What's not the Grail? - page 3
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Go ahead and reduce it and report back. It won't change the recovery factor though, it'll be around 2.
Honestly I will...honestly I will...:-)))
How can there be 10 if there is no more than 2 in the first year? As the testing period increases, the FS usually decreases.
zoritch: a year's run takes 12 hours...it's easier for me to die...:-))
That's a bit much you're counting. Run it on M1 at opening prices, not ticks. Quite an adequate estimate (thanks to paukas for the idea). And the test will go much faster as there is no need to generate ticks.
How can there be 10 if there is no more than 2 in the first year? As the testing period increases, the FS usually decreases.
That's something you're counting too much. Run it on M1 at opening prices, not ticks. Quite an adequate estimate (thanks to paukas for the idea). And the test will go much faster, as there is no need to generate ticks.
Run...
it got even worse... what to do...? :-))
How can there be 10 if there is no more than 2 in the first year? As the testing period increases, the FS usually decreases.
I bet, purely mathematically...
The longer the period, the more stable the PF, don't you agree?
How can there be 10 if there is no more than 2 in the first year? As the testing period increases, the FS usually decreases.
При увеличении периода тестирования ФВ обычно уменьшается.
And here I can argue and prove it!
I wasn't referring to the total FV, of course, but to the FV for a given period.
To clarify: Run for one year, FS = 3. Now run for three years. It seems that FS would be about 3*3*3. No, it's not, it's usually less. Well, let's say 10. So the annual average is the cube root of 10, i.e. about 2.15.
Of course, it may be vice versa, but for purely psychological reasons it happens this way: at the beginning a man puts up a test for a good year, with a good FS. And when he is asked to run it for a longer test period, it turns out that the system is not working so well.
The longer the period, the more stable the PF, don't you agree?
PF has nothing to do with it. And it usually decreases as the testing period increases (this is where the integral one comes in).
i'm honest...i'll put it out there...:-))
Zhenya ... I also have a grail... and more detailed than yours ... from 4.26.2011 - 5.05.2011 from 3000$ raised the deposit to 55 426.67 ... Well, how?
But I'm not a sucker... I took a simpler approach... I screwed on the PiTHIA 8... and I was looking specifically for delays after trading signals...
(Again, I apologize for my sloppy explanation... I'm new here...)
Without going too deep into the algorithm of the trading system - How can I apply the Monte Carlo method to trading?
I'm not a sucker for trading, but I'm not a sucker for trading.
And the use of PiTHIA 8 is the best for me
Without going too deep into the algorithm of the trading system - How can I apply the Monte Carlo method to trading?
Deep drawdowns can in principle be cured by diversification - but the algorithm for finding an entry with a good mathematical expectation is the problem
And application of PiTHIA 8 is for me the highest skill
Monte Carlo method by its name is doomed to be associated with gambling (stock market, casino... it doesn't matter)...:-))
the point is to identify certain non-random regularities in a huge number of seemingly random processes....
and pythia is the most suitable implementation for this method...it's not for nothing that whole universities
develop it...:-))). The processes being analyzed are proton collisions or price spikes... it is not important...:-))
(whether an unformed bar or a Schroedinger cat... are all the same superposition states...:-))))