Thoughts on the random - page 29
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Good afternoon!
I am continuing this thread with the following screenshot:
On the x-axis - time of day with 5 minute increments (based on quotes from MQ5 Demo server).
The y-axis is the value of mathematical expectation of trade according to the algorithm, which I will not reveal yet. Modeling with a spread of 3 points. It can be seen that in some time slices the MO reaches 3 points.
It seems to me there is a correlation between the strategy's results and the time of day. What do you think?
It seems to me that there is a correlation between the outcome of the strategy and the time of day. What do you think?
I think there is. Remember the old nighttime pipsers. I think there is a relationship between the outcome of the strategy and the time of day.
Good afternoon!
It seems to me that there is a correlation between the outcome of the strategy and the time of day. What do you think?
I understand that different lines are different testing periods. Then yes, the correlation is quite visible visually.
I take it that the different lines are different test periods. Then yes, the correlation is quite apparent visually.
Not quite so. Different lines are the result of one strategy's performance when changing one of its parameters, the testing period is the same: 10 years on M5, tested on OCLH prices.
Not really. The different lines are the result of one strategy's performance when changing one of its parameters, the testing period is the same: 10 years on M5, testing on OCLH prices.
Then it is worth to divide the testing period into several intervals (at least into 2-3) and see if the dependence on the time of day remains. If yes, then we can talk about a pattern.
Then it is worth splitting the test period into several intervals (at least 2-3) and seeing if the dependence on the time of day persists. If so, you can talk about a pattern.
OK, thanks.
OK, thank you.
It would be interesting to see the results. I assume the pattern will not show up in some parts of history. Personally, I'm just curious as to which sections (by year). Also, you didn't mention which character is being tested on.
EURUSD. Yes, I will make separate charts for 10 years. I am interested myself.
By year:
In general, scatter and vacillation (
But it is possible to highlight times where the statistics are more coherent, e.g. 3 hours flat, but there are losing years there too.
On the whole, there is confusion and vacillation (
it would have to be measured, at least the QC would have to be counted