It's impossible to make money on Forox!!! - page 30
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An idea has been born. As someone who is not versed in statistics, I will not be able to implement it. But there are such people in this thread (knowledgeable).
The gist. Many traders are of the opinion that the market changes over time. How - does not matter, but it is a problem for TS, solvable or not is another question.
We can create a generator of a synthetic trading tool. It allows adjusting time changes of normal/normal distribution of differences and other BP statistical parameters. Then, testing on such a synthetic trading tool, we can identify weaknesses of TS and improve it for better survivability on changing BP. And so on.
What do you think?
An idea has been born. As someone who is not versed in statistics, I will not be able to implement it. But there are such people in this thread (knowledgeable).
The gist. Many traders are of the opinion that the market changes over time. How - does not matter, but it is a problem for TS, solvable or not is another question.
We can create a generator of a synthetic trading tool. It allows adjusting the change in time of the normal/normal distribution of differences and other statistical parameters of BP. Then, testing on such a synthetic trading tool, we can identify weaknesses of TS and improve it for better survivability on changing BP. And so on.
Who will say what?
And in Russian?
An idea has been born. As someone who is not versed in statistics, I will not be able to implement it. But there are such people in this thread (knowledgeable).
The gist. Many traders are of the opinion that the market changes over time. How - does not matter, but it is a problem for TS, solvable or not is another question.
We can create a generator of a synthetic trading tool. It allows adjusting the change in time of the normal/normal distribution of differences and other statistical parameters of BP. Then, testing on such a synthetic trading tool, we can identify weaknesses of TS and improve it for better survivability on changing BP. And so on.
What do you think?
The history will be more useful than the synthetic one.
How to create synthetics is a separate issue
>> And in Russian?
Man, I don't know the statistical terminology, sorry. What statistical parameters of BP change with time? These parameters should be implemented as adjustable parameters in the generator of synthetic trading tool. In order to find out which statistical indices of BP change kills the TS.
There's more to be gained from history than from synthetics.
And how to make synthetics is another matter.
There is no goal of maximum plausibility with real trading tools. We will just know what exactly has changed in BP, and what exactly has killed the TS.
There's no goal of maximum likelihood with real trading tools. Just will know what exactly has changed in BP, and what exactly has killed the TS.
The idea is understandable but not realistic.
If it worked, worked and died and it is clear why synthetics are not needed
If it worked, worked and died and it is not clear why it doesn't need synthetics, I wonder how you would build synthetics and how they would help.
If it works, it worked and it didn't die, it makes sense to build a synthetic, but it can't be done.
You can't even formulate it, just describe the algorithm.
it's like generals who are always preparing for a past war and no one knows when or what the new one will be
The problem is that a synthetic instrument with its characteristics, movement and other nuances may not coincide with a real instrument in the future, and all this research work will be done in vain. And if you will make such synthetic instrument, in fact, you will make OOS for a real instrument, i.e. you will predict the future for it.....)))) And no TC will be needed - as you will have a "generator" of future data in your hands.....))))
How old are you and where do you study?
I am 13 years old and I study in secondary school №13 with profound study of Russian language and literature. In this connection I remind you that we did not drink with you on a brotherhood, so there is no basis for poking.You've got the wrong place. There are people here with advanced studies of labor lessons....))))