What is everyone looking for? - page 19

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SProgrammer >>:

А вот как оценить "совпадение"? хз.

What's wrong with correlation?

 
Correlate what with what?
 
Mathemat >>:
Корреляция чего с чем?

"Perfect" with the real thing.

 
MetaDriver писал(а) >> "Perfect" with the real thing.


Usually the ideal is never the same as the real thing. )))
 
MD, how do you calculate it? At least give me a hint of the formula.
 
MetaDriver писал(а) >>

What's wrong with correlation?


And how do you propose to concretely communicate that there is an "ideal" signal at time T, and a real signal at time T2. A hit in the vicinity? And then look at the average?
 
The problem is also that it is not yet known what the ideal should look like with a given real system. Entry at the minimum? Not necessarily! Entry can be anywhere, as long as the price then goes where it needs to go.
 
SProgrammer >>:
А как вы предлагаете конкретно общитывать ну есть в момент Т "идеальный" сигнал, и в момет Т2 реальный. Попадание в окрестность? И потом смотреть в среднем?

Why should the indicator show trading signals? That is not its function. You have to output the recommended market position at each moment.

// At least my "oracles" do that :)

Both in ideal and real conditions. And then calculate the ordinary Pearson correlation.

 
Mathemat >>:
Проблема еще в том, что еще неизвестно, как должен выглядеть идеал при заданной реальной системе. Вход на минимуме? Не обязательно! Вход может быть где угодно, лишь бы цена потом шла куда надо.

No. Pogrommer here suggested a specific scheme: draw backwards and do it (e.g. by zigzag), then compare your indicators with the readings of the ideal one.

Who has more - he wins.

;)

 
Mathemat >>:
MD, как ее считать будешь? Хотя бы намекни на формулу.

Got the hint?

;)

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