Signs of a REAL system - page 7

 
Sta2066 >> :

>> To the point


A bit of philosophizing. Can someone already summarise the intermediate results of the discussion and then move on?
 

So.

The right Expert Advisor

  • it does not change timeframe, instrument, testing period;
  • it does not care whose history it works on;
  • it does not practically require optimization;
  • does not exist.

A real EA ...?

 
ULAD >> :


Have a bit of a philosophical rant. Can someone already summarise the intermediate results of the discussion and then move on?

+10

I'm following the discussion... Anything useful is in the first post, so let's get back to the topic (pardon the tautology)

 

Gentlemen!!! While pondering the topic of the ideal advisor, an idea came to mind!!! Or rather, the whole idea!!!

I think I found a way that can protect the EA from plummeting, or rather not even the EA but any TS!

But this is something that I have to work on, and I have to be an awesome programmer (which I am not and that I cannot do).

 
Svinozavr >> :

So.

The right Expert Advisor

  • it does not change timeframe, instrument, testing period;
  • it does not care whose history it works on;
  • it does not practically require optimization;
  • does not exist.

The real Expert Advisor ...?


The questionnaire came out.
 
RomanS >> :

Gentlemen!!! While pondering the topic of the ideal advisor, an idea came to mind!!! A whole idea!!!

.....

But I'll have to work on it and be a brilliant programmer (which I am not and can't do).

What? Again? © "Once upon a time there was a dog" :))))


well this post may be read by those awesome programmers, but here again "and i have.... but I'm not giving it to you"...

 
RomanS >> :

Gentlemen!!! While pondering the topic of the ideal advisor, an idea came to mind!!! Or rather, the whole idea!!!

I think I found a way that can protect the EA from plummeting, or rather not even the EA but any TS!

But on this you have to work, and even to be an awesome programmer (which I am not and I can not do it).


We will listen carefully. We will help in any way we can.
 

...

Then the other May beetles, who lived in the same tree, came to visit them. They looked at Thumbelina with curiosity, and their daughters flapped their wings in bewilderment.

- She has only two legs! - They said one.

- She didn't even have tentacles! - Others said.

- How weak she is, how thin she is! She might just break in half," said others.

- She looks very much like a human, and she's not pretty either," all the beetles decided at last.

Even May's beetle, who had brought Thumbelina, thought that she was not pretty at all, and decided to bid farewell to her - let her go where she knows.

(H.H. Andersen)

 

))) You could write "to the subject" - also a tautology, but not so obvious...


In short, it seems to me that it is very difficult to formulate acceptable deviations from the ideal, because they - deviations - are very individual and depend on the principles of TC itself.

Indeed. There are TS successfully working on a particular instrument, on another one, even after adjustment, they are gone. Do they have no right to exist?

Then let's do the following: let's go from the goal setting. But first let's agree for simplicity, that any TS is not eternal in its profitability. The goal is to make a profit on a certain period of future history on a particular instrument. The likelihood of this pleasant perpetuation increases if the Expert Advisor

- shows stably comparable results on the back/forward testing during the recent history period, i.e. we can hope the profitability will last for some time;

- maintains profitability over a fairly wide range of adjustable parameters;

- does not have very different results on stories of different brokerage companies;

- does not contain childish mistakes/trapes of writing/testing/optimization;


It turns out to be quite a boring platitude for beginners. Practical usefulness... )))

 

It would be better if the author numbered the criteria to make it easier to answer.

It is useful to think about it all.

Reason: