A clever look at how the weight of a signal can be used in an argument - Expert Advisors and Automated Trading

YAndrey 2014.03.31 06:02 #2251

barabashkakvn:
1. Total voting number. Its main characteristic is direction. The second characteristic is the total value.

2. If your strategy has two signals, one with a strength of 100*1 and the other with a strength of 10*0.1, then you should review your strategy in terms of signal selection.

Sorry, but this is nonsense. Why not just take weights into account? With the same weights - there will be the same numbers, but with different weights - they will adjust. That's a strange position you're taking... What is the inappropriateness of accounting for signals with different weights??? They logically add up with weights, but then divide by the number, without weights at all, illogically...?

Aleksey 2014.03.31 06:30 #2252

barabashkakvn:
1. The vote total. Its main characteristic is direction. The second characteristic is the vote total.

2. If your strategy has two signals, one with a strength of 100*1 and the other with a strength of 10*0.1, then you need to rethink your strategy in terms of signal selection.

Imposing your personal thoughts again with a clever look. Where did it say so? Show me that sacred scripture.

Here's a biblical quote - "With the learned look of a scholar, keep silent in an important argument."

Why can't the signal give out a coefficient for volume?

Why revise if the system works? Doesn't fit into your horizons, expand.

_Market description Tick volume vs Real [ARCHIVE]Any rookie question, so

Vladimir Karputov 2014.03.31 06:34 #2253

YAndrey:

I'm sorry, but this is nonsense. Why not just take the weights into account??? If the weights are the same, the numbers will be the same, but if they are different, they will be adjusted. That's a strange position you're taking... What is the inappropriateness of accounting for signals with different weights??? They logically add up taking weights into account, but then it's not logical to divide by the number at all, without taking weights into account...?

There is more of a normalisation to the value [100] going on here. Quote from the article:

The result of the vote is a number between -100 and +100, where the sign defines the direction of the predicted movement and the absolute value describes the strength of the signal. It is calculated as the arithmetic average of weighted forecasts of all EAs of a module. The total is the forecast of the given Signal and the absolute value is the strength of the Signal.

YAndrey 2014.03.31 07:19 #2254

barabashkakvn:

Rather, there is a normalisation to the value of [100] going on here. Quote from the article:

Naturally, there is a normalization to 100. Only it goes without considering the weights. I'm not going to popularise my opinion. I have expressed it. He who has ears, hears. He who has eyes, sees. Mouth to mouth...

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YAndrey 2014.03.31 07:27 #2255

pronych:

There you go again, imposing your personal thoughts with a clever look. Where does it say that? Show me that sacred scripture.

Here's a biblical quote - "With the learned eye of a scholar, keep silent in an important argument."

Why can't the signal give out a coefficient for volume?

Why revise if the system works? Doesn't fit into your horizons, expand.

Signal recommend volume??? Why??? Open my eyes - what's the point???

Aleksey 2014.03.31 07:48 #2256

YAndrey:
The signal to recommend volume??? What for? Open my eyes - what is the point of it???

As a rule, a signal is rarely discrete. That is, it has some strength. This is what a comparator like if(signal>level){res=+1;} else if(signal<level){res=-1;} else {res=0;} //coughly speaking

If this strength is reduced to a range of -1.0 ...+1.0 then this ratio can be multiplied by the base volume calculated by the MM block. In this case, the comparator can be kept or disabled.

Then open lot will depend on the signal strength. The higher the signal strength, the larger the lot, but within the allocated margin.

This can be done not always, but very often. This gives significant flexibility to the system, which for me personally is important.

If there is a mix of signals, and even with weights, this approach is just logical. imho

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YAndrey 2014.03.31 07:59 #2257

pronych:

As a rule, a signal is rarely discrete. That is, it has some strength. This is what a comparator like if(signal>level){res=+1;} else if(signal<level){res=-1;} else {res=0;} //coughly speaking

If this strength is reduced to a range of -1.0 ...+1.0 then this coefficient can be multiplied by the base volume calculated by the MM block. At the same time, the comparator can be kept or disabled.

Then open lot will depend on the signal strength. The higher the signal strength, the larger the lot, but within the allocated margin.

This can be done not always, but very often. This gives considerable flexibility to the system, which for me personally, is important.

I think you are trying to impose on the signal functions that are not proper to it. Yes, the discreteness implemented in the standard library is also one of the shortcomings, but I have not yet figured out what can be offered better in the general case. However, the signal should only determine the strength of his betting confidence, but the MM unit should decide on the lot size based on the strength of the signal (and many more parameters really). However, this is a matter of MM, not the signal...

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Maxim Korobkov 2014.03.31 08:10 #2258

I funded my account with a card, but the money was not credited, but the card was charged.

Aleksey 2014.03.31 08:16 #2259

YAndrey:
I think you are trying to impose some functions not proper to the signal. Yes, the discreteness implemented in the standard library is also one of the shortcomings, but I have not yet figured out what can be offered better in the general case. However, the signal should only determine the strength of his betting confidence, but the MM unit should decide on the lot size based on the strength of the signal (and many more parameters really). However, this is a matter of MM, not the signal...

It's up to you who calculates the volumes. I'm just pointing out one of the options.

You need money management when you make trades. You don't need MM to make bets.

YAndrey 2014.03.31 08:27 #2260

pronych:

It's up to you who calculates the volumes. I'm just pointing out one of the options.

The need for money management arises when you make trades. You don't need an MM to make bets.

Strange to hear that - you've probably never read a book on money management when playing roulette. Martin is also an MM and it came from roulette... Never mind, just to be clear...

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