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Thread: Burg Extrapolator Expert Advisors

  1. #1
    Elder Analyst MANSTIR's Avatar
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    Default Burg Extrapolator Expert Advisors

    New & old way prediction prices

    Description:

    The EA uses the method of Burg's linear prediction. The linear prediction is based on finding the future values as the values of the lienar functions of the past values. Assume that we have a number of prices x[0]..x[n-1] where the higher index is compliant with the recent price. The prediction of the future price x[n] is calculated as

    x[n] = -Sum(a[i]*x[n-i], i=1..p)

    where a[i=1..p] - coefficients of the model, p - order of the model. The Burg's method finds the a[] coefficients by decreasing the mean-root-square error on the training last n-p bars.

    The inputted data are:

    MaxRisk - the maximum risk of all simultaneous deals
    ntmax - the maximum number of deals in the same direction
    MinProfit - the minimum predicted price the positions should be opened by
    MaxLoss - the maximum predicted loss the positions should be closed at
    TakeProfit
    StopLoss
    TrailingStop
    PastBars - the number of past bars to be used for future prediction
    ModelOrder - the order of the Burg's model as a fraction of the past bars number (0..1)
    UseMOM - turns on the detrend of the input data: mom(i)=log[p(i)/p(i-1)]
    UseROC - turns on the detrend of the input data: roc=100*(p(i)/p(i-1)-1)

    Only one of the variables UseMOM and UseROC can have the true value simultaneously, i.e. UseMOM=true and UseROC=true are not allowed.

    As the most of optimized EAs, Burg Extrapolator work well only on the training bars. The EA will steadily lose without a constant reoptimization.

    http://codebase.mql4.com/4992

    lebih lanjut kt link atas...

    selamat mencuba...
    Attached Files Attached Files

  2. #2
    Piplet muahaha's Avatar
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    Default

    slm....
    bleh tahan gak ea ni...tp leh explain x detail pasal ea & indicator ni

  3. #3
    Elder Analyst MANSTIR's Avatar
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    Default

    Quote Originally Posted by muahaha View Post
    slm....
    bleh tahan gak ea ni...tp leh explain x detail pasal ea & indicator ni
    PREDICTION PRICES berdasarkan past & present data..

    sila ke link atas utk lebih lanjut

    regards,

    MANSTIR

  4. #4
    Bullish awony's Avatar
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    Default

    Boleh bro, boleh share seting ker? aku dah test tapi sentiasa rugi la.. :o

  5. #5
    Piplet muahaha's Avatar
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    same la...aku test pun asyik duk rugi je..
    tp nampak cam menarik je mende alah ni

  6. #6
    In Profit jmie's Avatar
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    test run,so far nampak ok jer...
    anyway thanks to bro manstir

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