Is the advisor suitable for real life? - page 6

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Yeah, coaster, a worthy topic.
On the other hand, you can't help but say that Dserg has pointed out something to hold on to. And no stationarity seems to be required here. However, some kind of "regularity" of local profit factor change is needed, which doesn't smell very good either.
 
Mathemat >>:
Ага, coaster, достойная тема.
С другой стороны, нельзя не сказать, что Dserg указал на нечто, за что можно ухватиться. И никакой стационарности тут вроде не требуется. Правда, нужна некая "регулярность" смены локального профит-фактора, что тоже не очень здорово пахнет.


Here I can't tell whether I've picked up some sort of market pattern or whether I'm just so cleverly fitting everything into the story. But then, how should I interpret the results of the forward test?
 
Well a forward - even a multiple, according to Pardo - guarantees nothing either. There are simply no guarantees at all.
 
Ah, it all makes sense. It's just that the original system is inherently profitable!
The reversal parabolic with a period of 0.003 has been working successfully since 2000. On 4 hours on the eurobucks.
Therefore, it is enough to cut off the periods of the plumage - and it's done.
 
Truly - trend is your friend! :)
 
Well, you were a bit hasty with the initial profitability, it seems to me: the profit factor is only 1.07.
There's something different here. Somehow there's a non-bernullity of the system involved, or something. All right, that's it, I won't do it again :)
Will you drop me a detailed report in your personal account - I just wish I had a bigger deal? I'll check it for Bernoullianness.
 
Mathemat >>:
Ну с изначальной прибыльностью ты поторопился, мне кажется: профит-фактор всего 1.07.
Тут что-то другое. Как-то тут задействована небернуллиевость системы, что ли. Ладно-ладно, все, больше не буду :)
А детализированный отчетик сбросишь в личку - вот только сделок бы побольше? Я ее на бернуллиевость проверю.


Reset.
 
Yeah.

The farther into the woods, the thicker the partisans!
By applying a double filter to the balance curve, and taking the FIRST, i.e. top result, I obtain a system that passes the forward test perfectly!
In the picture the forward is obtained somewhere from the 230th trade.

Lucky again?
 

The quality of the modelling is poor and there are not many deals.
But it looks encouraging.
ZS. Doubling the deposit in 10 years at acceptable risks will hardly interest anyone, but as a concept it is quite interesting.

 
goldtrader >>:

Качество моделирования никакое и сделок маловато.
А так выглядит обнадёживающе.
ЗЫ. Удваивание депозита за 10 лет при приемлемых рисках едва ли кого-то заинтересует, но как концепция вполне интересно.

The system works on the opening of 4-hour bars, there are no pendants and takeovers with stops, so the quality of modelling is of no special importance. The system is reversible.
The risks are also clear: the recovery factor is around 5, i.e. normal.

This issue is different - it is clear that this toy should not be used for real trading.
What is of interest here is the interaction between the initial system and the balance curve control algorithms.
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