The market is a controlled dynamic system. - page 70
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Hello Skywalker!
Yes, the breakeven requirement is very strict.
I personally think the breakeven requirement (as well as the no drawdown requirement) is too rigid and drawn out.
This limitation (or requirement) is intuitive and essentially restricts any trading system - if it does not make them obviously incompatible.
In my opinion, it is more appropriate to evaluate the algorithm's performance based on the effective interest rate, including for funds diverted during drawdowns.
I personally think the breakeven requirement (as well as the no drawdown requirement) is too rigid and far-fetched.
I personally think the breakeven requirement (as well as the no drawdown requirement) is too rigid and far-fetched.
This limitation (or requirement) is intuitive and essentially limits any trading system - if not knowingly making it incompatible.
In my opinion, it is more appropriate to evaluate the algorithm's performance based on the effective interest rate, including for funds diverted during drawdowns.
Yes say so already. The breakeven requirement is nonsense.
I don't deny it -- maybe it's a stretch... maybe it's nonsense... I understand and realise, but still, I don't want to give up on such an idea ;) ... ...it could be seen as a kind of nonsense... so be it...
But I also know that many initially "nonsense" ideas have turned out to be right in the end. There are many examples to give here.
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A scientific hypothesis always goes beyond the facts that served as the basis for its construction.(Vladimir Ivanovich Vernadsky)
Automat Can you show the transmission function implemented in the tractors (current version), or at least the early tractors
You can't do that easily, because it's not a single PF, but a system of interacting PFs.
Bullshit, I'm sorry. Nobody owes anybody anything. I don't think it has anything to do with the author's original idea.
The assumptions must be logical and not taken from the ceiling and based on the principle "let's do the opposite".
Bullshit, I'm sorry. Nobody owes anybody anything. I don't think it has anything to do with the author's original idea.
The assumptions should be logical, and not taken from the ceiling and on the principle of "let's do the opposite".
Of course no one owes anyone anything. If you can build a closed trading system with non-growing entropy, I don't mind. Go ahead and build it.
Practice shows that such systems (closed) do not live long on the market. (And in Nature, the survival rate of closed systems is none. (Usually in such cases, they say, the system has merged because the market has changed, well, a common very common excuse, when in depth in the reasons you can not understand or do not want to).
I have not written this on the principle of "Baba Yaga is against it or let's do the opposite. This requirement for system openness is general and far from the market in general, the trading system is a special case, but it applies to these systems as well. It does not guarantee eternal life of the system, but it increases the chances very much. There are other requirements as well.
I do not insist, nor do I claim to be right. But philosophy in system-building, in the first place, with me, otherwise you can spend your whole life shuffling these indicators/systems. You need to formulate some general things first, but if someone has a different method, be my guest. I myself like to learn new approaches to the market, I started to study TAU, although it is very far from what I did before and even contradicts some aspects.
Hmmm... Entropy has nothing to do with it... The system is not closed at all. On the contrary, the system is open through multiple channels, as it is a multi-channel hierarchical system. It is this circumstance that allows you to set the goal of break-even. (and not any closedness).
ps
what makes you think that the system is closed?
It is this circumstance that allows the goal of break-even to be set. (and not some kind of closure).
It does not. No matter how you look at it, you can't get away from probabilities in forecasting.
I.e. demanding break-even is about the same as demanding a guarantee that the final number of coin toss outcomes will have no tails. This is, in principle, unfeasible.
Well, I don't know how you determine the entropy of a trading system.
And how do you determine the openness of the system? By the presence of losing trades? So, if there are no losing trades - it means that the system is closed? This is a very strange logic.
I don't insist, and I don't claim to be right. But philosophy in system-building comes first, for me, otherwise you could spend your whole life shuffling these indicators/systems.
I agree with you on this.