Discussion of article "Evaluation of Trade Systems - the Effectiveness of Entering, Exiting and Trades in General" - page 3
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It is strange, having a history of quotes, not to be able to accurately estimate the maximum profit on it.
Quotes are one thing, but profit depends on the invested funds, so it's something else.
Even if you simplify the problem to [-1:0:1], there is still a triple alternative at a particular point in time.
You've heard of the coastline problem, that's what I'm getting at,
how to estimate the maximum possible equity? in what approximation to consider?
ZY This is only the first question, the second question follows from it: how realistic is it to get close to maximal equity? Here we are really moving towards a concrete implementation of the TS.
Quotes are one thing, but profit depends on the invested funds, so it's something else.
Even if we simplify the problem to [-1:0:1], there is still a triple alternative at a given point in time.
You've heard of the coastline problem, that's what I'm getting at,
how to estimate the maximum possible equity? in what approximation to consider?
ZЫ This is only the first question, the second question follows from it: how realistic is it to get close to maximal equity? Here we are really moving towards a concrete implementation of the TS.
It's all talk.
If you are interested in maximum profit in pips, it is elementary.
If you take into account the invested funds - similarly.
P.S. Based on postic data (aggregation of several ECN/STP feeds) for the last Friday - 27.07.2012:
https://www.mql5.com/en/code/9234#21822
We have two mutually opposite objectives:
the shorter the horizon, the higher the potential profit.(this conclusion is drawn from the materials on the link)
the higher the horizon, the easier it is to make a profit. (this conclusion I learnt from numerous posts on the forum).
ZY it remains to solve the research problem about the golden mean.
It remains to solve the research problem about the golden mean.
I wonder where such love for TF comes from?
What is the attraction to quantisation of the initial series {Price, Time} by time?
I wonder where such love for TF comes from?
What is the craving for quantisation of the initial series {Price, Time} by time?
Hi,
I've been trying to use your code for months. The problem is it only write the header for the html . And for excel it only came up with "yb" on the first cell. I have repeated your article many times and I couldn't fix this problem. I find your article very useful. Can you help me with this issue. I'm quite a newbie here. Your help would be very meaningful to me. Thank you so much.
Where can I open the html file? I did not see how it is generated