Is martin so bad? Or do you have to know how to cook it? - page 46

[Victor Leschenko]

tol64:

What's that got to do with you, anyway? Get hung up on whatever you want. )) Treat what you've written as an opinion of one. If some of it really bothers you and you feel an urge to vent, then congratulations - you have fallen into the trap of the self-importance you mentioned yourself. ))

The visualization of all results gives more information (and moreover, in a compact compressed form), than a graph of only one result.

There's not even anything to argue about.

Regarding fits. Using a martin, yes, why bother with fits. You have to do some careful fitting. After all, even a bad series of trades can be accidentally corrected by martin into an almost straight line. I showed you here:

It was just an experiment. Without wandering in dreams. I'll continue the experiment later on a trump system. It's a long way off for now. ))

Dear Sir, you are the one talking nonsense, in your trump system and coming out of a nasty series. I don't see anything phenomenal with such "tails".

[Anatoli Kazharski]

iModify:
Dear Sir, it is you who are talking nonsense, in your trump system and way out of a nasty series.

What exactly did you see as nonsense? )

I don't see anything phenomenal with such "tails".

Come on you. Compared to yours it's not tails, it's ponytails. ) Besides, the series for the test/experiment is a bad one. No adjustment. ))

[Victor Leschenko]

tol64:
What exactly did you see as nonsense? )

Your test has been running since early March 09, the follow up question has it been running since early January 09? Or is it a trick when the market has calmed down?

[Victor Leschenko]

tol64:

What exactly did you see as nonsense? )

Oh, come on. Compared to yours, they're not tails, they're ponytails. ) Besides, the series for the test/experiment was bad. No adjustment. ))

If for an experiment. So to show off, then I understand.

[Victor Leschenko]

tol64:

What exactly did you see as nonsense? )

Oh, come on. Compared to yours, they're not tails, they're ponytails. ) Besides, the series for the test/experiment was bad. No adjustment. ))

And the profitability, even compared to your tails, doesn't compare with yours.

[Anatoli Kazharski]

iModify:
If it's just for an experiment. If you want to show off, I understand.

Well, how else can you do it? Only through tests/experiments. Or do you do it some other way? Like, at random? ))

Playing with the settings and even tweaking, the test was from 2003. Purely random unsystematic inputs. But it's not serious and the risks are too high to use it in real trading. In the multicurrency test using this approach even a millionth deposit is lost without any limitations.

And the profitability, even in comparison with the tails is not comparable to yours.

(I have not added the acceleration, but I can easily draw it. ) And do not draw yourself, because you seem to have a log in your own eye. You can do anything in the tester. And anyone, even a novice programmer, can do it. )))

[Victor Leschenko]

tol64:

Well, how else can you do it? Only through tests/experiments. Or do you do it some other way? Like, at random? ))

Playing with the settings and even tweaking, the test was from 2003. Purely random unsystematic inputs. But it's not serious and the risks are too high to use it in real trading. In the multi-currency test this approach leads to losing even a millionth deposit without any limits.

I have not implemented the acceleration, but I can easily draw it. ) Don't draw yourself, it seems you have a log in your own eye. You can do anything in the tester. And anyone, even a novice programmer, can do it. )))

So, you are a fitter? Did I get it right? I understand that you can "draw" overclocking.

There are tests not with millions of deposits like yours, but only from 2K to 100 million. No overclocking.

[Anatoli Kazharski]

iModify:

So you're a fitter? Do I get it right? That you can overclock I understand.

There are tests not with millions of deposits like yours, but only from 2K to 100 million.

I am as much of a fitter as you are, but without fits and embellishments. )))

[Vasiliy Smirnov]

What are you gentlemen squabbling about when we're going to run your yachts?)

[Anatoli Kazharski]

iModify:

So you're a fitter? Do I get it right? That you can "draw overclocking" I get it.

There are tests not with millions of deposits as you have, but with just 2K to 100 million. No martingale.

In addition, you are again suggesting to look at your test results, which have nothing to do with reality. Even sensational, less profitable results on history can be increased by constantly increasing the lot, and these results will never reach unrealizable heights.

Moreover, your assertion that your result can in no way be a fitting is ridiculous, when the number of EA parameters allows for a very good fitting:

LotExp=1; LExp=0.5; P=0.25; ProfitPercent=3; k=100000; Dist=0.015; K=1.8; Delta=0.1; StepProfit=0.003; SK=-5;

This is just a numbers game. As it was recently said on this forum: "A great illusion of a great illusion". )))

The results should be shown at least without lot manipulation. And if martingale is used, two results should be shown: with and without martingale. This is the only honest approach.