TSR - resuscitating trading systems - page 12
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Where is the profit? Do you have a real-time profit for a decent period? Otherwise, as usual, you come up with what you call the "nerd" bullshit and then the plot "branch and forum can be closed" :) Once again for the gifted - do not mix shit, you will get shit as a result. And something good will not come out of it by such methods. :)
The robustness of the system needs to be assessed and there are a number of methods for this. Not to filter the fit by fitting. And when you find robust systems, there will be no need to filter them with each other, because usually they give discrete input/output signals and practically do not overlap in time. At the same time they can hold pose in one direction for quite a long time.
Another repetition for the particularly gifted brakes. Although it is useless, because this freeloader is a Chukcha writer and cannot read:
Reshetov:
weirdo, out of two sbs you generated a third one randomly profitable and you pass it off as a development and make some conclusions. Kindergarten is the youngest group :)
There's the whiner again. No one is forcing you to use loose TS. Foufal Expert Advisor was given only as an example, that is, I purposely changed its perceptron inputs to crap so that it could fit the history in the demo example, but it was sure to fail on forward tests without using additional filtering - the TS is absolutely unsuitable for pure trading according to R. Pardo's method. The purpose was to show the benefits of using the filter (once again for the especially gifted: the filter of trading signals, not the TS) cutting off uncoordinated trading signals. That is, to show how to get a profitable trading signal from a knowingly losing TS by partial elimination of false trade signals.
Once again for the especially gifted: The Expert Advisor attached as an example in the first message of this thread is not recommended for autotrading - it is not intended for this purpose. This is just a deliberately reduced demo version, not a workhorse.
Another repeat for the particularly gifted retards. Although useless, because this fluder is a Chukcha writer and can't read:
The futile EA was given only as an example, i.e. I purposely replaced its perceptron inputs with crappy ones,
Stop feeding the people with crap!
Stop feeding the people with crap!
Go to ZHOB, you'll get it.
I have a couple of questions about it:
1. What gives you a steady increase in OOS profits over these 3-5 months?
2. Are you betting money on it?
Avals, can you cite these methods? Here I would like to mathematically estimate the robustness of TS not only on history (by some specific number), but also its prediction in the future. Plus, it is desirable that this prediction coincides, at least statistically, with reality (on OOS's).
You have the wrong branch, all these methods are not secret and there is no need to fork them out in the forum, as they are described in great detail in R. Pardo's book The Magnificent Book of Testing and Optimization
These methods do not predict the future, but they allow us to find out the reliability of TS. That is, if the TS is more reliable (robust), then its probability in the future is higher, but not 100%.
Go to the ZHOB - they will tell you
If there was a war and I was a policeman, Reshetov would be expelled! (the most gifted nerd)
Yuri, you are of course unique in your comically arrogant way of giving useless information. You have, after all, answered your own claim - Pardo has no prediction for the future in terms of robustness. I suggest that those willing to think about it, suggest hypotheses or already working methods (if available) to give a prediction numerically. Then it can be handled (more or less) objectively. One useful idea, in my opinion, was expressed by hrenfx. I also wanted to elaborate on it.
What hrenfx expressed is in R. Pardo.
If you need to develop a topic, then open a new one, or find an old one that fits the context and don't flub in those that have nothing to do with predictions of the future.
It is my own business what is given to me or what is taken away. I don't have to answer to all the creepy people who like to count money in other people's pockets.
I see that you can safely assume that your result is random and in no way beyond a fit, as you have no prescription for separating or filtering the fit from the pattern.