Bayesian regression - Has anyone made an EA using this algorithm? - page 22
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You didn't answer the question...
Have you achieved anything in this direction?
Of course, the "wasted years and years" did not go unrewarded.
Only without weekly optimization ... :)
Is there a really working TS, for 5 years, bringing at least 100% per year with drawdown not more than 20%?
Only without weekly optimization ... :)
For a TC to meet these requirements, it must have been established at least 5 years ago. But those are your criteria. My criteria are different.
As for"weekly optimisation" - you also have no understanding of the essence of the matter.
And on the subject of"weekly optimisation" -- you have no understanding of the merits of the case here either.
Share ...
With what? Understanding? ;))
Yes.
Cut off a piece? ;))
"Then will come an understanding of the direction in which your irony should be directed."
This initial sample has to be very large ...
There should be at least 100 trades in a subset, and at least 100 subsets.
The other way round. This method was developed for short samples. 500 observations is a lot. Usually 50-100.
For example. There are 30 predictors - input data. From these, we need to select some subset of predictors that have the strongest impact on the target variable. In my examples selects 10-15 predictors that are relevant to the target. Gives statistics with confidence intervals.