MTS = profit FALSE ||TRUE - page 14

 
Mischek писал (а) >>

There is a nuance. Bettor had three EAs at the tournament. 3 EAs combined into one, completely independent, which is not forbidden by the rules. Two of the three were close to the third slightly behind, but not far. So it remains to compare the average of the three Bettors and the monkeys average.

A smart strategy is better than an average random one with statistical throws.

that says he's got three systems! And all three are consistently in the +.

already a statistic.

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three independent monkeys certainly wouldn't work that way - but it's true there are fluke

and there's a pattern-- monkeys don't follow a pattern.

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but consider this was on an uptrend. Had we gone down before 12/25/2007 from 01/10/2007 onwards.

he wouldn't have made the 10.

 
I am interested in your opinion on the ratio of profit to drawdown. a desirable ratio?
 
DrShumiloff писал (а) >>

Ah, well, if you have a way of apprehending the True Essence of Things by connecting to the World Mind, then I can only be happy for you :)

No, I don't. I don't comprehend the true essence of things etc. Ironic, but the monkey example comes in handy. I just live like monkeys, without connecting to the world's intelligence.

Oops, that's a good one.

 
olltrad писал (а) >>

It turns out that with a stable pattern, the system hit rate should be about 99% (1%-minus force majeure), in contrast to systems with regular readjustment, where the percentage varies from one dependency to another

From... Oh, that's a good point... >> I'm really putting 2 per cent on force majeure...

 
olltrad писал (а) >>

So it turns out that with a stable pattern, the hit rate of the system should be about 99% (1% minus force majeure), as opposed to systems with regular reconfiguration where the percentage varies with the frequency of dependencies

My gut tells me we're talking about different things. 99% - you mean number of profitable deals?

 
Vita писал (а) >>

My gut tells me we're not talking about the same thing. 99% - do you mean the number of profitable trades?

>> well, yeah, if the patterns are 100%-true then there should ideally be no mistakes (losses) either.

 
YuraZ писал (а) >>

that says he has three systems! and all three are consistently in the +

already a statistic.


That's what I'm saying.

 
olltrad писал (а) >>

Yes, because if the patterns are 100% true then there should ideally be no mistakes (losses)

no, not so

1. If we talk about 100% regularity, it is only in the sense that it is a hundred percent regularity, and not some randomness.

2) Implementation of this pattern (profit) is a probabilistic nature, so it may not be 99%, but only 75%

The important difference between a pattern and a random fit is survivability under any parameters of your system, i.e. it is virtually unkillable by optimization.

 
NProgrammer писал (а) >>

From... Oh, that's a good point... I'm really putting 2 percent on the force...

Well, we found each other's soul mates.

 
Mischek писал (а) >>

What I mean is...

what's the correlation between these three?

Reason: