Yoghurt systems and canned systems or The relationship between trading tactics and the reliability of historical test results - page 5
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Well, how can I tell you - the trend can essentially be taken as a pattern, and the pullbacks on the thrend as well - but how can you determine the duration of the trend, and whether the pullback is the beginning of a new opposite trend?
I think that a good TS should define by itself the beginning and the end of the trend, and the pullbacks and flips. These are the patterns we are looking for. And if we don't find them, there is no way to determine it all.....
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 :)
If we take the working TF as X, then I take the optimization period by history as 3000-ix, and operation after finding parameters as 300-ix.
And then everything starts from the beginning.
I agree with you on some things, but it's still not certain.....(((
You always have an opportunity to check it. I have described the mechanism and I think you will be able to implement it.
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, in which the TS on this indicator or indicators will trade with a profit, but when you leave this range - abort-i-lu-....)))))
You don't have to use indicators and other price transformations.
Well the market is far from perfect, so describing an "ideal" model makes no sense.....
The market is perfect. It would not be perfect if you could take it with your bare hands.
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.
This is absolutely correct.
Concerning the existing patterns, if they exist, they exist in a very wide range and therefore do not require optimization (read: better fitting to the history).
If anyone is too lazy to read a study of the patterns, you can look at this link.
You don't have to use indicators and other price conversions.
Of course not, but then the TS has other parameters on which the profit depends, for example stops. This will not work equally well with the values of these stops from - bezcon to + bezcon.
This is absolutely correct.
About the existing patterns, if they exist, they are in very wide ranges, hence they do not need to be optimised (read: fitted to history).
If anyone is not too lazy to read the study of patterns, you can look at this link.
Well, if the TS is based on an indicator, that is, the transformation from the price, it can not work equally well and equally profitable with any values of the indicator from - bezcon to + bezcon. This is out of the realm of fiction.
Of course not, but then the TS has other parameters on which the profit depends, for example stops. TS will not work equally well with the values of these stops from - bezcon to + bezcon.
Here's where it doesn't make sense. It can be taken with your bare hands so it's perfect or it can't be taken with your bare hands so it's perfect?1. First, you do not need to use stops (it depends on what TS). For the second part I cannot answer unambiguously, because I have not tested it. Perhaps you are right, and the value of stops should be varied, which, again, means optimization. I need to think about it.
2. (sorry missed the "not") Can't be taken barehanded so it's perfect. Imagine the market as an adversary/opponent. If you assess him adequately, you will give him credit and recognise him as strong or even superior (so far) i.e. perfect. Having said that, he is not only fighting/competing with you. Like a grandmaster playing many games at once and still winning most of them.
Well, if the TS is based on an indicator, i.e. conversion from price, it cannot work equally well and equally profitable with any indicator values from - bezcon to + bezcon. This is out of the realm of fiction.
You're probably right about that. That's probably the key point. At least I have not managed to find such a correlation yet. But it's still to come :-)
Have you tried to look for dependencies in indicators?
1. First, you don't have to use stops (it depends on what kind of TS). The second part is difficult to answer unambiguously, because I have not tested it. Perhaps you are right and the value of stops should be varied, but it is again optimization... I need to think about it.
2. (sorry missed the "not") Can't be taken barehanded so it's perfect. Imagine the market as an adversary/opponent. If you assess him adequately, you will give him credit and recognise him as strong or even superior (so far) i.e. perfect. Having said that, he is not only fighting/competing with you. Like a grandmaster leading many games at the same time and still winning most of them.
You're probably right about that. Perhaps that is the key point. At least I haven't managed to find such a correlation yet. But it's still to come :-)
Have you tried to search for dependencies in indicators?
"When you throw stones into the water, watch how the circles they make diverge, otherwise your task will be useless" (Kozma Prutkov).
I am observing with great interest and pleasure. Please, tell me, if you are not too lazy.
what is a "pipsitter" and what is the sacral value of MM, which is often mentioned on the forum.