Nicolas

  Thanks a lot @Wing, I’d love to take part of further development when I’ll be back and operational… 🙂

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  08/12/2017 at 1:09 PM #43080
  juanj

  @wing thank you for your contribution, I haven’t gone through your code yet but looking forward to seeing what I can learn from it.

  I’m very excited as to the potential of what we can achieve if we all collaborate.

  As I read your post I was thinking of the concept of maybe using indicators as a form of dynamic array. Not sure yet how that will work but sure I will get some insights from your work.

  Below is the latest version of my heuristics algorithm, it now has the ability to base it’s increments more towards the better performing side, but still switch if performance declines.

  // Heuristics Algorithm Start once periods = 26 //initial value of the dynamic variable ('periods') to optimize Increment = 1 //Increment value MaxIncrement = 7 //Maximum value to increment before updating initial value Reps = x //Number of trades to use for analysis once PIncPos = 1 //Positive Increment Position once NIncPos = 1 //Neative Increment Position once Optimize = 0 //Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments once WinCountB = 0 //Initialize Best Win Count i.e. win rate once StratAvgB = 0 //Initialize Best Avg Strategy Profit i.e. avg profit/trade If Optimize = Reps Then //Start heuristics WinCountA = 0 //Initialize current Win Count StratAvgA = 0 //Initialize current Avg Strategy Profit For i = 1 to Reps Do If positionperf(i) > 0 Then //Determine win rate of current period WinCountA = WinCountA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + StrategyProfit[i] Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit If StratAvgA >= StratAvgB Then StratAvgB = StratAvgA //Update Best Strategy Profit BestA = Periods //Update BestA with best performing value EndIf If WinCountA >= WinCountB Then WinCountB = WinCountB //Update Best Win Count BestB = Periods //Update BestB with best performing value EndIf If WinCountA > WinCountB and StratAvgA > StratAvgB Then Mode = 0 //Strategy is performing well with current variable, do not optimize ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 Then Periods = Periods - (Increment*NIncPos) NIncPos = NIncPos + Increment Mode = 2 //Next cycle optimize with negative increments ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 Then Periods = Periods + (Increment*PIncPos) PIncPos = PIncPos + Increment Mode = 1 //Next cycle again optimize with positive increments ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 Then Periods = Periods + (Increment*PIncPos) PIncPos = PIncPos + Increment Mode = 1 //Next cycle optimize with positive increments ElsIf WinCountA > WinCountB or StratAvgA > StratAvgB and Mode = 2 Then Periods = Periods - (Increment*NIncPos) NIncPos = NIncPos + Increment Mode = 2 //Next cycle again optimize with positive increments EndIf If NIncPos > MaxIncrement or PIncPos > MaxIncrement Then //Max increment value reached If BestA = BestB Then Periods = BestA //Update initial variable with the best performing value Else Periods = (BestA+BestB)/2 //Update initial variable with the average best performing value EndIf NIncPos = 1 //reset increment values PIncPos = 1 //reset increment values EndIF Optimize = 0 EndIf // Heuristics Algorithm End

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  // Heuristics Algorithm Start   once periods = 26 //initial value of the dynamic variable ('periods') to optimize Increment = 1 //Increment value MaxIncrement = 7 //Maximum value to increment before updating initial value Reps = x //Number of trades to use for analysis   once PIncPos = 1 //Positive Increment Position once NIncPos = 1 //Neative Increment Position once Optimize = 0 //Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments once WinCountB = 0 //Initialize Best Win Count i.e. win rate once StratAvgB = 0 //Initialize Best Avg Strategy Profit i.e. avg profit/trade   If Optimize = Reps Then //Start heuristics WinCountA = 0 //Initialize current Win Count StratAvgA = 0 //Initialize current Avg Strategy Profit   For i = 1 to Reps Do If positionperf(i) > 0 Then //Determine win rate of current period WinCountA = WinCountA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + StrategyProfit[i] Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit   If StratAvgA >= StratAvgB Then StratAvgB = StratAvgA //Update Best Strategy Profit BestA = Periods //Update BestA with best performing value EndIf   If WinCountA >= WinCountB Then WinCountB = WinCountB //Update Best Win Count BestB = Periods //Update BestB with best performing value EndIf   If WinCountA > WinCountB and StratAvgA > StratAvgB Then Mode = 0 //Strategy is performing well with current variable, do not optimize ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 Then Periods = Periods - (Increment*NIncPos) NIncPos = NIncPos + Increment Mode = 2 //Next cycle optimize with negative increments ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 Then Periods = Periods + (Increment*PIncPos) PIncPos = PIncPos + Increment Mode = 1 //Next cycle again optimize with positive increments ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 Then Periods = Periods + (Increment*PIncPos) PIncPos = PIncPos + Increment Mode = 1 //Next cycle optimize with positive increments ElsIf WinCountA > WinCountB or StratAvgA > StratAvgB and Mode = 2 Then Periods = Periods - (Increment*NIncPos) NIncPos = NIncPos + Increment Mode = 2 //Next cycle again optimize with positive increments EndIf   If NIncPos > MaxIncrement or PIncPos > MaxIncrement Then //Max increment value reached If BestA = BestB Then Periods = BestA //Update initial variable with the best performing value Else Periods = (BestA+BestB)/2 //Update initial variable with the average best performing value EndIf NIncPos = 1 //reset increment values PIncPos = 1 //reset increment values EndIF   Optimize = 0 EndIf   // Heuristics Algorithm End

   

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  juanj

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  08/12/2017 at 1:13 PM #43081
  juanj

  @Nicolas I spent some time indenting the above code in the ‘Insert PRT Code’ screen to display better (same as my previous post), but seems the formatting was lost 🙁

  Can you maybe assist in correcting it?

  

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  03/03/2020 at 12:50 PM #121059
  juanj

  I am sharing this algorithm in the hopes that this community will help to improve it.

  The algorithm can replace and dynamically adjust any variable set equal to it’s output variable called ‘ValueX’ (i.e. Average[Valuex](close)

  The input and parameters to optimize are:

  StartingValue //Initial or value used
  ResetPeriod //Specify no of months after which to reset optimization Increment = 20
  MaxIncrement //Limit of no of increments either up or down
  Reps  //Number of trades to use for analysis
  MaxValue = //Maximum allowed value
  MinValue = increment //Minimum allowed value

  // Heuristics Algorithm Start If onmarket[1] = 1 and onmarket = 0 Then optimize = optimize + 1 EnDif StartingValue = 200 ResetPeriod = 8 //Specify no of months after which to reset optimization Increment = 20 MaxIncrement = 4 //Limit of no of increments either up or down Reps = 3 //Number of trades to use for analysis MaxValue = 270 //Maximum allowed value MinValue = increment //Minimum allowed value once monthinit = month once yearinit = year If (year = yearinit and month = (monthinit + ResetPeriod)) or (year = (yearinit + 1) and ((12 - monthinit) + month = ResetPeriod)) Then ValueX = StartingValue WinCountB = 0 StratAvgB = 0 BestA = 0 BestB = 0 monthinit = month yearinit = year EndIf once ValueX = StartingValue once PIncPos = 1 //Positive Increment Position once NIncPos = 1 //Neative Increment Position once Optimize = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments //once WinCountB = 3 //Initialize Best Win Count //GRAPH WinCountB coloured (0,0,0) AS "WinCountB" //once StratAvgB = 4353 //Initialize Best Avg Strategy Profit //GRAPH StratAvgB coloured (0,0,0) AS "StratAvgB" If Optimize = Reps Then WinCountA = 0 //Initialize current Win Count StratAvgA = 0 //Initialize current Avg Strategy Profit For i = 1 to Reps Do If positionperf(i) > 0 Then WinCountA = WinCountA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1) Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit //Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1" //Graph (PositionPerf(2)*countofposition[2]*100000)*-1 as "PosPerf2" //Graph StratAvgA*-1 as "StratAvgA" //once BestA = 300 //GRAPH BestA coloured (0,0,0) AS "BestA" If StratAvgA >= StratAvgB Then StratAvgB = StratAvgA //Update Best Strategy Profit BestA = ValueX EndIf //once BestB = 300 //GRAPH BestB coloured (0,0,0) AS "BestB" If WinCountA >= WinCountB Then WinCountB = WinCountA //Update Best Win Count BestB = ValueX EndIf If WinCountA > WinCountB and StratAvgA > StratAvgB Then Mode = 0 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode = 2 ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode = 1 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode = 1 ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 2 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode = 2 EndIf If NIncPos > MaxIncrement or PIncPos > MaxIncrement Then If BestA = BestB Then ValueX = BestA Else If reps >= 10 Then WeightedScore = 10 Else WeightedScore = round((reps/100)*100) EndIf ValueX = round(((BestA*(20-WeightedScore)) + (BestB*WeightedScore))/20) //Lower Reps = Less weight assigned to Win% EndIf NIncPos = 1 PIncPos = 1 ElsIf ValueX > MaxValue Then ValueX = MaxValue ElsIf ValueX < MinValue Then ValueX = MinValue EndIF Optimize = 0 EndIf // Heuristics Algorithm End

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  // Heuristics Algorithm Start   If onmarket[1] = 1 and onmarket = 0 Then optimize = optimize + 1 EnDif   StartingValue = 200 ResetPeriod = 8 //Specify no of months after which to reset optimization Increment = 20 MaxIncrement = 4 //Limit of no of increments either up or down Reps = 3 //Number of trades to use for analysis MaxValue = 270 //Maximum allowed value MinValue = increment //Minimum allowed value   once monthinit = month once yearinit = year If (year = yearinit and month = (monthinit + ResetPeriod)) or (year = (yearinit + 1) and ((12 - monthinit) + month = ResetPeriod)) Then ValueX = StartingValue WinCountB = 0 StratAvgB = 0 BestA = 0 BestB = 0 monthinit = month yearinit = year EndIf once ValueX = StartingValue once PIncPos = 1 //Positive Increment Position once NIncPos = 1 //Neative Increment Position once Optimize = 0 ////Initialize Heuristicks Engine Counter (Must be Incremented at Position Start or Exit) once Mode = 1 //Switches between negative and positive increments //once WinCountB = 3 //Initialize Best Win Count //GRAPH WinCountB coloured (0,0,0) AS "WinCountB" //once StratAvgB = 4353 //Initialize Best Avg Strategy Profit //GRAPH StratAvgB coloured (0,0,0) AS "StratAvgB"   If Optimize = Reps Then WinCountA = 0 //Initialize current Win Count StratAvgA = 0 //Initialize current Avg Strategy Profit   For i = 1 to Reps Do If positionperf(i) > 0 Then WinCountA = WinCountA + 1 //Increment Current WinCount EndIf StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*-1)*-1) Next StratAvgA = StratAvgA/Reps //Calculate Current Avg Strategy Profit //Graph (PositionPerf(1)*countofposition[1]*100000)*-1 as "PosPerf1" //Graph (PositionPerf(2)*countofposition[2]*100000)*-1 as "PosPerf2" //Graph StratAvgA*-1 as "StratAvgA" //once BestA = 300 //GRAPH BestA coloured (0,0,0) AS "BestA" If StratAvgA >= StratAvgB Then StratAvgB = StratAvgA //Update Best Strategy Profit BestA = ValueX EndIf //once BestB = 300 //GRAPH BestB coloured (0,0,0) AS "BestB" If WinCountA >= WinCountB Then WinCountB = WinCountA  //Update Best Win Count BestB = ValueX EndIf   If WinCountA > WinCountB and StratAvgA > StratAvgB Then Mode = 0 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 1 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode = 2 ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 1 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode = 1 ElsIf WinCountA < WinCountB and StratAvgA < StratAvgB and Mode = 2 Then ValueX = ValueX + (Increment*PIncPos) PIncPos = PIncPos + 1 Mode = 1 ElsIf WinCountA >= WinCountB or StratAvgA >= StratAvgB and Mode = 2 Then ValueX = ValueX - (Increment*NIncPos) NIncPos = NIncPos + 1 Mode = 2 EndIf   If NIncPos > MaxIncrement or PIncPos > MaxIncrement Then If BestA = BestB Then ValueX = BestA Else If reps >= 10 Then WeightedScore = 10 Else WeightedScore = round((reps/100)*100) EndIf ValueX = round(((BestA*(20-WeightedScore)) + (BestB*WeightedScore))/20) //Lower Reps = Less weight assigned to Win% EndIf NIncPos = 1 PIncPos = 1 ElsIf ValueX > MaxValue Then ValueX = MaxValue ElsIf ValueX < MinValue Then ValueX = MinValue EndIF   Optimize = 0 EndIf   // Heuristics Algorithm End

   

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  03/03/2020 at 1:11 PM #121064
  Francesco

  This is CRAZY!

  

  Francesco

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  03/03/2020 at 1:13 PM #121065
  juanj

  No this was only the beginning 🙂 – But there is only so much one can share

  

  juanj

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