Discussion of article "Exploring Seasonal Patterns of Financial Time Series with Boxplot" - page 25

 
Igor Makanu:

kinda yeah, one argues that multiplication on paper and pencil is static analytics, others argue that if you press a couple of buttons on a calculator you get the same result

and those who can multiply with a pencil think that those who multiply on a calculator don't understand what's going on.

well, and then, as usual, a massive holivar with appeals to universal kneeling before those who shout louder, otherwise you will continue to calculate everything on a calculator, and the topic of "integral over a field" is not yet solved and your calculator will be powerless there.

When new information is hard to come by, sometimes it is better to endure and overcome it

 
Andrey Khatimlianskii:

Well, there's a lot of different ways to get back at it.

If you simply switch on the search of the whole range with small steps, you will certainly be bummed out.

But you can also optimise analytically: clamp all parameters in an intuitively correct position, search roughly one logical block, select its range of values. Clamp this block in the middle of the optimal values, and then optimise the next one. When you reach the last one, clamp all the already strongly narrowed ranges and optimise in smaller increments.

Or to see the patterns by hours, having checked them separately (and on each of them having looked at different MA parameters), then to leave only promising hours (1-4) and to opt the rest in detail on them.

The same analytics, but in profile.
I think saber meant something like that, not a stupid bruteforcing of everything.

example

"What caused the scraping is unclear."

That's exactly what a dumb bruteforce is.

and it goes on and on:

Conclusion

There is some philosophical struggle in the article: numerical hammering vs. the classical intellectual approach. Which to choose, you decide for yourself.

 
The argument was about what can and cannot be considered a pattern. I believe that the author is right, calling the repetitions found by the research as regularities, since they were confirmed statistically. The opponent gave regularities the status of Law and demanded some special proof, which was a mistake.

There are no laws on the market, and the "proof" here is an approximate estimation of the probability of repetition of events.

Convincing statistics is the basis for assumptions and conclusions about price movement. There can be no additional evidence.
 
Maxim Dmitrievsky:

When new info is tight, sometimes it's better to endure and prevail

that's what I'm writing to you about, that if it's not clear how to use a strategy tester to find something, you shouldn't try to deny this method by covering yourself with phrases like "warm tube sound".... it's already a common practice on the net.

 
Igor Makanu:

That's what I'm writing to you about, that if it's not clear how to use a strategy tester to find something, you don't need to try to deny this methodology with phrases like "warm tube sound" .... it's already a common practice in the network.

you don't understand what you're writing about - you started with one exclamation about the MA, then you jumped into another discussion.

that's just flud. Cut it out.

I agree with that
 
Maxim Dmitrievsky:

you're not clear what you're writing about - you started with some exclamations about the MASK, then jumped into another discussion

that's just flooey. Cut it out.

I agree with that.

No.

That's why I "jumped" into the discussion, the methodology is good, but the conclusions on this methodology are bad! - And then everything just came down to unsubstantiated assertions!

I don't want to write the obvious, that there is no seasonality on EURUSD, but to prove the obvious, and then to listen to that nobody here knows anything about statistics, but just in certain periods (up to 2017), well, it didn't work out..... it's not scientific!

 
Igor Makanu:

no

That's why I "jumped" into the discussion, the methodology is good, but the conclusions on this methodology are bad! - and then everything just reduced to unsubstantiated assertions!

I don't want to write the obvious, that there is no seasonality on EURUSD, but to prove the obvious, and then to listen to that nobody here knows anything about statistics, but just in certain periods (up to 2017), well, it didn't work out..... it's not scientific!

a conclusion based on statistics cannot be bad or good, it is not 100 quid to please everybody.

it has been proven that there is a seasonal hourly pattern over a 3+ year interval

I'm getting brain dead debating with you to be honest.

 
Maxim Dmitrievsky:

A conclusion based on statistics can't be good or bad, it's not 100 quid to please everyone

it has been proven that there is a seasonal hourly pattern over a 3+ year interval

I'm already brain dead debating with you to be honest

how can I explain again what I'm trying to convey to my swollen brain.....

In general, nothing is proved, it is only proved that if you take the average value of MA(25) and exactly on the 15-minute TF, then if you select a criterion in the form of deviation by a few points, then without looking at the EURUSD chart, you can safely trade at night exclusively in SELL.


this is the result of the research, okay, I am fascinated by scientific discussions, I used to know how to write doctoral and candidate's theses - here is an example of a fascinating research.

 
Igor Makanu:

how to explain again what I'm trying to get across to my swollen brain....

in general nothing is proved, it is only proved that if we take the average value of MA(25) and exactly on the 15-minute TF, then if we choose a criterion in the form of a deviation of a few points, then without looking at the EURUSD chart, we can safely trade at night exclusively in SELL.

this is the result of the research, okay, I am fascinated by scientific discussions, I used to know how to write doctoral and candidate's theses - here is an example of a fascinating research.

That's what you're all about :D

TC works on a 5-30min tf with muwings 15-35 in roughly the same way. This is for those who are in the tank and don't understand what a stable pattern is, not fitted.

 
Maxim Dmitrievsky:

That's what you're all about :D

TC works on 5-30min tf with muwings 15-35 in about the same way. This is for those who are in the tank and don't understand what a stable pattern is, not fitted.

unfortunately this information is not in the article! and the fact that it was found out that the TS on MA works on other TFs and with other parameters is not your merit, but https://www.mql5.com/ru/forum/327812/page17#comment_14163066.


Maxim Dmitrievsky:

As a result, meaningless optimisation, optimal parameters are very close to the initial ones, i.e. the study is almost perfect. Of course, nobody forbids to tweak it, but it is a fine-tuning.

If one were to simply mould all sorts of TCs mindlessly and optimise them, it would be very difficult to find even such a thing

Everything that was written above could not be written and would not take up my time.

Thank you for the optimal code, although I didn't notice any difference in speed.