Machine learning in trading: theory, models, practice and algo-trading - page 1693
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It's not a problem, the only problem is your horizons, you just haven't researched it and don't know where to research it
research
tips? .... Are we going to start a thread about the state? - If not, there is no point in discussing it.
Why technical analysis? Is it just for words? - Why can't we find it by experience? - Where is the proof?
either the state or again about the outlook - I do not even know, what are we discussing? .... Oh, yes, I remember, "heavier than air vehicles can not fly" - so someone justified his vision of technical progress, and you are the same? Are you an expert in the MO? - If you are an expert in technical analysis, alas, I am not your client.
settle down already ;)
https://www.mql5.com/ru/forum/335428/page2#comment_15547100
from this post onwards.
although....
Better start by reading the thread, there's something there, too.
settle down already ;)
https://www.mql5.com/ru/forum/335428/page2#comment_15547100
From this post onwardread the first time on TV this topic, there is no information, as well as the TCs, and look who's there what curve drawn to the right of the price, imho just stupid, it can be taken and tested
I read the first time on TV this topic, there is no information, as well as the TC themselves, and to look at who drew what curve to the right of the price, imho just stupid, it can be taken and tested
this TS does not need testing
The state is just for an example that everything is normal.
And what is "read on tv"?
Che posted his own indicator somewhere, although it is described in 2 words and it sounded there
but that's not the point
it's not the point - it's not necessary to scratch your head - when to close the profit
The deal exists from the beginning to the end of the movement in one direction, it's that simple
Such a TS does not need to be tested
I have a different opinion, I see no point in discussing my opinion
and what is "read on tv"?
I have a smart TV, when I have nothing better to do, I switch it on and read what they say on the forums)))
Che posted somewhere your induk, although it is described in 2 words and there it sounded
Well, as if again, came to the fact that there is nothing in fact (((.
it was said to say - do not scratch your head - when to close the profit
A deal exists from the beginning to the end of the movement, everything is simple
i was again of different opinion - the risk is not only the calculation of allowable loss, the risk of not fixed profit also affects the viability of the TS, i used to test trailing stops, as it turned out, they reduce the profitability of the TS, up to the appearance of test sections on the history, where the TS becomes unprofitable, although initially the TS passed these sections generally without problems
closing of the profit in parts or with a big order and following the rest of the position is more effective, at least according to the history and forward testing
I have a different opinion, I see no point in discussing my opinion.
smart tv, when i have nothing to do i switch it over and read what they say on forums)))
Well as if again, came to the fact that there is nothing in fact (((
i have another opinion - the risk is not only the calculation of the allowable loss, the risk of not fixed profit also affects the viability of the TS, i used to test trailing stops, as it turned out, they reduce the profitability of the TS, up to the appearance of test sections on the history, where the TS becomes unprofitable, although initially the TS passed these sections generally without problems
to close the profit in parts or with a big order and follow the rest of the position - this is more effective, at least according to the history and forward testing
I do not understand why the order is split.
But it's up to you.
Why split the order - I don't understand.
To be honest, I don't understand either, but if the tester's GA finds such solutions and these solutions can pass forward testing, why convince yourself otherwise?
Yes there is.
I stopped the optimization, I will send this tester report to the PM, you can analyze it
I tried to optimize it with real ticks from 2018.01.01 to 2019.05.01, I've got a forward pass till today - see the screenshot above, I've got a real tick test
If you don't know what i'll do if i don't do it, i'll try to win in the end... I think I'll find more information
Can I also get the report?
Igor, the problem is that martin in the tester and in the real are not the same thing.
Because in real you will increase risk, which makes TC a red rag inevitably leading to failure.
In fact, the problem is not only in martin and its analogues, it concerns a wide range of strategies with large asymmetry in PnL distribution, in the negative direction (to the right) and with thick tails on lots. It means there are a lot of small profits and occasional huge losses so rare that they cannot hit either backward or forward. This is the main factor in the Forex enthusiasts. It concerns fans of reverse strategies, sellers of options, etc.
GA just finds such lacunas of serenity, like that turkey that gets fed every morning and doesn't care where its neighbors go sometimes))
That's why there are a number of "rules" to reduce the risk of such fits. But they spoil equity, in fact, they make it practically impossible to get good equity in GA, even with good MO on bad data. It's sad and that's why it's better to throw these rules into the fire and continue hallucinating.
In fact, the problem is not only with martin and its analogues, it concerns a wide range of strategies with large asymmetry in PnL distribution, in the negative direction (to the right) and with thick tails on lots. It means there are a lot of small profits and occasional huge losses so rare that they cannot hit either backward or forward. This is the main factor in the Forex enthusiasts. It concerns fans of reverse strategies, sellers of options, etc.
GA just finds such lacunas of serenity, like that turkey that gets fed every morning and doesn't care where its neighbors go sometimes))
That's why there are a number of "rules" to reduce the risk of such fits. But they spoil equity, in fact, they make it practically impossible to get good equity in GA, even with good MO on bad data. That's too bad and that's why it's much better to throw these rules into the fire and keep hallucinating.
So your best solution is to do nothing... funny...
In fact, the problem is not only with martin and its analogues, it concerns a wide range of strategies with large asymmetry in PnL distribution, in the negative direction (to the right) and with thick tails on lots. It means there are a lot of small profits and occasional huge losses so rare that they cannot hit either backward or forward. This is the main factor in the Forex enthusiasts. It concerns fans of reverse strategies, sellers of options, etc.
GA just finds such lacunas of serenity, like that turkey that gets fed every morning and doesn't care where its neighbors go sometimes))
That's why there are a number of "rules" to reduce the risk of such fits. But they spoil equity, in fact, they make it practically impossible to get good equity in GA, even with good MO on bad data. It's sad, and that's why it's much better to throw these rules into the fire and continue hallucinating.
For example, I'd be glad if somebody would tell me how to improve equity, for example for a tester.
Yesterday I noticed that the tester did not react to 1.5 times lower balance for a short time and continued testing the program, which has already been drained.