Thoughts on the random - page 28

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tol64:

I haven't written a module against parameter fitting yet. I think I'll do it from 31 to 1 to somehow take my mind off the mass insanity. )))


(chuckles): Cool! Man. )

Perhaps this is the moment when an insight will come.

 
alexeymosc:


(chuckles): Cool! Man. )

Come on, it's a regular thing. )))

alexeymosc:

Maybe that's when the epiphany will come.

So it's already arrived, all that's left is to implement the scheme in code and finally test it. But for now on simple strategies, because that monster, the result of which I have shown above, still needs to be prepared. The code is a mess right now, and I want to make it so that I can easily modify it later, if necessary.
 
By the way I remembered - in 2000 no one remembers the spread and therefore the chart has its own structure (this is me making excuses for draining my system in 2000)
 
YOUNGA:
By the way I remembered - in 2000 no one remembers the spread and therefore the chart has its own structure (this is me making excuses for draining my system in 2000)

Old-timers say then the spread was times bigger. In addition, the spread widens at the discretion of the brokerage house. If you use the current small spread, be sure that on a larger spread all the more the EA would drain...
 
tol64:

Come on, it's a regular thing. )))

So, it's already here, the only thing left is to implement the scheme in the code and finally test it. But for now I will use simple strategies, since I still need to prepare that monster, the result of which I have shown above. The code is a mess right now, and I want to make it so that I can easily modify it later, if necessary.


I'll email you at the weekend when I've done a couple more statistical tests. Maybe together we can come up with something, at least a concept.
 
alexeymosc:

Old-timers say the spread was times bigger back then. Also, the spread widens at the discretion of the DC. If you are using the current small spread, be sure that a larger spread would drain the EA all the more...

Spread (costs, low liquidity) influences the market structure, or vice versa, for example look at EURCHF - the market is predictable and the spread is huge
 
YOUNGA:
For example look at the EURCHF - the market is predictable and the spread is huge
I don't know, my spread is fine.
 
EURCHF around 13 eurusd 8 (excluding ECN account fees) to refer most likely to average daily movement
 
YOUNGA:
EURCHF about 13 eurusd 8 (excluding ECN account commission) attribute most likely to average daily movement


These are normal spreads.

I can't tell if the spread affects market structure (it's a tricky question), but it certainly affects the payoff of the TS.)

If in 2003 the spread on the eu was, say, 3-4 pips and you are testing with 0.8, then the drain there would be more precipitous.

 
alexeymosc:

I'll email you at the weekend after I've done a couple more statistical tests. Maybe we can come up with something together, at least a concept.
Write to me on Five in person. I'm mostly there and only occasionally appear here. But for programmers I'll post the scheme eventually anyway. It's just that before posting it all needs to be weighed again. Maybe eliminate unnecessary things and perhaps add some new, untested ideas. Anyway, there's still a lot of work to do.
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