The market is a controlled dynamic system. - page 502

 
Yousufkhodja Sultonov:

I agree. But, I am interested in the outcome of this experiment. I'm willing to do a similar thing with any row - whether it's for one or more instruments.

No one is in a position to fight a PPP - that I can say with confidence.

One pair can easily be tested in the tester with an expert.
 
Renat Akhtyamov:
One pair can easily be tested in a tester with an expert.

I agree, that's why I'm doing a pan or propane experiment.

 
Yousufkhodja Sultonov:

I agree, that's why I'm doing a pan or propane experiment.

It looks good on the spreadsheet.

but having a few pairs spoils everything,

It won't work on a few pairs, take my word for it.

several pairs - this is margin, the cost of tick, the contract volume, different prices, the mutual influence of your new volumes at different pairs (the tester cannot simulate this) and so on and so forth

it's not as simple as it may seem at first sight

 
Доктор:

Taki no, not infinitely large. The numerator subtracts the risk-free rate. Technically we get 0/0. You've got to be a lapidary, though.

You're right. For some reason I thought MT counts without this subtraction, but the manual says that the risk free rate is taken into account. It would be interesting to look at the specific sharpe formula used in MT.

If you introduce a parameter for the probability of bankruptcy of a savings bank P, then the sharpe will be -sqrt(P/(1-P)) and its value (the feature in zero disappears) at P=0 will be 0 )

Отчет о тестировании - Алгоритмический трейдинг, торговые роботы - Справка по MetaTrader 5
Отчет о тестировании - Алгоритмический трейдинг, торговые роботы - Справка по MetaTrader 5
  • www.metatrader5.com
Посмотреть подробный отчет о тестировании можно на вкладке "Бэктест". В отчете тестирования доступны следующие показатели: Качество...
 
Renat Akhtyamov:

It looks good on the excel.

but having multiple pairs spoils everything,

it won't work on several pairs, take my word for it

several pairs - it's a margin, the cost of tick, the volume of the contract, different prices, mutual influence, etc., etc.

it's not as easy as it looks.

Your indyuk, if smoothed out, seems to be pretty good too.


 
khorosh:

Your turkey, if smoothed out, seems pretty good too.

I used to make money on it and, as it turned out after a few years, I wasn't the only one.

as i remember i was buying on one line and selling on the other.

the second option seems to be the difference.

can't remember for sure.

 
Renat Akhtyamov:

I was making money on it and as it turned out a few years later I wasn't the only one

as i remember i was driving on one line to buy, the other to sell

the second option is kind of like the difference.

I don't remember exactly.

If you have a smoother one you can see the trend (which line is higher or lower) and determine the signal by the candlestick.

 
khorosh:

In the smoothed one you can see the trend (which line is higher or lower) and determine the signal by the candlestick.

ack was complaining that they don't put it out

Let him use it.

because I usually only post this after I've come up with a much cooler one

and again with a note:

for trading on one pair!!!

If a second pair or more comes up, it's a fiasco.

 
Aleksey Nikolayev:

You are right. For some reason I thought MT counted without this subtraction, but the manual says that the risk free rate is taken into account. It would be interesting to look at the specific sharpe formula used in MT.

If you introduce a parameter for the probability of bankruptcy of a savings bank P, then the sharpe will be -sqrt(P/(1-P)) and its value (the feature in zero disappears) at P=0 will be 0 )

I wonder then where in MT options can this very risk free rate be set? maybe I don't know something...

 
Yousufkhodja Sultonov:

To end the SB, cite any price range and I will show that, there is no SB, but a clear pattern.

And here you go:

https://ourworldindata.org/grapher/crude-oil-prices

Crude oil prices
Crude oil prices
  • ourworldindata.org
Global crude oil prices, measured in US dollars per barrel.
Reason: