"The 'perfect' trading system - page 21

 
VictorArt писал(а) >>

How many years will it last without over-optimisation?
Just please answer not with words and arrows, but with tests for a few years after the optimization period.

without over-optimisation...

So is it optimisation or adaptation? Or is it the same thing?

 
avtomat >> :

without over-optimisation...

So is it optimisation or adaptation? Or is it the same thing?


Optimisation is the same thing as "shooting up", "changing the rubber/oil on the car", "training in boxing", "homework in chess", etc., i.e. pre-preparation.

In real time, there is no more time for preparation and then only 'adaptation'.

 
VictorArt писал(а) >>

Adaptation is the same as "shooting up", "changing the rubber/oil on the car", "training in boxing", "homework in chess", etc., i.e. pre-preparation.

In real time, there is no more time for preparation and then only 'adaptation'.

Given our recent conversation fmag, I am convinced that you are giving the term "adaptation" your own interpretation, significantly different from that generally accepted in the field of building adaptive control systems.

 
VictorArt писал(а) >>

How many years will it last without over-optimisation?
Just please answer not with words and arrows, but with tests over several years after the optimization period.

without any optimisation...

here is the test for 2006- up to 2009 of the current moment - here the initial lot of the series = 0.1


lot = 0.1

and this is the test for 2006- up to 2009 of the current moment - the initial lot of the series increases as the balance increases


with increasing lots

 
Aleksander писал(а) >>

without any optimisation...

here is the test for 2006- up to 2009 - here the initial lot of the series = 0.1 is unchanged


lot = 0.1

and this is the test for 2006- up to 2009 - the initial lot of the series increases as the balance increases


as the lots increase.

Your graphs don't tell you much. We need figures. And without figures it's clear that the permanent lot for the last year and a half or even two years does not show any profit - it just stands still. And the drawdown is very large with increasing lot - in reality you are unlikely to be able to withstand it.

 
LeoV писал(а) >>

Your graphs don't tell you much. You need figures. Even without numbers, you can see that there is no profit on a constant lot for the last year or a year and a half - it stands still. And with an increasing lot is a very large drawdown - in reality you are unlikely to be able to withstand it.

here's a test from 2009 - constant starting lot


2009 г

there is a profit... but on the upper charts because of the large number of trades the profit seems to be small....

and here's the one for 2008


2008 г.

 
Aleksander писал(а) >>

here is a test purely for 2009 - permanent starting lot


2009 г

So? What does that tell you?

 
Aleksander писал(а) >> there is a profit... but on the top charts because of the large number of trades the profit only seems small....

Well, put it on the real and lock it - that's what we'll check....))))

 
Aleksander >> :

here is a test purely for 2009 - permanent starting lot


2009 г

there is a profit... but on the higher charts due to the large number of trades, the profit seems to be small....

and this is from 2008


2008 г.

Why don't you explain why there is no volume on the chart, because the logic of TS suggests its variation from 0.1 to 0.4?

I.e. in fact it should be REAL.

The only option is to open 2 positions of 0.1 instead of one of 0.2 and also 0.4

 

Why would I want to monitor???? I'm so.... myself .... earning a little money....

Account: 2XXXX

Name: XX

Currency: USD

2009 October 19, 13:40

Closed Transactions:

Closed P/L:

90260.54

Open Trades:

Floating P/L:

-159.72

Working Orders:

Ticket

Open Time

Type

Size

Item

Price

S / L

T / P

Market Price

Summary:

Deposit/Withdrawal:

-42 200.00

Credit Facility:

0.00

Closed Trade P/L:

90 260.54

Floating P/L:

-159.72

Balance:

48 060.54

Equity:

47 900.82

Reason: