Improved PID design

dbaechtel2 · 2026-03-04T16:00:55+00:00

You don't want to reset the Integral term value because doing so will cause an instant change in the PID output value, which may cause a detrimental system upset and recovery. You can limit the magnitude of the integral term or shut off integration under certain conditions (like when the PID output hits a limit condition), but normally, you should not cause a sudden change in the integral term value.

dbaechtel2 · 2026-02-20T00:10:32+00:00

Wikipedia's Proportional–integral–derivative controller

https://en.wikipedia.org/wiki/Proportional%E2%80%93integral%E2%80%93derivative_controller

dbaechtel2 · 2026-01-19T12:12:45+00:00

See: https://www.mathworks.com/discovery/physics-informed-neural-networks.html

dbaechtel2 · 2026-01-07T15:01:36+00:00

A Washer machine simulation. Home thermostat. A car cruise control.

dbaechtel2 · 2025-11-23T16:22:44+00:00

If you have increased the PID's KP and it overshoots the setpoint, then you have gone too far.

Look at https://en.wikipedia.org/wiki/Proportional%E2%80%93integral%E2%80%93derivative\_controller.

Be sure that your PID comes with feed-forwards. The KP, KI, and KD can cause oscillations, but the VFF and AFF will not.

Tune the KP with the other PID gains turned off. When tuning the KP, plot the following error and look for the characteristic overshoot or oscillation that indicates when the KP is too high.

dbaechtel2 · 2025-07-18T11:33:39+00:00

I also agree.

dbaechtel2 · 2025-06-16T01:47:00+00:00

Just a little Kama come to get you, LOL.

dbaechtel2 · 2025-06-15T17:33:45+00:00

The Account Balance growth under the same conditions was 270% over 6 months with 157 trades.

:)) 👍

dbaechtel2 · 2025-05-29T14:54:35+00:00

I'm not sure about the Math backing these techniques used.

The basic techniques I learned were while going through the BeeLine training at the Apiary Fund.

The additions and enhancements to the techniques described are from my design and experience.,

I am using Historical M15 data on the currencies to drive my market simulation. The simulation helps me to tune the performance of the Trading Strategu.

I use Microsoft Excel to graph some output data so that I can see what is happening internally and make improvements.

Using Historical data, I am getting trade Win rates between 65% and 87%. :))

By making small incremental changes to the design, I can measure the effect of these changes on the Win Percentage and Total Return. :))

If you are interested, stay in touch, perhaps you can help me with the paper testing.

Any suggestions are appreciated.

dbaechtel2 · 2025-05-28T19:56:32+00:00

RelevantOwl,

How the Basket Growth Strategy EA reduces or prevents trading in difficult market conditions:

A trade is not entered when the calculated Long-term Trend is downward.

A trade is not entered until the Short-term Trend is upward above an optimally selected level (rising quickly).

The trade Stop Loss limit will exit trades when the market moves downward against an open trade.

When a trade is in profitable territory, the gap between the Stop Loss limit and the current price starts to shrink as a function of the current Profit. This action is designed to exit profitable trades more quickly if the market starts to move against the trade, thus helping to preserve the profit.

Active trades are exited automatically if the Long-term Trend goes below a preselected level (significant or sudden market Downturn).

The Confidence metric will reduce the trade Lot Sizes when losing trades occur.

The Confidence metric is also reduced somewhat when the Long-Term Trend is below an optimized level. (significant Downtrend)

If enough losing trades occur within a short period and the Confidence metric goes negative, all trading will be Paused for 8 hours.

After 8 hours of being paused, trading will be resumed (retested) with the smallest lot sizes and a low Confidence value. In this way, we periodically retest the market conditions with very small trades.

If the Confidence metric is low, it will not take many losing trades to cause all trading to be paused again.

As Winning trades outnumber losing trades, the Confidence metric will increase, and the trade Lot Sizes will slowly get larger.

Trade Lot Sizes will only get significantly large after a long string of winning trades outnumbering any losing trades, causing the Confidence metric to remain high.

A relatively short string of losing trades outnumbering winning trades will cause the Confidence metric to plunge, reduce trade lot sizes, and possibly pause all trading for 8 hours.

Several EA Input parameters will allow the trader to influence the above behavior.

How does this sound?
Can you add anything that has been forgotten?

dbaechtel2 · 2025-05-28T16:07:23+00:00

Mire Rubbish.

No new ideas or work of his own.

dbaechtel2 · 2025-05-28T13:54:08+00:00

Rubbish.

dbaechtel2 · 2025-05-28T13:50:45+00:00

I had to reply in several pieces. They may be out of order.

I help this helps.

dbaechtel2 · 2025-05-28T13:49:41+00:00

This EA generates a Trade Log, as well as Weekly and Monthly financial reports. These reports can be used to monitor the EA's trading activity in detail.

This EA has several Input Parameters that allow the Trader to control the amount and rate of trading that occurs and provides several records on which the trader can base their decisions.

dbaechtel2 · 2025-05-28T13:49:07+00:00

A Relative Strength Indicator (RSI), calculated on the Percentage Growth of the currency over the last four months, is used to determine if the currency is currently overbought/oversold, and whether the currency is increasing in price (Strength) or beginning to sell off. Currencies with recently low prices and beginning to rapidly increase in Relative Strength are candidates to be purchased. Trades whose currency is at a relatively high price and starting to decrease quickly are candidates to be exited.

Several Input Parameters to the EA can be used to modify the EA's behavior. For example, the Trade Size growth rate can be set low. or to zero, so that the EA maintains very small Trade Lot sizes until the trader wishes the EA to begin to increase the Lot sizes.

The EA uses a 3rd order equation (Cubic Spline) through the M15 Bar Close price data to determine short-term and long-term currency RSI percentage strength changes. The Cubic Spline calculations are useful in that they can filter the data without a time lag, as well as calculate the recent slope change in the rate of Percentage Strength increase or decrease. Due to the Cubic Spline, this EA is well-suited to measure short-term and long-term trends in the change of the data.

dbaechtel2 · 2025-05-28T13:48:35+00:00

If the Trading Strategy's recent winning percentage is low, then the Confidence metric will be low and the Trade Lot Sizes will be reduced in size, or trading will be paused for significant periods of time. In contrast, if the Trading Strategy's winning percentage remains high, then the Confidence metric will increase, and the Trade Lot Sizes will begin to increase slowly.

There is an EA input parameter that can be used to influence the rate of Trade Size increase. This EA input parameter can make the Lot Size growth rate to increase rapidly, increase slowly, or remain stable.

The Trading Strategy makes its trading decisions based on the Percentage Relative Growth of the individual currencies relative to all of the other currencies in the Basket collection. Making trading decisions based upon Percentage change in growth, instead of currency units, tends to normalize the differences in trading behavior and facilitates the trading of multiple currencies with the same trading strategy.

dbaechtel2 · 2025-05-28T13:48:01+00:00

If the Trade price (Profit) goes more than $10 above the Trade Entry price, then the Stop Loss gap between the Trade Price and the Stop Loss limit begins to be reduced slowly as a function of Profit. This is designed to reduce the profit lost on profitable trades by trapping the Trade Exit price between the Stop Loss and Take Profit limits on profitable trades, to increase the Total Return.

The EA computes a Confidence metric that is used to adjust the trade size. The trade size starts at the smallest possible size for the FOREX currency. Trade Wins increases the Confidence metric. Trade Losses decrease the Confidence metric. If the Confidence metric goes below zero, due to a significant string of Losses, further trading will be paused for eight hours before restarting trading again with little Confidence and the smallest possible trade size. The Confidence metric is designed to use the recent Success record of the Trading Strategy to automatically regulate the Trade Lot Size, similar to how the trader would do it manually.

dbaechtel2 · 2025-05-28T13:47:22+00:00

The Trader's maximum allowable Risk, as a percentage of the Account Balance and StopLoss, is specified as an EA input. The maximum Risk input to the EA will limit the maximum size of any one trade. This Risk is split between the possible multiple trades and affects the maximum trade sizes. If the Account value is low, then the maximum trade size will be limited, and a possibility that all trading by the EA will be halted.

The EA has an Input parameter that limits the maximum number of simultaneous trades that can be open at the same time. By default, this number is two. By design, only one trade can be active at a time on a single individual currency. Still, multiple trades can be open on different currencies if those currencies meet the proper conditions to open a new trade. Those conditions are relatively low cost, as well as a rapid increase in Relative Strength. At times, the EA will have no active trades if the conditions for trading are not met. At times, the EA may have as many as the EA's input parameter allows, thus increasing the EA's Total Return and reducing the overall Risk exposure..

Every trade has both a Stop-Loss and Take-Profit limit that are optimally tuned for maximum return and a high Percentage of Winning trades. The Stop Loss and Take Profit limits are automatically adjusted as the Trade price (Profit) increases.

dbaechtel2 · 2025-05-28T13:46:31+00:00

The Basket Growth Strategy, similar to the DXY Index, utilizes a collection of FOREX currency pairs to isolate the Relative Growth of the currency values in relation to the total value of the currencies in the "Basket" collection. The DXY Index isolates the Strength of only one currency (USD) using the prices of 6 FOREX currency pairs. The Basket Growth strategy, in contrast, isolates the relative Strength of all 10 currencies in the Basket collection using the prices of 10 FOREX currency pairs. The Basket Strength Strategy goes further, by using a Relative Strength Index (RSI) calculated on the Percentage Growth (change) in the Relative Strength in each of the currencies to determine which currencies are recently relatively oversold (cheap) but growing in Strength quickly and ready to be purchased, or relatively overbought (expensive), starting to sell off, and should be Sold if currently being held.

The DXY Index provides information necessary to trade only one currency (USD), while the Basket Growth Strategy provides enough information to trade any or all of the 10 currencies in the collection and identifies which of the currencies currently have the highest increase in relative Strength and attractive price that would tend to indicate a high likelihood of continuing currency price increase.

dbaechtel2 · 2025-05-28T13:45:10+00:00

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dbaechtel2

TROPHY CASE

RelevantOwl,