New trends in technical analysis. - page 16

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khorosh:
If I check a TS and find that the results outside the optimization interval are losing, then I immediately reject it and go to check the next one. And I never post the results of such a TS on the forum. I have probably already rejected several hundreds of such TS. All my programming consists only of coding entry and exit conditions using Igor Kim's functions, from time to time I have to create my own.

After reading your post, my first impulse is to apologise to the undeservedly offended person.

And then I see:

1) You deleted the first report from the previous page. Why???

2) I simply asked you to change the start date from 2008.08.08 to 2006.08.08, in order to answer the question: what is happening on the SL?

Instead you change the SL from 1000 to 5000 and disable short trades. And you post a report.

Why? Who needs it? What interesting conclusions can be drawn from it?

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

I really do not understand who are you trying to fool?

Maybe yourself?

And we are stubbornly preventing you from doing so...

If that's the case, then excuse me.

 
serler2:
The frequency of price fluctuations.

up and down or up and down around something?
 
khorosh:
And what did you see there Thomas the Unbeliever. Did you see something green? It's related to the opening price work... It's not in tick mode.

khorosh, are you prepared to claim exactly that - when testing a system with at most one open trade at any given time?

I have a hypothesis: either it is an obvious tester glitch, detected only by you, or a DNA glitch.

In the first case you would do well to write to tech support about it, and in the second... contact the DNA.

 
ZZZEROXXX: up and down or up and down around something?

You won't get anything here. I've already tried to find that out, it's a trade secret (and "frequency" is, imho, a tribute to the author of the idea, i.e. DC2008):

Mathemat:
So the frequency is just the difference of Close on neighbouring bars?
[serler2:] It is the amplitude of price fluctuations, broken down on a scale from 1 to 512. It takes the Ask price (the calculation takes 7 lines of code) more complicated than Close[i] - Close[i+1]
 
serler2:

Frequency is a kind of price fluctuation in the market. The price swing can be up or down. (hence filter 1, filter 2) Every tick the frequency can change.

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

Still different vercode for calculating frequencies. I wrote above, in one case we look frequency fluctuation upwards, in the other case we look frequency fluctuation downwards. In the third we look at both.

It is not clear how the oscillation can be upwards? After all, the very notion of "oscillation" includes cyclical movement both up and down.

Or by "upward price swing" do you simply mean an upward trending movement?

 
lasso:

After reading your post, my first impulse is to apologise to the undeservedly offended person.

And then I see:

1) You deleted the first report from the previous page. Why???

2) I simply asked you to change the start date from 2008.08.08 to 2006.08.08, in order to answer the question: what is happening on the SL?

Instead you change the SL from 1000 to 5000 and disable short trades. And you post a report.

Why? Who needs it? What interesting conclusions can be drawn from it?

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

I really do not understand who are you trying to fool?

Maybe yourself?

And we are stubbornly preventing you from doing so...

If that's the case, then excuse me.

So you didn't look carefully at the first report. As they say, you look in a book and you see a figure. And in the first report the stop value was 5000 and short positions were disabled. Naturally, you will not be able to draw any conclusions if you cannot even correctly determine the stop loss value from the report. And even more so, you cannot see that only buy trades are present.
 
khorosh:
So you didn't look carefully at the first report. As they say, you look in the book, but you see a figure. And in the first report the stop value was 5000 and short positions were disabled. Naturally, you will not be able to draw any conclusions if you cannot even correctly determine the stop loss value from the report. And even more so, you cannot see that only buy trades are present.

Copy that. I'll take a closer look at it at home tonight.

Why did you delete the first report then?

That way I would have compared on the spot and the mishap wouldn't have happened...

 
lasso:

Copy that. I'll take a closer look at it at home tonight.

Why did you delete the first report then?

That way I could have compared it on the spot and the mishap wouldn't have happened...

And why leave the first one if its results are completely included in the second one. We need to relieve the memory of the MQL server.)))
 
Mathemat:

khorosh, are you prepared to claim exactly that - when testing a system with at most one open trade at any given time?

I have a hypothesis: either it is an obvious tester glitch, detected only by you, or a DNA glitch.

In the former case you would do well to write to tech support about it, and in the latter... contact DNA.

I don't consider it a glitch. Should the balance always be equal to the equity on one open trade? It seems to me they will only be equal when the trade closes or am I defective in my DNA?

 
khorosh:

I don't consider it a glitch. Should the balance always be equal to the equity on one open trade? It seems to me they will be equal only when the trade closes or am I having a DNA defect?

The tester report chart is built on discrete points and the number of these points equals the number of trades.

Thus, if there is no overlap of trades, then the equity curve is identical to the balance.

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