entrance point - page 12

 

You don't quite get my point. Reliability and system stability are very different things. When connected in parallel, it is a stable SLIVE, the system works steadily and opens positions at each of the three factors. When connected in series, it is reliable (positions will not be opened), because in this case there is a problem with combining three or more signals in one point. :о)

 
Neutron писал(а) >> I don't get your P.S., though.

My P.S. was like this:

P.S. Note, I purposely chose 0.2 to show that the reliability of a composite system built on elements with 20/80 reliability still increases as their number increases.

Sergey, by such purposely chosen very bad example I'm trying to draw your attention to the fact that by combining several indictors with terrible reliability 0.2 and connecting them "in parallel", we still increase the probability of correct input. I mean, I still don't understand what reliability of an individual element you're correlating your p=0.5 to when splicing doesn't yield a gain.

P.S. By the way, the entry reliability of the simplest "two muwings" system with equal stoplevels is something in the region of 0.3. Professionals, probably for a reason, search for confirmation of the signal obtained in a small TF by signals on larger ones - to put it crudely, by simulating some more almost independent signals. Say, if the initial signal is on the minutes, the first confirmation signal is on the hours and the final one is on the weeks, we obtain something like 1-(1-0.3)^3 ~ 0.66. It wouldn't be so bad, if there was no dependence.

P.P.S. And if there is a dependence, everything is much more complicated - and it's still written with a worm's eye that the optimal equivalent electrical circuit is always exactly the parallel connection. There may well be some surprises that will make you gasp.

 

Alexey, in my message where I was showing the dependencies of the forecast p accuracy on the number of indicators, I assumed that p changes from 1/2 - random variant or 0% accuracy, to 1 - 100% accuracy (well, it seemed better at the time). In this case if you do not combine all indicators with p=1/2, the total accuracy of the forecast will remain equal to 1/2.

But you think the range of change of p from 0 to 1. It's clear that in this case at p=0.2, the combination of several indicators will increase the accuracy of the forecast to the extent you indicate.

 

Now I finally get it, Sergei.

 
fate писал(а) >>
For this I want to combine as many EAs as possible to create a ratio of their entry signals

There will be a perfect balance line and 20 trades in 10 years on M1, that's what will happen, been there.

 
001 >> :

There will be a perfect balance line and 20 trades in 10 years on M1, that's what will happen.

Where'd you dig that up, you treasure hunter, all the way back in February.

>> So what bots do to people, they twist their arms, they like lots, then they like 20 trades in 10 years.

 
sayfuji >> :

Geez, so what's the problem? I'm offering you a win-win lottery. I'll tell you the entry points for a modest fee. The most lucrative ones. The start-up capital is yours, but not less than 2,000 U.S. dollars. You control the whole process. I'm 40, you 60% at the end of the week. Come out if you know how, respectively, also by yourself.

but can I haggle?

 
A clever man once wrote that buying a stock is easy - selling it is hard.
Reason: