Discussion of article "Machine learning in Grid and Martingale trading systems. Would you bet on it?" - page 2
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Thank you. List of topics I'd like to check out:
It will be interesting to see what you get :)
It will be interesting to see what you get :)
you need more information about what you moulded it with. Otherwise what to compare it to.
you need more information on what they're made of. Otherwise, there's nothing to compare it to
If you find the HOW, it won't be a question for you. But this is specifically Sber-Sberpref, taking into account all expenses. However, the expenses are set at the current level, so in 2015-2017 the curve is too gentle, in fact, the expenses were much lower there.
If you find HOW, it will not be a question for you. But this is specifically Sber-Sberpref, taking into account all expenses. However, the expenses are set at the current level, so in 2015-2017 the curve is too gentle, in fact, the expenses were much lower there.
Got it, where is the best place to get the history?
In forex, almost all TSs are from the area of "go there I don't know where...".
Of course, it is always better on fundamentally dependent instruments.
Got it, where's the best place to get the story?
Strange question, though you are all about forex.
All history at the tick level is available in the terminal and is supported by the broker. I have Otkritie gives normal history on futures since 2015. Futures stitching is a bit crooked, but it's easy to deal with.
That's a strange question, although you're all about forex.
All history at the tick level is in the terminal and supported by the broker. I have Otkritie which gives normal history on futures since 2015. Futures stitching is a bit crooked, but it's easy to deal with.
Just to clarify, Otkritie is available, yes
Got it, where's the best place to get the story?
In forex, almost all TSs are in the area of "go there, go where I don't know where...".
Fundamentally dependent instruments are always better, of course.
Hm... Here is the story: the higher the correlation of instruments, the more arbitrageurs of all kinds are there. And they are fast and monetary, i.e. theoretically there is profit in correlated pairs, but practically it cannot be taken. So search, think, test, publish!
Hmmm... Here is the story: the higher the correlation of instruments, the more arbitrageurs of all kinds are there. And they are fast and monetary, i.e. theoretically there is profit in correlated pairs, but practically you can't take it. So search, think, test, publish!
I know such types of strategies that work perfectly well in the tester, but for some reasons do not work in real life
I know such types of strategies that work perfectly well in the tester, but for some reasons do not work in real life
The tester is just a model. The smaller the time frame and the smaller the value of the average trade, the less correspondence between the model and reality.
Moreover, there is a subset of strategies that will work fine in demo, but will be unprofitable in real trading.
The reasons are always clear, at least I have not encountered any inexplicable discrepancies.
Try to mark up not by profit, but by the number of open positions - where less is better.