Is the tester working correctly ? - page 7

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VladislavVG писал (а):
So you want to adjust the performance of the tester to the trading conditions of one or two cases ? :). I don't think that's right (or rather I'm sure it's wrong). IMHO - there is nothing worse in the market than trading with false confidence in the performance of a non-working system.
Also, look closely - in most cases during news releases, the price goes first to the side opposite to the main movement, then to the side of the main movement, and often, contrary to all expectations, just straight to the stops (wherever the trader puts them :) ). This is the first and the second: how many brokers will give a trader an opportunity to place or modify orders during the news?

In any case, good luck.



и
In order to work out measures against these phenomena in MTS it is necessary for the tester to work correctly. I don't know if it's a "spike" in the opposite direction, but it won't happen twice.
 
FION:
VladislavVG:
So you want to adjust the performance of the tester to the trading conditions of one or two cases ? :). I don't think that's right (or rather I'm sure it's wrong). IMHO - there is nothing worse in the market than trading with false confidence in the performance of a non-working system.
Also, look closely - in most cases during news releases, the price goes first to the side opposite to the main movement, then to the side of the main movement, and often, contrary to all expectations, just straight to the stops (wherever the trader puts them :) ). This is the first and the second: how many brokers will give a trader an opportunity to place or modify orders during the news?

In any case, good luck.



и
In order to work out measures against these phenomena in MTS it is necessary for the tester to work correctly. It may be a "hairpin" in the opposite direction but it won't happen twice.
Sometimes it happens not twice but more. If we look at the brokers, there may be periods of time when the price goes in different directions and to distances exceeding the "noise" at one and the same time. There can be many other peculiarities. So which peculiarities are worth adjusting for and which are not? And most importantly - if the stop moves inside the 1-minute bar, you don't need it. And if it reaches it, with 95% (subjective estimation) trader will hit a stop.

IMHO - a system whose profitability significantly depends on how the price movement inside the minute bars is modelled is unworkable. If it does not depend on it - that's another matter. That is why we need the worst variants in the tester - it increases the probability that the system will work in reality. Anything else is self-defeating.

Or do you only want to use experts for testing ?


Good luck.
 
VladislavVG писал (а):
FION wrote (a):
VladislavVG wrote (a):
So you want to fit the performance of the tester to the trading conditions of one or two cases ? :). I don't think that's right (or rather I'm sure it's wrong). IMHO - there is nothing worse in the market than trading with false confidence in the performance of a non-working system.
Also, look closely - in most cases during news releases, the price goes first to the side opposite to the main movement, then to the side of the main movement, and often, contrary to all expectations, just straight to the stops (wherever the trader puts them :) ). This is the first and the second: how many brokers will give a trader an opportunity to place or modify orders during the news?

In any case, good luck.



и
Exactly in order to develop countermeasures against these phenomena in MTS and it's necessary for the tester to work correctly. All right "hairpin" to the contrary, but not twice.
Sometimes it happens not twice but more. The difference is different. The movement may have different lags at different brokers, so there may be periods of time when the price goes in different directions at the same time at different brokers and at the distances exceeding the "noise". There can be many other peculiarities. So which peculiarities are worth adjusting for and which are not? And most importantly - if the stop moves inside the 1-minute bar, you don't need it. And if it reaches it, with 95% (subjective estimation) trader will hit a stop.

IMHO - a system whose profitability significantly depends on how the price movement inside the minute bars is modelled is unworkable. If it does not depend on it - that's another matter. That is why we need the worst variants in the tester - it increases the probability that the system will work in reality. Anything else is self-defeating.

Or do you only want to use experts for testing ?


Good luck.

Ultimately discussing a problem will not lead to a solution. good luck.
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