Is it possible to reverse engineer a strategy using monte carlo or other methot except brute force?
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- MT5 Strategy tester optimisation question
- has anyone found a way to test all combinations of moving averages?
Yes.
You would not find the exact indicators, but the strategy as a set of equations.
The only question would be WHY.
You are so far in over your head it just makes me nod my head for no apparent reason, automatically.
You could instead use those resources to train an autonomous AI trader...Hi, i have a question about security, for example, if someone has a trading strategy with 5 indicators, out of more than 10000 indicators found on metatrader, the different brute force combinations for testing are 832500291625001500, (according to numberempire com) which even the fastest computers in the world would take ages to brute force all combinations, but then i question, if a person has the trading history only, the buy and sell times, is it possible to discover the strategy using reverse engineering with some approximation method and get exactly the original trading system? Thanks
I would think if they have the resources and intelligence to reverse engineer a trading system from the history then I doubt they need to
Yes.
You would not find the exact indicators, but the strategy as a set of equations.
The only question would be WHY.
You are so far in over your head it just makes me nod my head for no apparent reason, automatically.
You could instead use those resources to train an autonomous AI trader...Why? Because if you can use approximation formulas, you don't need many resources or long time, for a broker to find the best strategies would be very easy, just seeing the trading history, i was under the impression that it wasn't possible, thanks for explaining
I would think if they have the resources and intelligence to reverse engineer a trading system from the history then I doubt they need to
It's possible to exploit it, for example, with everybody who is winning, and get their strategies, using little energy and time
Why? Because if you can use approximation formulas, you don't need many resources or long time, for a broker to find the best strategies would be very easy, just seeing the trading history, i was under the impression that it wasn't possible, thanks for explaining
It's possible to exploit it, for example, with everybody who is winning, and get their strategies, using little energy and time
You really think that brokers are after their customers strategy's ?
Man man man....
It never ends.
What's next ?
Let's hear it.
Hi, i have a question about security, for example, if someone has a trading strategy with 5 indicators, out of more than 10000 indicators found on metatrader, the different brute force combinations for testing are 832500291625001500, (according to numberempire com) which even the fastest computers in the world would take ages to brute force all combinations, but then i question, if a person has the trading history only, the buy and sell times, is it possible to discover the strategy using reverse engineering with some approximation method and get exactly the original trading system? Thanks
Purely technical answer - yes, it is possible, especially if all the indicators are based only on price data from the current chart.
There are tools that can automatically generate the MQL source code (EA or Indicator) using the visual trading report of any strategies (test reports of trial version EAs from market service or the chart of trades from the signal service etc).
It does this by unique algorithms to analysis of the history of quotes and trade transactions using various machine learning methods.
But there may be problems when indicators use external data, such as fundamental analysis or when EA use sophisticated methods of money management.
Why? Because if you can use approximation formulas, you don't need many resources or long time, for a broker to find the best strategies would be very easy, just seeing the trading history, i was under the impression that it wasn't possible, thanks for explaining
It's possible to exploit it, for example, with everybody who is winning, and get their strategies, using little energy and time
Man, do you really think that your broker is after your strategy?? If they want to do that, and in the US you have several of them doing it, they just front-run you, they don't need to know why you are buying or selling. Did you ever hear about HFTs and Dark Pools?
Since there are no Holy Grails, nobody will care about stealing your strategy.
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