As you (the one visitor a day I occasionally get) could imagine, I’m currently in the middle of Experiment 6 (E6). I’ve been conducting this test all of last week and will conclude it at the end of this week. I previously noticed that a number of EAs would only hold their positions open for an hour or two, even though the forecasts are 4 hours in the future. I decided to test the prior setups versus 2-hour forecasts setups, and use the extra computational margin gained to run more histories. This way I halved the forecast length and doubled the number of histories, to keep the total number of random samples equal. The results so far indicate that the 2-hour forecasts do have a significant edge over the 4 hour configuration. It’s still premature, and I won’t post results until the end of E6, but that’s the indication so far.
After E6, E7 will test a variety of entry and exit configurations for the DMA variant in a 2hr forecast mode (if E6 results remain consistent until the end of the week). I’m currently testing an entry of PN>0.18 and exit of PN<.03 or TP/SL at 2 SD, whichever comes first. E7 will test entries of 0.2 and 0.5 and exits of PN<0 with 2SD TP/SL, exit on TP/SL or opposite entry, and exit on opposite entry only (no TP/SL). I haven’t had a chance to explore different entry/exit setups since I’ve been comparing different EAs against each other, but my recent work is indicating that DMA 1-5-15 2hr 2SD gives the best results. I’m excited to run E7 and see how my DMA EA behaves under these conditions. Even though it is profitable, I’ve noticed it often leaves a lot on the table by exiting too quickly, so these alternate conditions will test a less jittery EA against itself.
After E7, I think i’ll have narrowed down the EA’s profitable and safe operational parameters enough to start exploring other currencies. I’ll be using the results of E7 to configure the DMA EA in E8 to test its behaviour in EURUSD, USDJPY, USDCHF, USDCAD, GBPUSD, and AUDUSD. This selection is somewhat arbitrary and may change before E8. Ideally, I’d like to test everything under the sun, but i have limited computational resources.
As a side note, I’l like to mention that I don’t plan on posting experimental updates as independent blog posts anymore, since experimental results are all documented as pages under the “Results” section. I am however, planning to continue broadcasting the live video on livestream.com/gatornuke, although I admit this broadcast has not been uninterrupted.