Where is the line between fitting and actual patterns? - page 11

 
paukas:

Wrong. You started trolling for nothing out of personal animosity. There was no reason at all.


OK.

(I only have a dislike for unsubstantiated claims.)

I'm all for being constructive.

Deleting everything up to page 8 ?

Tantrik? Sever30?

 
IgorM:

It is true - the patterns repeat on the history, and the price speed determines the TF where and when these patterns appear, the appearance of a new extremum and the change in price speed is a good clue about the change in market conditions, for manual trading the role of speed indicator is performed by Momentum and the slope angle of bars on the TF

For a trader who looks at charts every day, price change is not a problem, but for automatic systems the selection of parameters for market analysis usually "results in fitting" on history

SZZY: this is a good topic, but one thing is bad: everyone discusses what he likes best. Since you don't believe in regularities, why bother discussing it in the topic?


Here is the equity of a system that uses volatility. It was calculated for 2007, volatility increased at the end of 2008 and started to decrease. Unfortunately, DC rolled back the transaction history of old periods quarter by quarter, but still a little bit visible.


 
paukas:

You' re still lying when you say "found by you". That's not good.


We all lie a little bit. Don't we?

You called me "troll" and "snitch" several times.

I understand that's your way of defending yourself!

And yet.....

 
lasso:


We're all a bit of a liar. Aren't we?


It's not true.
 
paukas:

There are patterns that have worked throughout the history of the euro, for example. And there are laws that began to work at the beginning of the crisis. And there are laws that stop working during the crisis, and then start working again.

It does not depend much on the size of the period.


The question is, how do you know when one pattern ends and another pattern starts?
 
lasso:

Before voicing your thoughts, I would like to know what regularities you have in mind?

Laws of the found sets of optimisation parameters? Or?


The question is not which patterns, the question is how to find the optimum training period and the optimum CB period for the patterns?

 
LeoV:

The question is, how do you know when a pattern ends and when another pattern starts?

There you go. Or maybe the pattern is still working, but the parameters chosen are sub-optimal?

 
paukas: There you go. Or maybe the pattern is still working, but sub-optimal parameters have been chosen?
So that's a sub-question of the main question )))
 
lasso:

I'm all for constructive.

Deleting everything up to page 8 ?

Tantrik? Sever30?

I'm not sure what I'm talking about, but I can't let you know because I keep deleting this post.
 
LeoV:
That's a sub-question of this question )))
Well purely empirically. If the drawdown is three times the test drawdown
Reason: