Where is the line between fitting and actual patterns? - page 14

 
paukas:

??? I'm sorry, owe who? Who said that? What book does it say?

My lot, I change it as I please.

Fact. I don't get it either. OK, if the stops are fixed, but what if they're not?

In my tester, in most cases, the risk per trade is fixed by a certain

amount in the currency of the deposit. Usually it's 10000. At least then I understand,

what figures the tester shows me. :) And if I have a stop loss of 250 pips in one trade

250 pips in one trade and 500 pips in the other, and the lot is fixed.

what do I want to see with a fixed lot?

 
paukas:

??? I'm sorry, owe who? Who said that? What book does it say?

My lot, I change it as I please.

By the way, I might know which primer it is - I'm trying to do a little reading here

(when I have time) Vince's "mathematics of money management." There's

something like that in the beginning... Or maybe I've got it wrong...

 
lasso:


Igor, look, there was an optimisation with three parameters, each with 10 values (agree, this is very modest).

A total of 1000 passes.

How to choose a single final set (FN) of parameter values? What are the selection criteria?

Once again, for the particularly gifted: run the OOS and select the best one based on the results. Another thing is that in MT this procedure is problematic even for 1000 tests. At least, we need a program which parses optimization results and runs tests in the terminal through the command line, substituting parameters into *.set files, then parses the test results and puts them into files. Even after such automation it's all terribly slow and the sound should be turned off, otherwise the beeping will make your ears fade.
 
Reshetov:
Once again, for the very gifted: run the OOS and choose the best one based on the results
It is better not the best, but the one in the middle of the stable zone. Sometimes it happens that the best one is near the edge, but further away it is a cliff. And this is not good.
 
paukas:
The best is not the best, but the one in the middle of the stable zone. Sometimes the best one is near the edge, but further away it's a cliff. This is not good.
The thing is that the results on forwards are more fluctuating and you can't find a good zone on forwards. The only saving grace is that all so called "breaks" on forwards are not "deep chasms" as on Sample tests with "useless results" turned on and in most cases have a drain of about the spread's size.
 
paukas:

??? I'm sorry, owe who? Who said that? What book does it say?

My lot, I change it as I please.

Of course. Of course. You're welcome to change. On your own.

But you're giving advice, so to speak, valuable pointers....

.......................................

Vladimir Vladimirovich, this is the third time I've insisted:

Let's jointly clean up after ourselves!

This thread will dry up three pages at least.

Do you agree?

 
lasso:

Of course. Of course. You're welcome to change. On your own.

But you're giving advice, so to speak, valuable pointers....

.......................................

Vladimir Vladimirovich, this is the third time I insistently suggest it:

Let's jointly clean up after ourselves!

The thread will dry up for three pages at least.

Do you agree?

Advice? God forbid. Clean up and stop trolling. That's the advice.

 
Reshetov:
Once again, for the particularly gifted: run it on OOS and select the best one based on the results. Another thing is that in MT this procedure is problematic even for 1000 tests. At least, we need a program which parses optimization results and runs tests in the terminal through the command line, substituting parameters into *.set files, then parses the test results and puts them into files. Even after such automation it's all terribly slow and the sound should be turned off, otherwise the beeping will make your ears fade.

It makes no sense to run OOS to select the best results. OOS then becomes an implicit area for optimization/fitting. It makes sense to run OOS once at the end of a search and based on the results either look for something else or trade it. If you put a hundred different system variants on demos and choose the best one based on the results of the demo (count OOS), then it's a random fitting - it's like optimising on a demo testing period
 
It makes sense to test with a fixed lot at the initial stage to easily calculate some important indicators which are distorted when trading with a variable lot (average profit per trade, average profit/loss, etc.). Then we test it with MM
 
Avals:
It makes sense to test with a fixed lot at the initial stage to easily calculate some important indicators which are distorted when trading with a changeable lot. Then you should test with MM
Yes, to determine the presence of MM. And then test what you can get out of it
Reason: