Hi,

i playing with the Workshop5_3.

After default train i have this:

Quote:


EUR/USD: 29.5 0.696 5.74=> 1.447

Parameters stored in Workshop5_3_1_EURUSD.par

Run Workshop5_3_1..
Walk-Forward Test: Workshop5_3_1 EUR/USD 2005..2015
Read Workshop5_3_1_EURUSD_1.par Workshop5_3_1_EURUSD_2.par Workshop5_3_1_EURUSD_3.par Workshop5_3_1_EURUSD_4.par Workshop5_3_1_EURUSD_5.par Workshop5_3_1_EURUSD_6.par Workshop5_3_1_EURUSD_7.par Workshop5_3_1_EURUSD_8.par Workshop5_3_1_EURUSD_9.par
Monte Carlo Analysis... Median AR 62%
Profit 943$ MI 12$ DD 330$ Capital 274$
Trades 210 Win 62.9% Avg +51.5p Bars 62
AR 53% PF 1.53 SR 0.83 UI 10% R2 0.59


but after the move Stop from the row 25 to row 18 ( now is a first optimizing parameter) i get the worse output.

Quote:


EUR/USD: 2.42 29.4 0.906=> 1.642

Parameters stored in Workshop5_3_1_EURUSD.par

Run Workshop5_3_1..
Walk-Forward Test: Workshop5_3_1 EUR/USD 2005..2015
Read Workshop5_3_1_EURUSD_1.par Workshop5_3_1_EURUSD_2.par Workshop5_3_1_EURUSD_3.par Workshop5_3_1_EURUSD_4.par Workshop5_3_1_EURUSD_5.par Workshop5_3_1_EURUSD_6.par Workshop5_3_1_EURUSD_7.par Workshop5_3_1_EURUSD_8.par Workshop5_3_1_EURUSD_9.par
Monte Carlo Analysis... Median AR 66%
Profit 754$ MI 10$ DD 293$ Capital 259$
Trades 209 Win 64.1% Avg +41.4p Bars 66
AR 45% PF 1.42 SR 0.60 UI 17% R2 0.47


I thinking, for the one from new version create matrix optimizing parameters and trying find the better output with mix the parameters.
[P1 - P2 - P3] ... first step
[P2 - P3 - P1] ... next step

.... try all variant.
-----------------------

Next test: change row 24:
var Threshold = optimize(1.1,0.5,1.5,0.1); // from 1 to 1.1
i get the better output:

Quote:

EUR/USD: 2.42 26.9 0.904=> 1.582

Parameters stored in Workshop5_3_1_EURUSD.par

Run Workshop5_3_1..
Walk-Forward Test: Workshop5_3_1 EUR/USD 2005..2015
Read Workshop5_3_1_EURUSD_1.par Workshop5_3_1_EURUSD_2.par Workshop5_3_1_EURUSD_3.par Workshop5_3_1_EURUSD_4.par Workshop5_3_1_EURUSD_5.par Workshop5_3_1_EURUSD_6.par Workshop5_3_1_EURUSD_7.par Workshop5_3_1_EURUSD_8.par Workshop5_3_1_EURUSD_9.par
Monte Carlo Analysis... Median AR 63%
Profit 926$ MI 12$ DD 267$ Capital 241$
Trades 194 Win 58.2% Avg +54.8p Bars 66
AR 59% PF 1.58 SR 0.77 UI 13% R2 0.48


Also idea for the new version. Set in percent how big can be change for the parameters between WFO cycle.

Quote:

1. EUR/USD 8.45 26.7 1.105=> 1.893
2. EUR/USD 8.41 26.6 1.104=> 1.962
3. EUR/USD 4.75 32.5 0.902=> 1.655
4. EUR/USD 4.75 35.3 1.001=> 1.750
5. EUR/USD 5.21 35.4 1.000=> 2.436
6. EUR/USD 4.74 35.3 0.902=> 2.531
7. EUR/USD 4.31 26.7 1.099=> 1.752
8. EUR/USD 4.31 26.8 1.003=> 1.733
9. EUR/USD 8.40 26.7 1.000=> 2.347
10 EUR/USD 2.42 26.9 0.904=> 1.587

In this i see
between WFO 2-3 is is big change. If i set max change can be aprox. 10%?

Zorro is best for the develop AOS. Idea with WFO is excelent, but optimizing and testing with Zorro is need ( in me opinium) improve. For my is still like black box.
P.S: Sorry for my english. I'm learn only from manuals.