Non-fitting system - main features - page 18

 
LeoV >> :

If this Martin of yours makes money in the future on data he has not seen, then it is not a fit. If he only earns on the optimisation period and then loses in the future, then it's a fit. )))

And how can you tell if in the future it's draining or not? >> You can't. So optimisation is always a fit.

 
grasn >> :

Is it that foundations give random solutions and TA doesn't? Cool.

It depends in whose hands? For example, if you use insider information, foundations give non-random solutions and even Elliott waves are drawn accurately from extrema.

 
getch >> :

And how can you tell if the future is draining or not? -No way. So optimisation is always a fit.

Everyone defines it differently. Some on forwards and some on reals.

 
getch писал(а) >>

And how can you tell if the future is draining or not?

It's very easy to tell - you just have to trade and understand. Or, at the very least, do some forward testing. So your assertion that

>>getch wrote >> optimization is always a fit.
is not quite right. It depends on how you optimise. I've already written about this above. If you've optimised and there's a future drain, it's probably a fit. But if it's earning, it's not....))))
 
Mischek >> :

OK

When you leave home, there are chances not to return (snow, accidents, slips and there is a crowbar, a brick from a construction site, a restaurant, etc.)

But you, it is you who go out like everyone else.

And the chances of not returning, albeit roughly, can be estimated, say the total of one in 500,000 (do not cling).

So it is the same on the market, but the chances are orders of magnitude different.

Suppose you have an axis that makes 90% (do not grasp it) of positive trades with an average profit of 20 points and 10% of negative trades with a loss of 20 points.

All this is achieved by finding the regularity and searching for the optimum parameters and what?

Recognition of the absence of 100% guarantee of this TS for the future does not allow you to continue working with it?

Lack of 100% guarantee to return home does not stop anyone ?


Or maybe people are forced out of their homes by the same 100% absence of staying alive at home. :о)

 
Reshetov >> :

Yes, in fact, it is no secret that a horribly matched TS produces a stationary BP equity curve on forwards.


The balance curve should not be taken into account as it has a very low sampling rate.

This seems to be a conversation about optimisation parameters.

 
LeoV >> :

It's easy to tell - you just have to trade and figure it out. Or at the very least, do some forward testing. That's why you're saying that

Not quite right. It depends on how you optimise. I already wrote about it above. If you've optimised and there's a future drain, it's probably a fit. But if it's earning, it's not....))))

That's it! Money beats evil. Even if it is absolute evil, i.e. fitting! ))))

 
Svinozavr писал(а) >>

Holy words! My dream. But so far I have not been able to realize it.)))

Has anyone thought about the mathematical background or so to speak the component of the occurrence of divergences (divergence/convergence)? ))))))))))

Answer that and it's a dream come true.

 
grasn >> :

Or maybe people are forced out of their homes by the same 100% absence of staying alive at home. :о)

Yeah, right. Life is a contagious disease. It's sexually transmitted. And it always ends in death.

 
Reshetov >> :

Everyone defines it differently. Some on forwards and some on real.

How do you determine that the system won't start to drain tomorrow? >> It's impossible.

Reason: