Don't tell me then that TA doesn't work - page 18

 
Avals:
You're a strange man - how can a sum be a channel? A sum is a number. A channel is 2 straight lines drawn in some coordinate system. What are your axes delayed to get a horizontal channel and what is it for?
How does the holiday affect you so much that you write nonsense about the sum? The sum of vectors is familiar. The results of OOS are the vector of profit on OOS. The sum of all OOS is the sum of all corresponding vectors. In this case the sum of OOS will be zero. Can you add up your curves?
 
artikul:
Enchanters of elements ))))

Lords of heaven, spirit and earth...

;)

And the restless HRENfx - a worthy follower of the unfading Reshetov.

Greetings to both of you!

Happy Holidays!

 
hrenfx:
Man, does the holiday affect you so much that you write such nonsense about the sum? The sum of vectors is familiar. The results of the OOS are the vector of profit on the OOS. The sum of all OOS is the sum of all corresponding vectors. In this case the sum of OOS will be zero. Can you add up your curves?

Exactly zero, with a number of summands-> infinity (in the limit). At a finite number of summands the mean will be zero, while the variance (dispersion relative to the mean, if anything ;) ) will increase with time. What does this have to do with the horizontal channel? And why all these manipulations? :)
 
Avals:
What's the point of all this manipulation anyway? :)
Read.
 
hrenfx:
Read.

Read the answer to your post again - learn the math ;) The sum, difference and any other linear combination of several SBs will also be SB and it will not be in any horizontal channel.
 

This argument is nonsense, everyone will stick to their opinions.

I have suggested a way of not lousy checking the "sand" methodology. Unfortunately, such verification requires serious computational resources, as at least a few hundred sand manipulations must be carried out. I will not undertake this task.

 
Avals:

Read the answer to your post again - learn the math ;) The sum, difference and any other linear combination of several SBs will also be SB and it will not be in any horizontal channel.

OK. Suppose you are convinced.

What statistical differences would be convincing to you?

// I'm talking about the subj.

// Sceptics are needed. Respect, etc. But more constructive, please.

 
MetaDriver:

OK. Let's assume I'm convinced.

What statistical differences would be convincing to you?

// I'm talking about the subject of the sub.

// Skeptics are needed. Respect, etc. But more constructive, please.


all the same criteria as for system selection. Total PF, FS. Even if the FF on a significant number of trades (the more the better) is 1.2 and higher, it is highly probable that the method works in practice and we can continue to see how best to apply it. Of course, it is necessary to take both successful and unsuccessful passes of OOS into the joint pot. In principle, even for one currency on the watch you can get up to a thousand deals, if the processing in 9 months turns out under a hundred.
 

"Sand" is one of the transformations of an RT to another RT (another target optimization function). It is unreal to check for robustness of the transformation itself.

But it is possible to check any TS by method of optimizing sliding window and summation of corresponding BP-profits on OOS. Perhaps this is the most serious check for the fit. If the TS passes it, then it can be stated with a very high probability that the TS is not a fit.

 
Avals:
Of course, it is necessary to take both successful and unsuccessful OOS passes into the common pot. In principle, even on one currency on the watch you can get up to a thousand deals, if the processing for 9 months, it turns out under a hundred.
We need to look at the total BP of OOS profit. The number of deals in OOS is not important. What matters is the number of OOS.
Reason: