Econometrics: let's discuss the CU balance sheet. - page 27
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1. I take it that this post is referring to me.
At least analyse the balance line, you will never know what will happen in the future. You can write an Expert Advisor that will show excellent results as a result of optimization, while in real life it will only fail. Using your method of analysis, you can come to the conclusion that the Expert Advisor is amazingly good.
2. Hello, what is the point of testing?
Balance line analysis is only needed to decide whether to invest in this system (or trader), to understand and realise how you will feel about it, but not to assess the future. This analysis is done with the assumption that the same trading style will continue in the future. You can calculate some deviations that will give you an idea about the maximal possible surprises (drawdowns, etc.).
3. The end of the paragraph negates the beginning, don't you think?
The Expert Advisor should not just have a balance line after optimization, but a balance line from trading on the forward periods. What you are doing now is an indicator of how well the Expert Advisor has optimized.
4. My TS is not optimised at all.
Maybe you do know econometrics etc really well, but the fact is you are applying it in the wrong place.
5. Your profile is not for you to judge.
.
6. Let's move on to the construct, having first discarded the mentoring tone.
7. Help take the balances from the championship. I think we'll get a very clean experiment.
1. Absolutely right, it's nice to deal with a man who knows how to draw the right conclusions.
You can test various things with different purposes and make different conclusions, at least of two types: adequate to the type and purpose of testing and non-adjective.
I do not know if the balance line from the real trader's trade or from the check period during testing of an Expert Advisor is meant. 4.
4. So we can assume it is a forward period, as it were. But you have developed it, I cannot believe that without having looked at the chart once or without any experience with the current market situation. So its better to think of it as a post-optimization chart rather than a check on the forward period.
5. What do you not like about my profile? You just believe it.
6. You don't think my post is constructive enough? I have a different opinion - it's very constructive.
7. Why suffer bullshit if you can't draw any correct conclusions by that method?
.
So what's the problem then? You open the account in the terminal, save the history to an .xlsx file, open it in excel, and do whatever you want.
For example, you can delete unnecessary lines and then save it as a .csv
Example in the trailer (surgeon's transaction history)
--
Your helplessness outside your sandbox is sometimes astounding. Are you going to hatch?
But there are few deals.
But there aren't many deals.
Well, that's what I'm saying, a lot of TCs from the championship are NOT interesting to study. Including the champion's state.
Search the championship site for TCs with a lot of deals. There are some out there. You can look at some statistics on them as well.
fa1947, I will add on point 5. Maybe you there and some big shot somewhere, all in positions and scientific ranks, but here, sorry, you are really ridiculous.
All that I wanted to say, said, those who have eyes and ears - and will see and hear, for this reason, take leave in this thread, so as not to disturb the personal peace dubious personalities.
Here's the result on the Surgeon General. The balance graph:
Matches. Carried correctly.
A total of 34 observations is extremely low. The further analysis is just for reference. No conclusions can be drawn from it.
Smoothing out the straight line.
Statistic
At the bottom the Jarque Bera criterion says the residual is normal
Stationarity test:
The null hypothesis: The residue is not stationary (has a unit root)
Exogenous: None
Lag Length: 0 (Automatic - based on SIC, maxlag=8)
..................................................t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.782107 0.0713
We can assume that the residue is stationary. The probability that it is not stationary is 7%.
If you get the same result on 300 trades instead of 34, the TS inspires great confidence.
Well, that's what I'm saying, a lot of TCs from the championship are NOT interesting to study. Including the champion's state.
Search the championship website for TCs with a lot of trades. There are some out there. You can look at some stats on them as well.
Do me a favour and get a dozen of these files, but with more trades. We will collectively get some interesting results to think about.
If you get the same result on 300 trades rather than 34, the TS inspires great confidence .
well ))))...
Do me a favor and take a dozen of such files, but with more trades. Get some interesting results together for reflection.
Oh, be my guest. You can do it yourself.
To do this, you need to open the appropriate account in MT5(the account number is the login, it is on the Championship website in the second column, before the nickname; everyone has the same password - MetaTrader).
Then, in the "History" tab of the local menu, you select <All history> and then <Report/Open XML>. Save it in the selected folder with the suggested name.
That's it.
What to change the account (for example, to take the report of the next participant) even to enter the password is not necessary - leave that which was - they all are the same.
It took me all of 6-7 minutes.
Catch.
For God's sake. You can do it yourself.
To do this, you need to open the appropriate account in MT5 (the account number is the login, it is on the Championship website in the second column, before the nickname; everyone has the same password - MetaTrader).
Then, in the "History" tab of the local menu, you select <All history> and then <Report/Open XML>. Save it in the selected folder with the suggested name.
That's it.
What to change the account (for example, to take the next participant`s report) even the password you do not have to enter - leave that was - they are all the same.
I had on all it took 6-7 minutes.
Catch.
Wonderful, thank you!
Dig in the direction of dispersion!
By the way, read your posts in another thread on this forum - clever! There's this example there too.... Have you forgotten?
No, the question about the stationarity of the SB was asked for a reason and I know the answer. To make sure we are talking about the same thing. Is the SB built on the right coin a stationary process or not?