Signs of a REAL system - page 18
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Unfortunately, all these are mostly just beautiful words that give you an excuse to philosophize, but not to cut the wrong blocks out of the code:
1. The first attribute. The system must contain a sound idea and not be just a meaningless combination of indicators.
What do you mean "sensible"?! For someone, the idea that there should be a maximum of indicators on a chart can be very sensible, because this is the only way to see "all" signals, to find their confirmation with each other. and this, in general, is not without its logic ;)
2. Second indication. The system should not depend on a random combination of indicator positions.
3. third feature. When combining indicators, most often one indicator is leading, and the others are auxiliary. The system logic should not change with the change of indicator parameters.
The discrepancy: the first part of the sentence refers to some leading indicator, it must be obvious that it cannot be changed for the other one or trade on the other ones, if it does not give a signal. And then comes the phrase completely unrelated to the first one
4. Fourth indication. A small change in parameters should not change the test results too much...
we had that too :)
5. The fifth feature. Number of tests should be within reasonable limits.
6. The sixth feature. Number of parameters to be optimized (both explicit and implicit) should lie within reasonable limits.
great! i decide to use this rule! and..... ???? what are the limits "reasonable"??
a completely useless rule for practical application
7. The seventh feature. The part of the chart, on which the system is optimized, should include different variants of the market behavior.
wellooooo.... let's say :( ... added to Logical Errors of Algorithms
8. The eighth feature. The number of transactions in the tested area must be representative from the point of view of mathematical statistics.
I would also add this "and do not exceed the number of transactions performed by a single object of trade for the whole array of statistically reliable data present in the sample with the probability determined by the final trading performance of the previous periods....".)
in short - useless rubbish, which does not give a guide to action: how to check what is wrong in your system, what needs to be discarded/re-done.
Uh-huh. Just another useless classification. That's what I said in the post before - the topic is too general to be useful.
Shouldn't you have given another opinion? ))) You yourself complained about the paucity of judgement on the subject. Maybe you should tweak something in the conservatory? )))
Great. I took the liberty of doing a distillation of the first post:
The first indication. The system must contain a sensible idea and not be just a meaningless combination of indicators.
The rest is unnecessary. This is the most important thing.
The system designer must have an answer to the question "why does the TS make money?" or why does he expect it to make money. "Because the red line is higher than the blue line and there is a yellow dot" is not an answer. In fact, the profitability of the system must be proved before the first run on history.
Understand, the moment you want specifics, you will be stymied by the consideration of a particular TC. And there are as many of them as there are people. All require different history, different for assessing the reliability of the number of transactions, etc., etc.
And all of the general words have already been said here. Amen.
The rest is unnecessary. This is the most important thing.
The system designer must have an answer to the question "why is the TS making money?" or why does he expect it to make money. "Because the red line is higher than the blue line and there is a yellow dot" is not an answer. In fact, the profitability of the system must be proved before the first run on history.
Yes - profitability has to be established before the practical implementation stage. At the level of the idea. It's hard to argue.
Shouldn't you have given another opinion??? ))) You yourself complained about the paucity of judgement on the subject. Maybe you should tweak something in the conservatory? )))
yeah how to say.... >> I'd like to see opinions which add something to our piggy bank;)
just write that there is such a thing but it is "useless" probably does not make much sense (since I have already filtered myself), I just gave my opinion on each point of its uselessness, but I did add one point, so the post was not useless :)
yes how can i say.... it would be nice to see opinions that add something to our piggy bank;)
just write about that, but it is "no good" does not make much sense (if you yourself have filtered), I just on each point gave his view of its uselessness, but one point I did add, so the post was not useless :)
So far, the value of the piggy bank is seen more in the "piggy bank" itself - the discussion, not its contents.
Otherwise, of course, I'm wildly sorry for allowing myself... >> accept it, etc. )))
What's that got to do with anything?
Otherwise, of course, wildly sorry for allowing myself... Accept etc. )))
You wrote it yourself.
So far, the value of the piggy bank is seen more in the discussion than in its contents.
That's why I reacted so "sourly" to the post. What's the point of a discussion like: "Do we want to increase the number of pages in this thread? :))))
I'd like to see and discuss more stuff starting with the words: >>) : I'd like to see more stuff starting with the words: "here's another clever idea...", and by "piggy bank" I mean the whole branch, not just my first post ;)
I'm just kidding.
There's just a feeling that there won't be any more thoughts. For reasons already stated. Well, or there will be a discussion about a particular TC with its own particular cockroaches.
Do you have a different opinion? It's not very clear what else you expect from the discussion.
It's not very clear what else you expect from the discussion.
We've all had our say, of course, but tomorrow, the day after tomorrow, the day after that... >> someone who wasn't there when we discussed it will come to the forum. Maybe he can add more.