From theory to practice - page 180

 
Yuriy Asaulenko:

To put it bluntly, it's a bad deal, even though it's profitable in the end. You've overshot the profit margin.

A normal system would have closed such a trade at a stop loss. A normal system would never open such a deal - there is nothing on the chart that will change the direction of the price, and it, the price went further down. I.e., there are no entry criteria other than price moving out of a certain range.

I agree, Yuri. It will be necessary to analyze it in details. I have the asymmetry coefficient as an additional parameter and I am not satisfied with it. Not what I would like it to be.

 

Price and Quotes Intensity Graphs for GBPJPY:


 

Gentlemen!

Closer and closer is the day and hour when I will begin handing out the Grail model to all those trembling with impatience. A philosophical question remains - is it for everyone?

I spend my free time rereading the selected topics of this forum, and tears come out of my senile eyes - God, how many clever and crazy people have been beating about the problem! Philosophers, poets, mathematicians and physicists... No one can count them all... Where are you now?

Don't get upset - it's a problem from quantum physics, when one has to operate with both price and its wave function, and reduce a non-Markovian process approximately to a pseudo-Markovian one with near-memory. It's not that simple, so it's not your fault for your own obtuseness.

So, the distribution of the model will be done like this - you make a request to me in the personal, I look at your posts all over the archive of this forum. If you really struggled hard over the solution, put the soul, what is called - I will send you free of charge and will accompany the installation and run for free.

PS This post does NOT apply to people who took part in the discussions in this thread. I will send you all myself and, on the contrary, I will personally ask you to accept this gift, as you have helped me a lot with your comments.

Sincerely,

Alexander_K.

 
Have you at least tested your bike in a couple of years? As long as you don't get a torrent of indignation from the sufferers later)))
 
bas:
Have you at least tested your bike in a couple of years? As if you don't get a torrent of indignation from those who suffer ))))

What's that for - a couple of years? I've been testing for 6 years on 3 months of history. 3 months - debugging + 3 months - test - everything. The systems are stable for about a year. As O.Bender used to say - I don't need an eternal primus needle.

 

That's my point exactly. Considering that there are no Grails, such a high-profile claim of finding one could be an equally high-profile failure when one realises that the theory is not viable.

In general, all calculations, however complex, ultimately lead to one of two results - BUY or SELL. In the same way, all fundamental research on the market leads to a balance line in the end. No matter what theories we looked up or what theories we developed, the result of ALL of these studies was the balance line curve. And the most reliable confirmation of any theory on the market is the presence of the REAL balance line above zero on the REAL trading account. Therefore, Alexander, your statements about finding the alleged grail sound ridiculous at least. For me, as an experienced person it even stings. Therefore, less pathos and more facts. If you start to trade not in a single transaction, but in a series of series, do not be surprised that the reality will be different from the theory and the equity balance will not be exactly the one you expected.

I used to think that there were a lot of grabbers like you on this web-site, especially at the beginning of my career, including myself.

I cannot say anything about your work, may be there is a reason, but not a grail...... Because there is no grail, just like there is no perpetual motion machine. IMHO

 
Yuriy Asaulenko:

What's that for - a couple of years? I've been testing for 6 years on 3 months of history. 3 months - debugging + 3 months - test - everything. The systems are stable for about a year. As O.Bender said - I don't need an eternal primus needle.

A TS with regular overoptimisation may well be tested on three months of history, but three months is used to check the validity of specific parameters, and the system itself with different parameters must give stable results and over a long period, so a few years is a reasonable requirement.

 
Nikolay Demko:

A TS with regular overoptimisation may well be tested on a three-month history, but a three-month history tests the validity of specific parameters, and the system itself with different parameters must give consistent results over a long period, so a few years is a reasonable requirement.

You can also say that on minutes. Your terms are too long. I'm not sure there is such a TS that can operate for one year without serious reoptimization. Term of operation of the TS within three months is acceptable, but only on a large TF from a day or more... IMHO

 

Here are the results for two weeks:

Not all trades are shown, of course.

On a demo account, but using quotes from a real NDD account.

In 2 weeks +100% to deposit.

This week I will test it on a Poisson flow of quotes. If everything is OK, I will start it on real account. If it's the same there - what else do I need?

And yes! I do not want to offend anyone with my posts! It's just a way of communicating. I sincerely feel for the people who like lions have fought with Forex, but fell in an uneven battle. I want to help them.

 
Mihail Marchukajtes:

You say that in minutes. The time frame you're referring to is too long. I'm not sure that there are such TS that can work for a year without serious over-optimisation. Term of operation of TS within three months is acceptable, but only on large TF from a day or more... IMHO

Perhaps, I am too categorical, butAlexander_K2 creates a model that explains the entire Forex market, if not all trading.

So to speak, it is a universal trading equation.

This model has higher requirements.

Reason: