Non-fitting system - main features - page 25
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....... Otherwise - of course, naturally, when I open a position, I expect (predict) prices to go in its direction for a while. And I also predict when the context will be gone (closing on meaninglessness). But when it will end - I don't know. I'm only assessing the current context.
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I'm not asking you to give away any secrets. But, if you can, share: what methods and tools do you use?
If we consider the balance/equity function as the control object and the expert system as the control device, then EAs that do not have parameters dependent on the response to the control impact can be considered fit.
Conversely. Expert systems that change the strength and methods of control, depending on the response of the control object (feedback), are non-fitting systems (using the topicstarter's terminology).
Thus, the stability of the control device, and in our case, the expert system, can be evaluated by the time the control object returns to an equilibrium state (the balance curve aligns into a straight line). If the controlling device fails to bring the control object to the equilibrium state, by setting the threshold of leaving the equilibrium state of the control object (the maximum permissible relative drawdown), stop the control (stop bidding).
Based on the above considerations, a non-fitting system does not require optimization to a specific instrument, only a test run on historical data is required to reveal the system's ability to bring the balance to an equilibrium state.
PS :)
If we consider the balance/equity function as a control object and the expert system as a control device, then advisors without .....
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on historical data in order to identify the system's ability to bring the balance to an equilibrium state.
PS :)
How thoughts converge, only I can't formulate such a thing :).....
But such an element as "force of influence" still needs to be adjusted somehow. It would be good if the market itself did it, but the adjustment range will have to be determined experimentally and it is not certain that it will be the same for all instruments.
PS :) there is a related topic here if you are interested http://vinin.ucoz.ru/forum/10-71-1
But an element such as "leverage" still needs to be adjusted somehow. It would be good if the market itself would do it, but the regulation range will have to be determined experimentally and not necessarily the same for all instruments.
PS :) there's a related topic here, if you're interested http://vinin.ucoz.ru/forum/10-71-1.
You're right. The range of controlled parameters is chosen beforehand. A suitable controlled object is selected through statistical analysis. Or vice versa. There is no difference for this approach. In any case, it is not plausible to create a universal system for all instruments.
Hence, I am familiar with your suggested topic. I am studying it.
Good day! About two years ago I tested your Expert Advisor, it seems to be based on the MacDi, I can not find it now, if you have it online - send me the link please!
Yuri! Good day! About two years ago I tested your Expert Advisor, it seems to be based on McDi, I cannot find it now, if it is online - send me the link please!
Now you will be able to see it here, not until the liquidity on the market is over.
The idea is this . All possible price behaviours have already happened on the available history. Its further behavior will in some sense fit in the already existing framework (I should probably say "patterns"). On the figure above we can determine three phases, (damn, that word again) trend Up, trend Down, and trend sideways.
It is necessary to introduce a methodology that will divide the price chart into phases of the market since the simple trend Up will have some finite number of sub-phases depending on the characteristics. For each phase, its own advisor with its settings (optimum parameters) is developed, which leads virtual trading, as soon as the virtual equity becomes similar to the exemplary one, On Line Trading is allowed.
Unfortunately, this is just your assumption in order to make it easier to make money. But in life this is far from being the case........