Trader's self-deception: distrust of forwards. - page 6
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Do you trade in minutes? If such a loss happened once in the history, it is not critical, rarely does an Expert Advisor go through the crisis years (2008 - 2009) without a loss.
Have you turned your monitor upside down :) ? The graph is going steadily upwards. And the vertical line down at the beginning of the forward test is just an indication that the forward starts from the initial balance, the size of which was selected in the settings.
It's not about the connection, it's about the spread and real trading.... Put such a set on demo at least and compare with tester results....
Already compared it. See the title page of the post. You can see there that real trading is not much different from the tests.
Then what do you want to get? The timetable is not bad, why are you not satisfied?
That the market is inertial is obvious. What is not obvious is how inertia is realised. And what has Prival done?
The subject of the post - forwards rule, we should automate their processing. I have already received some useful tips from people, for which I am very grateful!
Conclusions: 1. Forward is profitable - the code correctly found patterns in the back-test, or the market is inertial.
2.Forward is unprofitable - the code did not find the pattern in the back-test or the market is inertial.
Z.U. By inertia I mean the market movement in the present by the patterns of movement in the past.
Massively ignoring forward tests. The reason is simple - successfully passed forward only indicates that the market on the forward section is similar to the optimization section. Strategy Tester perfectly adjusts to the current market dynamics. As a result, after dividing the optimization segment into 12 forward parts we will get 12 unrelated sets of parameters each of which will shed 11 of 12 time sections. Instead, it is better to find one, albeit averaged, set of parameters for a long history, than rush from one set of parameters to another.
The market doesn't change, it's just that each trading system only captures one particular state of the market, and the market has many of these states.
Conclusions: 1. Forward is profitable - the code correctly found patterns in the back-test, or the market is inertial.
2.Forward is unprofitable - the code did not find a pattern in the back-test or the market is inertial.
Z.U. By inertia I mean the market movement in the present by the patterns of movement in the past.
The selection of indicators by forward profitability is in 99% of cases a fitting. Only in this case the fitting is not only according to the parameters of a training series, but also according to the parameters of a forward series. Fitting, but fitting on a longer series
The sample should be divided in proportion of 70, 20, 10 - training, forward, test.
If the values are very different, then burn the training one, select the maximum forward value and then check the test one. If they are about the same, then maybe