Activity Spectrum and AFC of MTS using the Moving Average advisor as an example - page 2

 
DC2008 >> :

{...} Gains and losses are decomposed into quantum frequencies, not time. {...}

So, in some approximation... this graph represents the sum of the sine wave values over a certain time?

Equity function is some kind of oscillatory process.

 
jartmailru писал(а) >>

I.e. in some approximation... this graph shows the sum of the sine values over a certain time?

The equitability function is some kind of oscillatory process.

No. Time is not involved in the calculation. Transaction time exists of course, but I am not interested in it.

 
And then filter by activity spectrum?
 
jartmailru, DC2008, reading all day today and deliberately not getting involved.)
 
alsu >> :
jartmailru, DC2008, I've been reading all day today and I'm deliberately not getting involved.)

:-). Yes, there was a man here with a similar theme, only he was a lot clearer :-).

 
jartmailru >> :

:-). Yes, there was a man here with a similar theme, but he was much clearer :-).

I can make it even clearer: give me a good quantum computer and I will turn the earth upside down. First I will take all money for myself, and then I will fuck everybody up:)))))))))

 
alsu >> :

I can make it even clearer - get my hands on a good quantum computer and I will turn the earth upside down. First I'll rake in all the money and then I'll fuck everybody up:)))))))))

Is it weak to make an emulation of quantum computer on PC? :-) >> I want to feel it.

 
jartmailru >> :

How about emulating of quantum computers on PC? :-) >> I want to feel it.

I have such an idea. when I implement it on my laptop, I'll start the world revolution. since you were the first to ask, I'll let you see the code.

 
mpeugep писал(а) >>
And then filter by activity spectrum?

If fast, then yes - filter, but not by activity spectrum, but by AFR. In other words, we simply cut off frequencies at which the Expert Advisor makes losses. And at the second step, we cut the frequencies where the drawdowns exceed the specified limits. That's all: the Expert Advisor is unprofitable and becomes profitable. And we don't care what strategy it uses: just use it.

 
DC2008 >> :

If fast, then yes - filter, but not by activity spectrum, but by AFR. In other words, we simply cut off frequencies at which the Expert Advisor makes losses. And at the second step, we cut the frequencies where the drawdowns exceed the specified limits. That's all: the Expert Advisor is unprofitable and becomes profitable. And I don't care which strategy it uses: as long as it uses the right one.

Try to answer one question to yourself - it is like yours - if you take a good losing EA and swap buy and sell entries, it will really become a profitable one?

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