So, I was running a system “MBFX Belkhayate” and then decided to apply machine learning (ML) to it last night, I called that one “MBFX Belk ML2.” I got around £1,700 profits in the ML version and £1,800 in the non ML system. (The ML had better stats but slightly lower profit).
Long story short, I spent about an hour altering some MBFX Belk ML2 system starting values and max value settings, adding pProfit targets etc. BUT, when I went back to the original MBFX Belk ML2 settings I couldn’t get the £1,700 profit anymore? It was losing money.
I tried for another hour to replicate the results, stripping out ML code and repasting it back in just as I had when I first created the MBFX Belk ML2 system. Nope, still losses….
So…. I started taking out chunks of ML code from the ML system this morning having given up trying to replicate the original ML backtest results last night.
Eventually I got to what I thought was a near identical version of the non ML, “MBFX Belkhayate” system.
But still the MBFX Belk ML2 made losses. The code looked the same because everything superfluous was “//” out (pls see first image).
I went further (2nd image), nope. still losses!?
So then I removed one line of unused space between the “DEFPARAM…” (line 2) and the “//Conditions to go long” (line 5) and NOW the profits are the same. Huh?
Why does one line of unused space have such a massive impact on profits? This would also explain why I’ve had this issue many times before when I couldn’t match profits with previously screen-shotted versions of systems.
Thanks for any insights, because this kind of issues has cost me days of wasted time over the years!
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