[WARNING CLOSED!] Any newbie question, so as not to clutter up the forum. Professionals, don't go by. Can't go anywhere without you. - page 1144

 
I don't understand how you can optimise for the past to have stable profits in the future, the market can behave as it wants whenever it wants, in particular it can change behaviour as drastically as it wants, and at any time
 
eddy:
I don't understand how you can optimise for the past and have profits in the future, the market can behave as it wants whenever it wants, in particular it can change behaviour as dramatically as it wants, and at any time
Fortunately, this rarely happens.
 

What do you mean "such"? it changes all the time, just the more drastic the less.

for me the only normal system is the one that follows the market:)

 
eddy:
What do you mean "this"? It changes all the time, it's just that the more drastic the rarer.
That's what I want to ask you: what changes? Name a quantitative parameter that changes.
 
The TS is supposed to work at any time in the market. And its optimization based on the immediate past keeps track of changes that have occurred and only gives the new best parameters of this (WORKING) system.
 

paukas

So I want to ask you: what is changing? Name a quantitative parameter that changes.

behaviour, i.e. everything is

volshebnik:
The TS is supposed to be fit for purpose at any point in the market.

ridiculous

 
eddy:
behaviour, i.e. everything.

Yes, behaviour is bad :)

See, you say change, but can't articulate what changes.

 
I told you everything, do I have to tell you everything that measures the market? Everyone measures as they want.
 
eddy:
I said it all, do you want me to tell you what the market does? Everyone does it the way he wants to.

Nothing changes. The market does the same thing every day. It's either going up or down, or it's wobbling in place.

So. Keep an eye on the broom :)

 
volshebnik:
Testing Av02 for 2000 on M5 gave a good loss on both the euro and the pound.

You understand - this is a basic variant - there trades, open in random direction - a variant of netting avalanche - in the purest form... Ways to upgrade based on the content of the branch are indicated by me in the same post...
Reason: