Stable MTS - page 22
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70/30 may change tomorrow, some MM must be. And a test on a spread of 2 on a five-digit is not informative at all. Take the five-month spread at 20. If it holds, it's a bid. I have one version of my EA showing 17 million net profits on a test with spread 2, and it pours at 20.
By the way an interesting topic, many projects with the stupid already abandoned, and yesterday collected to unity ... in any case, the best test ))) Well, time will tell.
Why do I need a five-minute, with a spread of 20, if all the logic of the owl does not depend on ticks, and all events take place at the opening of the M1 candle. And where I trade the spread is 1-3 five-digit, plus the commission of $ 8 per lot dollar? The bottom line is 11 on your spread. You have 22 initially, that is twice as much!
Try calculating the autocorrelation. MathLab does it in a few seconds. You'll immediately see why.
Maybe there's a better covariance, but I haven't done it.
But why is everyone clinging to the tests, to the expected payoff? If I always do the first test 0.01, I think it's ok around 1. What should be 100?)
I've been getting 100-150% interest on this thing for three years now, but you know where we live, what amounts... and I'm not happy with that.
Excuse me, but I can't believe you've been trading it for so many years. Otherwise you wouldn't be asking such things. You should not forget about slippages and spread widening without warning, especially on the real market. You may be able to do that on demo. But on the real account, especially if the dealer starts to withdraw you to the interbank ..... If you do not know the difference between the raises and the interbank spread, you may slip and the spread will widen. My personal opinion, I will not waste my time arguing. If you want to discuss it, you should write me in the personal column.
It all depends on the number of autocorrelation points and shift range. It may indeed take some time, but you don't have to count it all the time. Autocorrelation is the covariance of a time series with itself with a shifted time lag.
Three months at a time counts. No need to recalculate, the market statistics we need change extremely slowly
Close, but not quite. Corr() and cov() are completely different in form. Just look at plot(corr()) and plot(cov()) and feel the difference.
Nevertheless. I need a general understanding of how the algorithm makes money...
....I don't need your know-how. But, the basic principles of work - by all means, I will not campaign to investors for a black box....
I will not teach you how and what you need to attract and interest investors, but I will risk to express myself on this point with the following analogy - imagine a situation where an employee of a prestigious car dealership wants to sell a client a posh Mercedes or something like that. Would he be interested in consumer attributes such as comfortable leather interior, smooth running and instantaneous acceleration or would he tell them about technology of buffalo hides dressing and technology of engine assembly and production of its components?
... All the same, I want to understand why the balance staggers so much, but the capital does not. It seems very strange to me. That is, the market value of assets remains constant, but the financial result of closed transactions can fluctuate greatly. To me, it is an obvious sign that the algorithm artificially levels out the equity line, closing either profitable or losing positions. I do not understand why it is done, and if I don't understand it, it means that I cannot use this algorithm...
When you get understanding of it, you can freelance such algorithm for $10. What's my interest then?
...I think the right thing to do would be to move the conversation to a private room...
Well, I don't mind.