Why does any strategy only work successfully for a limited time and then stop working? - page 11
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.....No strategy with negative MO will pull out any "right" MM.
You don't have to put all the power of MM on MO. There are a lot of interesting things in TCs besides the MO, for example Z-score. If it is stable and different from zero, an appropriate MM can turn a negative MO into a positive one.
You don't have to put all the power of the MM on the MO. There are many other interesting things in TCs besides MO, such as the Z-score. If it's stable and different from zero, the appropriate MM can turn a negative MO into a positive one.
It would be more convincing with examples. =)
It would be more convincing with examples. =)
You won't need convincing if you're familiar with such concepts as system predisposition to series (losses/profits) Z-score. Or vice versa: a predisposition to repeat results of trades. It will be better for you and it will save me a lot of time. :)
By the way, does anyone know why Z-score depends on the number of trades? The more trades, the more the Z-score can deviate from 0. Has anyone paid attention?
As the series of trials increases, the reliability of the results increases. The number of tests in a series should tend towards infinity. This applies to any kind of test.
As the test series increases, the reliability of the results increases. The number of tests in a series must tend towards infinity. This applies to any type of test.
Yes, but in my tests sometimes Z-score exceeded 300. On the average, with a number of tens of thousands of deals Z-score varies from 10 to 100. Can it be like that? Or it is a mistake in calculations (although I have double-checked everything 50 times and have not found any error).
Yes, but in my tests sometimes the Z-score was over 300. On average, with a number of tens of thousands of trades, Z-score ranged from 10 to 100. Can it be like that? Or it might be a mistake in my calculations (but I've checked it 50 times already and have not found any error).
Actually, I have no idea what a Z-score is. :)
But my advice still stands. The larger the number of tests, the less the overall result is affected by single incorrect data.
You won't need to be convinced if you become familiar with such concepts as system predisposition to Z-score series (losses/profits). Or vice versa: a predisposition to repeating the results of trades. It will be better for you and it will save me a lot of time. :)
No, that's not what I mean. It would be interesting to see a report of such a system practically. Even two reports. One with predisposition and one without. To see if the predisposition is justified. =)
Yes, but in my tests the Z-score was sometimes over 300. On average, with a number of tens of thousands of trades, the Z-score ranged from 10 to 100. Can it be like that? Or it might be a mistake in my calculations (but I've checked it 50 times already and have not found any error).
Error. According to the link to Rosh's article, Z-score is interpreted as the number of sigmas of standard normal distribution, by which the real result deviated from conditionally random. A Z-score of 5 is about the same as a Z-score of 100. In both cases, the chances that the real sequence of trades is random are negligible.