Machine learning in trading: theory, models, practice and algo-trading - page 1121

 
It's not:

Is it even a forward?

Demonstrating backward is simply indecent, except that it makes no sense, but I repeat, I have no tester and optimizer algorithm and their relevance to me is questionable, especially in the case of active trading. not to mention the HFT, there generally say "standard methods" do not work.

I wrote above that the data is only from October 8 to 19 - the training to the 18th and here the second day is already forward, right in real time.

 

nothing

Hmm, and the answer is correct!

I have not really got anything there, it's a bonus account on which the panel for manual trading with martingale and no-loss setting tested ... i tested it on the all or nothing principle - counter-trend with martingale averaging without stop-loss ))))

 
Ivan Negreshniy:

Here is his tester run - and this is, in your opinion, random?

And it's not trend-following, it's more like "shallow grazing". And it's a pity, if only ANYONE(!) had demonstrated a real and workable trend following trading system!

 
aleger:

And it's a pity, if only ANYONE(!) would demonstrate a real and workable trend following trading system!

Well, start with yourself )))), if I'm not mistaken, you have 500 messages about trend following trading system for the last half year ))))

 
Igor Makanu:

Hmm, the answer is correct!

I have not really got anything there, it's a bonus account on which the panel for manual trading with martingale and no-loss setting tested ... I was testing on the principle of all or nothing - counter-trend with averaging by martingale without stop-loss ))))

I knew right away that he was a martyr, so I kept quiet :)

 
Maxim Dmitrievsky:

I knew right away that it was a martyr, so I kept quiet :)

you can guess the breakeven there - those long lines on the balance

But from the experience of testing, Breakeven is more evil than reducing risks: the authors of TS with a Buy & Sell think they reduce the risk... but the risk of profit is reduced... but the risk to lose deposit with or without a CUE is the same ))))

 
aleger:

And it's a pity, if only ANYONE(!) would demonstrate a real and workable trend-following trading system!

Do they even exist? If I understand the terminology correctly.

 
Igor Makanu:

there breakeven can be guessed - these are the long lines on the balance

But from the practice of testing, break-even is more evil than risk reduction: the authors of TS with the posting of BU think they reduce risk... but the risk of profit is reduced... and the risk of losing deposit with or without a CUE is the same ))))

it is so )

 
Yuriy Asaulenko:

Do they even exist? If I understand the terminology correctly.

There must be! There are quite competent and well-intelligent programmers! And the task is not complicated at all!

 
Aleger:

There must be! There are quite competent and well-intelligent programmers! And the task is not complicated at all!

No way. Trend is easier to take in parts than all at once. And you don't have to watch it.)

Reason: