The market is a controlled dynamic system. - page 134
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you are building a model that has nothing to do with the market. Where is he in your model?
I can see that you've lost the thread... it happens...
Yusuf, maybe I'm wrong, but it's not promising to dig in this direction because the market is in equilibrium for longer, at times it deviates from its equilibrium to find it at a new level. The indicator clearly shows this equilibrium on the time axis.
Your TS is also in equilibrium with the market. And you have to earn something.
Here is a clear example for understanding.
I think the model has merit. The fact that it moves into the field of systems with distributed parameters, thereby introducing additional (substantial) complexity of description, as a result it may be an advantage, rather than a disadvantage. But the model needs to be refined. And, for example, the simple introduction of feedback into the model will negate the listed disadvantages. And the introduction of a second loop will allow noise to be isolated and the signal to be extracted.
And if you manage to get a signal, the prospects for its future use will also open up.
That's exactly what I'm saying - "the drawbacks and flaws of applying the model".
The introduction of feedbacks would improve some things, but it's not yet obvious that it would have super advantages.
Let's see.
Yusuf, maybe I'm wrong, but it's not promising to dig in this direction because the market is in equilibrium for longer, at times it deviates from its equilibrium to find it at a new level. The indicator clearly shows this equilibrium on the time axis.
Your TS is also in equilibrium with the market. And you have to earn something.
Here's a simple example for understanding.
You've taken one period of one symbol, on which two flat areas are clearly seen.
For any crazy idea, you can find a sector on one or more instruments, on which this crazy idea will look like a grail.
Although (and before Oleg did this great work) the disadvantages have been pointed out to you by a great many people on the forum.
1st:using a sliding window;
2nd:fixed size windows;
3-rd: we haven't considered (we haven't subtracted) the influence of noise;
4th:no signal model itself, which should be used as a starting point to calculate a possible trajectory before the completion of the phase transition of the kotir.
Your model needs to be fed with specially prepared data and statistics collected for further use.
Except that whether it makes sense to attach an excavator bucket to a car is not yet clear.
If you accept the hypothesis that market patterns are changing/transforming all the time, you can't get away from adopting a sliding window. I don't see this as a disadvantage. Eternal patterns in the market???
Floating window to do - how to pick the optimum size at each step?
what does the market have to do with it?)) Should it work on the weather chart too? Are you inventing a universal predictor? How about guessing by hand?))
Forced to show the model working for 20 years on euro/dollar without stops and takes, or rather SL=TP = 1000 pips on TF D1 with a constant lot of 0.1:
There are 6207 bars in the history.
11412 ticks simulated
Modeling quality n/a
Chart mismatch errors 0
Initial deposit 3000.00
Net profit 50167.45
Total profit 216010.56
Total loss -165843.11
Profitability 1.30
Expected payoff 9.64
Absolute drawdown 72.99
Maximum drawdown 2887.92 (14.49%)
Relative drawdown 24.10% (1208.61)
Total trades 525
Short positions (% win) 2608 (59.43%)
Long positions (% win) 2597 (61.19%)
Profitable trades (% of all) 3139 (60.31%)
Loss trades (% of all) 2066 (39.69%)
Largest
profitable trade 420.86
Deal Deal -1000.70 is unprofitable
Average
68.82 profitable deal
80.27 losing trade
Maximum number
32 (3675.36) continuous wins (profit)
Continuous Losses (Loss) 12 (-1166.31)
Maximum
Continuous Profit (number of wins) 3675.36 (32)
Continuous loss (number of losses) -2196.54 (7)
Average
continuous winnings 3
continuous loss 2
How can the achieved statistical advantage be explained if the model does not work in the market without any optimized parameters, except for the hindsight equal to 3 bars? And if the model is refined to take into account the views of the participants? Do you think the model has a future?
I am forced to show the model running for 20 years on euro/dollar without stops and takes, or rather SL=TP = 1000 pips on TF D1 with constant lot 0.1:
How can we explain the statistical advantage achieved, if not by running the model in the market without any optimisable parameters other than the hindsight of 3 bars? And if the model is refined to take into account the views of the participants?
The model did not work in the market. You have shown the result of testing on a demo.
You are working with this model for several years - do you have any results when trading on the real account? At least by the micro lot?
If one accepts the hypothesis that market patterns are changing/transforming all the time, there is no escaping the adoption of a sliding window. I don't see this as a disadvantage. Eternal patterns in the market???
Floating window to do - how to pick the optimum size at each step?
The model did not work in the market. You have shown the result of testing it on the demo.
You have been working with this model for several years - do you have any results in real trading? At least a microlot?
Since we do not have the fact of real trading, I have only showed the tester results. There are 4 modes of real trading now:
1. Cent-1;
2. Centsent-2;
3. PAMM-Centre;
4. PAMM - dollar.
Due to the lack of actual trading, for the time being I have given a tester. There are now 4 real trading modes running:
1. Cents-1;
2. Centsent-2;
3. PAMM-Centre;
4. PAMM - dollar.
Where are the PAMM coordinates?