Signs of a REAL system - page 9
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Just a thought... If I don't hit any pitfalls, I'll post the idea in another thread.
I guarantee you that you will get into trouble. Martingale will show everyone, you just need time again.
Signs of a wrong system: trying to build a TS on a process that is known to be unprofitable.
Signs of a good system: building an instrument that exploits the fact that the price is random, or it does not care about randomness.
Signs of a flawed system: trying to build a TC on a knowingly non-profit process.
What is a profitless process? Looking at the price quotes? )))
Signs of a correct system: building an TS that exploits the fact that the price is random, or it does not care about randomness.
Uh-huh. The sign of a correct TS is the denial of TA. )))
MM - a la Maxwell's demon. You can. But it's just not the only way and not the most profitable. The measurement problem is the inevitable losses.
The market has inertia. TS based on this principle work. We are mainly talking about them here.
I disagree. Although price behaviour is sometimes fractal, this behaviour varies widely from TF to TF. Consequently, patterns from large TFs do not always work on smaller TFs.
UPD: Fractal means in mathematical sense.
"The wrong bees make the wrong honey" (C) Winnipeg
The basic sign of irregularity is accurately formulated ! ))
Signs of a correct system: build that TS which exploits the fact that the price is random, or it doesn't care about all that randomness.
that's what I'm thinking. that's what I'm thinking: ))))))
Actually - the topic is very, very relevant and interesting, but as usual gone from the main idea.....)))))
it's not too late to get the flow back ;)
what would be the additions to my original list?
It's not too late to get the current back on track ;)
>> what are the additions to my original list?
Any system is correct (even if it contains signs of impropriety) if in the present real time, it generates stable profits
Actually - the topic is very, very relevant and interesting, but as usual got away from the main idea.....)))))
You had a relevant thread, but I never found an objective answer in it, although I reread it many times.Yes, I've been dealing with this topic for a long time, but I haven't found a concrete answer that could be formalised yet.....
it's not too late to get the stream back on track ;)
what would be the additions to my original list?
The main requirement for the TS is consistency. If we assume that the TS recognizes some patterns (the intersection of two MAs), then the characteristics of this pattern should reflect different, orthogonal aspects of this pattern. For example in Metastock all indicators are divided into the following groups: trend, volatility, momentum, cycle, market strength and support/resistance. I would add here market fractality. There may be other ideas of systematicity, but systematicity has never been discussed on this forum. I once tried to criticise the Metacquot indicator set from this point of view, which simply has no idea, but even ROSH brushed it off. I want to emphasise that the idea of systematicity is a requirement to organise the structure and the binding parts of that TC structure, "fitting" is about testing, not the structure of the TC.