Yoghurt systems and canned systems or The relationship between trading tactics and the reliability of historical test results - page 3

 
Prival писал (а) >>

An EA should not have any parameters that need to be optimized (picked up on history). IHMO optimisation on history is cheating itself. The only thing that I think is acceptable is if in the whole range of changes from - nocon to + nocon. The Expert Advisor remains profitable (all the runs) then it is worth choosing a parameter from the area that ensures a stable maximum profit.

I slightly disagree here. Anyway, when we create TS, we use some transformation of price. I.e. some indicator. This indicator or indicators have some parameters - a period or something else. So it cannot be so that TS trades equally at indicator parameters from - bezcon to + bezcon. There is a certain range of "reasonable" parameters, at which the TS on this indicator or indicators will trade with profit, but when you leave this range - abort ai-lu-....)))))

 
Korey писал (а) >>
all indicators and graph shapes (all in process) give about 60-70% confidence.
For the 21st century, this is a bit weak.

How did you estimate it? And how do you define graph shapes, are there any specific factors? 60-70% probability of success is 60-70% of profitable trades on such signals. If the pattern is stable, why not use it? "For the 21st century" isn't enough?

 
IlyaF писал (а) >>

That is why I have described a test of the workability and longevity of the pattern, to assess how stable it is and to draw conclusions about how long it can last in the future. That is, it is as if we are accelerating on a springboard and jumping. It's the length of the run-up and the height of the ski jump that determines how far we can fly :)

All the same, it's a test of history. But what will be in the future - nobody knows.

 
LeoV писал (а) >>

I disagree somewhat here. In any case, when creating a TS, we use some kind of price transformation. That is, some indicator. This indicator or indicators have some parameters - period or something else. So it cannot be so that TS trades equally at indicator parameters from - bezcon to + bezcon. There is a certain range of "reasonable" parameters for which the TS on this indicator or indicators will trade with profit, but when you leave this range - abort ai-lou-....)))))

Well, an "ideal" model has been described. Of course there may be some indicators. And of course not all parameters need to be profitable. But, the wider the range of successful variants, the better. So to speak, let's not run to extremes :)

 
IlyaF писал (а) >>

That is why I have described a test of the workability and longevity of the pattern in question, to assess how stable it is and to conclude how long it can last in the future. That is, it is as if we are accelerating on a springboard and jumping. The length of the run-up and the height of the springboard determine how far we fly :)

You should have a PhD in philosophy :)

 
LeoV писал (а) >>

All the same - it's a test of history. But what will happen in the future - no one knows.

Do you need a completely accurate signal? :) >> I don't. No, you don't need one. You know you can make money on that very "unknown" future. Some people do it regularly and steadily :)

 
Serg_ASV писал (а) >>

You should have a PhD in philosophy :)

Do you agree with my post or not? (This is to address the need for your comment)

 
I was inaccurate about 60-70% - I stand corrected:
the validity of the technical/graph of the trading tools is between 30% and 70%
 
IlyaF писал (а) >>

Do you need a completely accurate signal? :) There won't be one. No, you don't need one. You know you can make money on that very "unknown" future. Some people do it regularly and steadily :)

It is not about the signal. The point is how to understand whether this TS will work in the future or not. But your method either I don`t understand or you`ve explained it wrong ((.

 
IlyaF писал (а) >>

Well, an 'ideal' model has been described. Of course, there may be some indicators. And of course, not all parameters need to be profitable. But, the wider the dioscope of successful variants, the better. So to speak, let's not run to extremes :)

Well the market is far from perfect, so there is no point in describing an "ideal" model.....

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