Martingale is Evil?! - page 6

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azik1111 писал(а) >>

But I would like to write about something else. I have an Expert Advisor that Kim wrote based on my algorithm . By the way, it is also against martin in principle. But I cannot get rid of a feeling that if I correct the Expert Advisor a bit, it will not fail. I set myself a task to take a certain fixed profit every day. It seemed to me that I have solved it. I was not able to finish it by myself. I'm not a programmer. I could only redo it a little bit. And not without help. I think if I add a couple of conditions to it, it'll be profitable. I'm testing it on the demo with varying success. I have also noticed that the EA has become profitable only after I manually follow the conditions I have specified. Perhaps something else can be added. It can be done to eliminate losses. This is what caused me to write this article. You agree that it would be very disappointing if my Expert Advisor had become profitable, but I never learned about it. But I want to note that when I "invented" it, I didn't even know the word "martin".

I would like to say that when I invented it, I did not know the word "martin". Give up all hope! The probability that your EA will be profitable, tends to zero. Well, or maybe you haven't voiced everything in your post.

 
Neutron писал(а) >>

Give up all hope! The probability of your EA being profitable tends towards zero. Well, or you haven't voiced everything in your message.

Hope is known to die last J. first die faith and love. J.

I may not have voiced everything, but that's not to clutter up the forum thread. So if you want to ask what you want to hear. But I had a virus on my computer and the system crashed, so a lot of data was lost. L But I can tell you that optimization gives good results with correct timing to enter the market. But as Kim correctly wrote " you can't program intuition". Because the obtained optimization parameters do not work well in the future. And I would also like to honestly say that I'm not trading on real account right now. again I'm getting ready or something. J

Sincerely, Azer.

 
Optimisation is an absolute evil. We need to move away from it towards a theoretical optimum. Any thoughts on that? If not, it is a search for a black cat in a dark room with blindfolded eyes - not enough life. For example, we take a book as thick as the first volume of "War and Peace" by Leo Tolstoy, only instead of text in it are randomly scattered letters of the alphabet, and cut out a stencil of cardboard with holes so that through the holes would be the first volume of the great work! Now take a second such booklet with a set of letters, apply our "magic" stencil and we get the second volume!!!! or do we? We don't. And why not? It's so obvious, there's no question about it! So why do we expect a miracle from optimization?
 
Neutron писал(а) >> Optimisation is an absolute evil.
Yes, it is evil if the system parameters are randomly dancing, resulting in a random forward profit. If not - it is not necessarily evil. But it needs a long justification.
 
Mathemat писал(а) >>
Yes, it is evil, if the system parameters randomly fluctuate, resulting in a random profit on the forward. If not - then it is not necessarily evil. But it needs a long justification.

Yes, yes, Mathemat, you're telling the truth!

It is to the question of the stationarity of the characteristics of price series. A whole field of knowledge.

 
timbo писал(а) >>

There are plenty of advanced cars out there, but that said, a Zhiguli (Hyundai, Daewoo, insert to your liking) is also a car that can meet certain challenges and in some situations may be the best choice.

Yes, it's an MM. There may be more advanced ways, but that doesn't make martingale evil. You just have to know how to use it and apply it where it can show its strengths.

Yes and so is the car.

 

Is there a grail or not?!

 
Mathemat >> :
Yes, it is evil if the system parameters randomly fluctuate, resulting in a random forward profit. If not, then it's not necessarily evil. But it needs a long argumentation.

I agree completely

 
Neutron >> :
Optimisation is an absolute evil. We must move away from it towards a theoretical optimum. Do you have any thoughts on this? If not, it is a blindfolded search for a black cat in a dark room - life is not enough.

Ahem. But sometimes I think: is it really necessary to have these theoretical substantiations, proofs? Suppose, for example, a novice Expert Advisor develops (accidentally or not) a robot that shows good results on a forward test after optimization. What else do you need? Would you advise to this beginner not to start trading until he proves mathematically that his system is not the result of fitting (with all that it implies), but is based on the fundamental market properties that will never change?

 

"Martingale is Evil?!"

))))

Is an RSI indicator or moving average evil?

If used stupidly, everything is evil.

Also evil is slicing bread with a screwdriver.

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