From theory to practice - page 1465

[Renat Akhtyamov]

Yevhenii Levchenko:

What's the specifics of using Symbol() and _Symbol ? When is it better to use this or that Symbol ?

Will the following code work correctly to check if there are orders on the current instrument:

_Symbol() worked flawlessly on 5pc and Symbol() on 4pc

I don't remember what made me do it, but that's how I use it.

Haven't checked it lately, just following my own rules.

[Aleksey Nikolayev]

Олег avtomat:

Oh, come on...

No, take it)

[[Deleted]]

Aleksey Nikolayev:

No, you got it.)

Thanks, I got it. ;)

I'll take my time getting into it.

But if you have this book on your computer, wouldn't it be better to zip-archive it and pin it right here for everyone's benefit? Or better yet, in the closely related "Random Wandering" thread.
(already on the second page a reference to the results of chapter V, where the central idea is based on the application ofthe measure substitution method, which allows to reduce the study to the Markov case)

[[Deleted]]

Aleksey Nikolayev:

No, you got it.)

Yes, you can't make sense of it without a bottle ;)

Tell me, Alexey, do you use these results in practice in our field?

[khorosh]

Олег avtomat:

Yes, you can't make sense of it without a bottle (c) ;)

Tell me, Alexey, do you use these results in practice in our field?

With a bottle all the more so, as part of the brain shuts down). It would be more correct, "... without Perelman it is impossible to understand here")))

[[Deleted]]

khorosh:

With a bottle all the more so, as part of the brain shuts down). The correct answer would be, "... without Perelman you can't figure it out.")))

Don't take everything so literally ;)))

[Aleksey Nikolayev]

Олег avtomat:

Yes, you can't make sense of it without a bottle (c) ;)

Tell me, Alexey, do you use these results in practice in our field?

I agree that Shiryaev is not at all a master of popularizing science) Apparently, the influence of his teacher, Kolmogorov, whose lectures were complained about for their inability to be understood)

I see the following benefits for me:

1) In a broad sense - reading (viewing) such science and the literature to which it refers leads to interesting and unexpected thoughts.

2) In the narrow sense, this theory of "discontinuity" may be applied to the equity curve of the Expert Advisor to determine the moment when it should be stopped.

[[Deleted]]

Aleksey Nikolayev:

I agree that Shiryaev is not at all a master of popularising science) Probably influenced by his teacher, Kolmogorov, whose lectures were complained about for their inability to be understood.

I see the following benefits for me:

1) In a broad sense - reading (reviewing) such science and the literature to which it refers leads to interesting and unexpected thoughts.

2) In the narrow sense, this theory of divergence may be applied to the equity curve of the Expert Advisor to define the moment when it must be stopped.

Apparently, it is so ;)

1) I completely agree with you here, relying on my own experience.

2) This is where I have my doubts - it's one thing to say "can be applied" and quite another to apply it in practice. That's why I asked if you apply the theory in practice. But as far as I understand, it has not yet been put into practice.

[Aleksey Nikolayev]

Олег avtomat:

2) This is where I have my doubts - it's one thing to say "can be applied" and quite another to put it into practice. That's why I asked if you are applying the theory in practice. But as far as I understand, it hasn't come to practical use yet.

It seems to be quite simple. Equity of a good EA a) must show a clear upward trend and b) must not depend on increments (as in results of trades). Therefore, the Brownian motion model with a trend and possible trend reversal is quite applicable. But this Shiryaev's theory is not fully applicable in its exact form since, for example, we do not know in advance the indicators of the trend after the divergence (in the second paragraph of my posted chapter it is treated in a rather naive manner). Also, the assumption about the a priori distribution of the moment of trend reversal (probability may change depending on the time of day or news availability) may not be quite satisfactory. Therefore a refinement is needed, the exact kind of refinement depends on the strategy.

Thus, my answer is somewhat reminiscent of the vague reasoning of some local comrades)

[multiplicator]

testing the TS in mt4:



cattle! CRAWLEY!

testing in mt5 (on real spreads):



bummer!