How do I identify the patterns on which the ready-made TS shows a profit?

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I wrote a random TS and it shows a profit. But I can't understand what patterns it is based on. I need this in order to create a conscious TS based on these regularities and, consequently, to have adequate ideas about refinement.

An accidental TS is when you feel it without understanding what you are doing. For example, let me insert the input parameter here and prooptimize it. And lo and behold, the picture will be completely different. But you cannot understand what this parameter exploits.
 
It's when you accidentally put on a different colour sock and go to work. And then at a thrashing at the gym you realise you have two different coloured socks.
 
zaskok3:
I have written a random TS and it shows profit. But I cannot figure out on what regularities it is based. I need it to create a conscious TS based on these regularities and therefore have an adequate understanding of refinement.

An accidental TS is when you feel it without understanding what you are doing. For example, let me insert the input parameter here and prooptimize it. And, lo and behold, the picture will be totally different. But you cannot understand what this parameter exploits.

Always put zero before assigning a value and you will understand what parameter your "let me put here" parameter uses.

l_low=0.0; l_low=ND(iLow(_Symbol,PERIOD_M30,0)+_Point);

 
lilita bogachkova:

Always put zero before assigning a value and you will understand what parameter your "let me put it here" parameter uses.

I don't get it. "Let me put it here" was to make sure that the chosen logic was optimal. And the new parameter will not give any significant improvement (apart from fit) in the test. But the picture is not what I expected. I see in the trades chart that I seem to open more often on price spikes. So, spikes are the reason. I'm writing a new TS that specifically exploits spikes but it's a bummer: nothing similar. So it's not about the spikes. Then what is it? Still no way to determine.


Suppose you have a channel TC. You would like to multiply an existing channel by something or add something to it. Observe how new parameters will improve the result. And the output will not be what you expected. This, as an example of "but I'll put it here". In my case in particular the case was somewhat different, but the reasoning had the same, unburdened by reason, character.

 
Vladislav Andruschenko:
It's when you accidentally put on a different colour sock and go to work. And then at a thrashing in the hall you realise you have two different coloured socks.
Probably found the code somewhere, but how it works is unclear
 
Alexey Volchanskiy:
Most likely the code was found somewhere, but it is not clear how it works.

I can't remember the last time I looked at someone else's TS code. Because you have to be very interested in the results of real trading of this TS, and you should be lucky to have the source code of this TS. To get such a coincidence - unrealistic. That's why I have to try my own efforts.

But in general, of course, reengineering of alien TS by source code almost completely concerns this topic. In my case, I have to reengineer my own written TS, no matter how paradoxical it sounds.

 
zaskok3:

I don't get it. "Let's put it in here" - it was a desire to make sure that the chosen logic was optimal. And the new parameter will not give any significant improvement (apart from fit) in the test. But the picture is not what I expected. I see in the trades chart that I seem to open more often on price spikes. So, spikes are the reason. I'm writing a new TS specifically exploiting spikes but it's a bust: nothing similar. So it's not about the spikes. Then what is it? I still can't figure it out.


Suppose you have a channel TC. You would like to multiply an existing channel by something or add something to it. Observe how new parameters will improve the result. And the output will not be what you expected. This, as an example of "but I'll put it here". In my case in particular the case was somewhat different, but the reasoning had the same, unburdened by reason, character.

Well I guess I didn't understand you, "zero" allows you to avoid using a previously assigned value which continues to be used in calculations, although you think that another "new" value should be used. Which contributes to the understanding of what's going on.
 
I will describe the situation as it was.

It seemed to me that there was a definite pattern. To check it I wrote a TS, that didn't show profit. And experiencing an N-tenth sense of failure I decided to modify it without going into the depths of meaning of changes and even to make it with a few more input parameter ranges, than initially seemed acceptable.

I walk up to the computer waiting for the N-th bummer (plus one) and see shit instead of a bummer. And there's no way of knowing what I've stepped into.

lilita bogachkova:
Well I guess I didn't understand you, "zero" allows you to avoid using a previously assigned value that continues to be used in calculations, although you think another "new" value should be used.
Zero is if it's plus. One is if multiplied. And so on. But how can this help to reengineer a pattern?
 
zaskok3:
I'll describe the situation as it was.

It seemed to me that there is a certain regularity. To check it I wrote a TS, that didn't show profit. And experiencing the N-tenth sense of failure I decided to modify it without going into the depths of meaning of changes and even to make it with a slightly larger range of input parameters than initially seemed acceptable.

I walk up to the computer waiting for the N-th bummer (plus one) and see shit instead of a bummer. And there's no way to know what I've stepped into.

Zero is if it's plus. One is if multiplied. And so on. But how can this help to reengineer a pattern?

No comments, I don't put in code what I don't understand, but sometimes I expect one and get another, and then zero helps to understand.

Zero is if you add. One is if it is multiplied. - If you initiate "zero" then "zero" is assigned, if "one" then "one" and so on.

 
Interestingly, most of the TCs in the world that have made profits are written along these lines - random TCs. That is, people are profitable, but do not fully understand what patterns they are exploiting. Circumstances have simply worked out in such a way that profits are gained in the tester. They tune up even more with various filters, etc., getting even more profit in the tester. But they do not understand the basis of the pattern. However, they do not need to delve into it when they already have profit. It is better to spend efforts on primitive improvement of blackbox.

The maximum reasonable explanation I've heard from creators of the TS that brought profit - I exploit the night flat on this pair. As a rule, the creator has found this pair by accident or picked it up from someone else's monitoring. He does not know why the algorithm is so precise. The result is positive in the tester. Sometimes it is even better than the monitoring benchmark. So I am satisfied. What to think!

And there may be explanations that Hirst is very different from 0.5. That is why I have a profit. But this is nonsense as an explanation of the basis of the profit. Because there are two reverse-TS, but it is like day and night according to the results.
 
Imagine that you wrote a deliberately floppy TS, knowing that it will lose on trends. The only hope was that it would lose less than it earns. But as a result we see that some trends it trades excellently, while some of the flots - on the contrary, it fails. Obviously, its profit is not due to initial flatness. And the reason is that the logic you have laid down, you have not fully understood.
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