Counsellors to whom. Lots of them and for free! - page 13

 
Yuri, if the rating of strategies in the PRS is not based on the period on which it is generated, but on forward tests, would the survivability rating of the strategy be better? Or is this not feasible?
 
voltair >> :

Thanks for the clarification, but that last one is unnecessary! Doesn't improve constructive

and doesn't promote communication. Do you really have to be too smart to

to understand that? ;)

And on the merits - there are many simple and possibly effective methods,

but they take time to sort out. If someone can, in clear language, quickly

to clarify certain aspects, thereby saving us time, then kudos

kudos to them. But if not, we'll manage without it, of course.

The main thing would be the benefit in the end...

time..... it's time :).... for a complete analysis of any strategy, and even for all variants of its application requires a number, not limited by anything...... I tried in my previous posts Mr. Reshetov to interpret it.... there is only one question in this mess: at what period to optimise and at what application? .....

You once mentioned that this "N" can be calculated...... there was no continuation, unfortunately....... not only mine, but that of many users.....

but you can go on and on and on and on and on and on and on about the "flubbing" about someone else's turkeys..... sorry for the harshness, please.

 
rider писал(а) >>

You once mentioned that this "N" can be calculated...... there was no continuation, unfortunately....... not only mine, but that of many users.....

and "flooding" about someone else's made turkeys can be bred to complete outrageousness..... sorry for the harshness, plz

So you would be, before you flood here and attack completely off topic, at least a personal email first look. :)

 
Reshetov >> :

A black box is when the strategy is closed. In this case, no such trade secrets are envisaged.


Even deaf black boxes can be chased by various tests to check for lice.


At least I was not able to formulate any meaningful interpretation of the oscillum. And forward tests are much faster and easier to detect and filter out fittings. That's why I prefer Pardo's method, which has already been tested in practice, rather than subjective and ambiguous interpretations of oscillograms.

The strategy is not quite as well, as it contains an error. And the objectivity of the oscillator is simply the difference between the sum of buy factors and sell factors. Factors can be of 2 types. e.g., macd<0 factor on buying, is more reliable than macd>0. Thus, the systems can be figuratively divided into 2 types:

1.there are more reliable factors

2. there are more unreliable factors, and consequently, the system is less reliable.

Without going through the factors manually, it is easy to understand from the oscilloscope readings.

I do not pretend that this analysis will replace Pardo tests. Some strategies are not so easy to analyze, but these strategies are discrete and easy to analyze. I myself wrote such strategies.

So by selecting a couple of favourite strategies, you can test them for additional success in the future.

 
rider >> :

time..... time :) .... a full analysis of any strategy, and even in all variants of its application requires a number, not limited by anything...... I tried in my past posts Reshetov to interpret it.... there is only one question in this mess: at what period to optimise and at what application? .....

You, once mentioned that this "N" can be calculated...... there was no continuation, unfortunately....... not only mine but that of many users.....

but you can go on and on about indulging in all kinds of "rubbish" about indulging in all kinds of things..... forgive me for my abruptness, please.

Now if you understood the whole nature of these strategies, you wouldn't be asking stupid questions, because that's why they don't get answered.

 
zfs писал(а) >>
And this is by the way an oscillator for 15 minutes. My recommendation is indicated as. Also there are signals in flat, it is up to you to cut them off or use pips. Using this strategy on Friday I have not got a single losing trade.
Reshetov wrote(a) >>

It turns out ... there are no universal methods. ... The market has time to change and you have to start all over again.

... I think it's better to generate strategies and expert advisors without oscilloscopes in order not to muck my head neither for myself nor for others.

Let me say a couple of words in defense of these oscillators. Strategies and Expert Advisors are "blind", and here we see the "decision-making process".

Plus, imho, observation can give some new quality. Just a quick example:

 
voltair >> :

A word or two in defence of these oscillators. Strategies and advisors are "blind" and here we see the "decision making process".

Plus, imho, observation can give some new quality. Just a quick example:

Something about this new quality doesn't inspire much.

 
Reshetov писал(а) >>

I don't find this new quality very inspiring.

Well, I didn't set out to inspire it. Mine was just a few words of defence.

But the idea is simple - to try to make on the basis of the oscilloscope (strategy) multitF

check (signal). Prospectivity of the idea, imho, is worth to check.

 
voltair >> :

Well, I didn't set out to inspire. Mine was just a few words of defence.

But the idea is simple - to try to make a multiTF on the basis of the oscilloscope (strategy)

check (signal). The prospectivity of the idea, imho, is worth checking.

No one is attacking the oscillators, much less banning them.


The question is about something else, namely about the ambiguity of interpretation of these very oscillations. I.e. different interpretations are obtained for different strategies. This is not observed with R. Pardo's testing methodology. I.e., if I, for example, take a strategy out of the repository that shows nice results on 10000 bars of history, then having tested it on OOS bars from 10000 to 20000, the result will be negative and that is it a barefaced fitting regardless of the strategy, positive or negative MACD breakdown or rebound (the MACD may not even be involved in the strategy). I.e. here strategy rejection is unambiguous and very categorical. The OOS test itself is executed in fractions of seconds (carrying it to a computer with a deeper history takes more time). Similarly, tests on individual parameters without genetics. If cliffs, troughs or chasms can be seen next to the value on the input, the result, again regardless of which strategy was applied, is deliberately a fit. Because a slight market change and the balance will be in those very gaps, troughs or valleys.


The oscillators are illustrative, there is no argument. But it takes much longer to study and interpret them and the results of the interpretations can be plus / minus a kilometre.


That's why I personally gave them up. But for those who manage to find a rational basis in their readings, it may well be possible to get some good results.

 
voltair >> :

So you should at least look at your personal email first, before you start flouncing around here and attacking completely off-topic. :)

I watch it regularly :) r i d e r f i n @ b k . r u ...... or do you mean the internal, forum one :)...... and it's empty :(

Reason: