Mechanisation of optimal parameter selection. Finding a common denominator. - page 12

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Don't fight, girls) Where's your constructiveness?
 
There isn't and won't be.)
 
You can take some good intraday pattern and filter it with a long muvin. Then the muving period can be adjusted.
 
paukas:
What's supposed to happen? Tell me.

Like what?, and what you do. Creating a profitable "TS" on the whole story. (the word in quotes is incomprehensible to me, but okay)
 
TheXpert:
Goneevo.


I got know about this "foolishness" from the article of Igor Kim:

https://www.mql5.com/ru/forum/107064

KimIV 16.02.2008 20:43



Prival wrote (a):
About the portfolio, can you be a little more specific, as I've asked many times before, but not from you, from others. How with a correlation coefficient of bbc to 1 (-1), you can put together a portfolio which will increase FS from 30 to 100. I cannot make it out of my head. I thank you in advance for your detailed reply.

Ok... Here's a real example...

System 1 on the interval from 10.01.2001 to 27.12.2007 has FV=42.88, instrument EURCHF
System 2 for the interval from 10.01.2001 to 27.12.2007 has FB=60,32, instrument EURGBP
Simultaneous use of these two systems for the interval from 10.01.2001 to 27.12.2007 has FS=102.95

 
Tantrik:

Like what? What do you do. Creating a profitable "TS" on the whole story. (the word in quotes is incomprehensible to me, but okay).
So? There are some. They were used to trade tulips in Holland back in the 16th century. Maybe even earlier, I don't remember.
 
paukas:
You could take some good intraday pattern and filter it with a long muving.
It turns out, you can formulate the whole TS in one line. Like a 140-character tweet. A record?
 
Europa:


Not mine, I haven't checked it myself, but I will, but I got to know about this "bullshit" from Igor Kim's post:

https://www.mql5.com/ru/forum/107064

This is a coincidence. It's just that the periods when they were around the maximum drawdowns did not overlap for these systems
 
OnGoing:
It turns out that you can formulate the whole TS in one line. Like a 140-character tweet. A record?
and filter it until you're blue in the face.
 
Tantrik:
and filter it until - blue in the face.
You sense a lot of experience in this business...
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