Has anyone made Automatic Virtual Self-Optimization for their robot? - page 7
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There are veiled negative spreads - lag arbitrage, where the negative spread is spread out over time: not one-sentence.
Negative spreads spread over time is a very interesting idea! Something to think about.
Reverse trading is always trading this idea. The problem is when there are broken quotes in the quote history.
Reverse trading is always trading this idea. The problem is when there are broken quotes in the quote history.
To avoid this, we have to trick ourselves by filtering for super-profitable areas in the history. I am inclined to believe that these are broken quotes, because it is unlikely that lag arbitrage took place for real profits.
We can do custom optimisations from which the profit outliers have been removed.
It is possible to do optimisation by customised indicators, from which emissions by profit have been removed.
This would be unfair to the different passes. Let me show you an example.
Let's call two passes through TC1 and TC2. We consider the trade within one particular hour.
TS1 made 1000 points and closed 100 positions.
TS2 has closed 10 positions with 100 points.
If we look at the balance graph, we will see the evident profit ejection for TC1 within one hour. But not for TS2.
If we exclude profit outliers, we should do it for TS1, but not for TS2. But it is not correct, because after applying such a filter TS2 traded in that hour, and TS1 did not. I.e. TC2 had a longer history of trades. Therefore it is not correct to compare their results.
But if we omit one and the same interval in both TS, then everything is correct. That is why we need to determine without any TS which intervals should be discarded for all TSs at once.
This will be unfair to the different passages. Let me show you an example.
Let's call two passes through TC1 and TC2. We consider the trade within one particular hour.
TS1 made 1000 points, closing 100 positions.
TS2 closed 10 positions with 100 points.
If we look at the balance graph, then for TC1 there will be a clear profit rollover within one hour. But not for TS2.
If we exclude profit outliers, we should do it for TS1, but not for TS2. But it is not correct, because after applying such a filter TS2 traded in that hour, and TS1 did not. I.e. TC2 had a longer history of trades. Therefore it is not correct to compare their results.
But if we omit one and the same interval in both TS, then everything is correct. That is why we need to determine without any TS which intervals should be discarded for all TSs at once.
The fewer filters, the livelier the trade
You have absolutely no idea what the conversation is about. But you are interfering with your six-word statement.
You have absolutely no idea what the conversation is about. But you are interfering with your six-word statement.
Absolutely understand not only theoretically, but practically as well.
mocking the chart and the TS only produces negative results
absolutely understand not only theoretically, but also practically
Mocking the schedule and the TC only produces negative results
I was once written to.
Forum on trading, automated trading systems and strategy tester
MetaTrader 5 Strategy Tester: bugs, bugs, suggestions for improvement
Alain Verleyen, 2019.11.18 21:11
I would advise you to forget me once and for all with your useless and arrogant posts.
Unfortunately, I have no way of filtering them out.
Never reply to my post, please you are wasting my time because of the notifications.
I have accepted this request. Please accept this request too, as if it is coming from me to you.
I was once written to.
I have accepted this request. Please accept this request as if it came from me to you.
If you are not going to write for others, that is your right
please note that the forum is the media
Keep arguing your point of view, there will be a dialogue