From theory to practice - page 404

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Dmitriy Skub:
It's obvious - you can't get a picture like that otherwise)) Even a Kalman filter doesn't get that far, and this is the best filtering possible.

I've scraped the whole cellar, but so far I'm not impressed.

Files:
kalman.zip  334 kb
 
Alexander_K2:

No, no, Max - he has a strategy. Only he, for reasons only he knows, does not want to reveal it. He is afraid of competition, as well as Alyoshenka-son.

If you analyze my posts in the prediction thread, this strategist

just to find it among all those described is a difficult task.

 
Renat Akhtyamov:

I've scraped the whole cellar, but so far I'm not impressed.

This won't help.

https://www.mql5.com/ru/forum/42287

"I take a strategy, e.g. crossing 2 MAs. I test it and it turns out to be negative.

How to improve? The MA is lagging, I shall use the EMA. I test it and get better results, but I get minus.
I need a filter with lower latency, I use IIR. It is already better, but not always.
What next? - Next is Kalman... I optimize on a month - profit, test on the next month - failure.
Conclusion - primitive strategy, I take MACD.
MACD is lagging, I make a mcd on BIX, then on kalman and...
Conclusion - primitive strategy, I take...
Already tried :) oscillators, arbitrage, grid, indices, PID, EMD, SVD, Wavelet, etc.

The regularity is that by honing the filter, the result is worse than if you apply the MA. "
 
Novaja:


Hooray!!!!!Novaja is back!

Gentlemen, all is not yet lost and we will surely find the Grail!

 
Alexander_K2:

Hooray!!!!!Novaja is back!

Gentlemen, all is not yet lost and we will definitely find the Grail!

Perhaps after the course at Privala).

 

Hi!


The usual way of a trader is practice-then learn conclusions and theory ))

 
Alexander_K2:

Hooray!!!!!Novaja is back!

Gentlemen, all is not lost yet and we will definitely find the Grail!

It won't get away from us!)))

 
Novaja:

He's not going anywhere from us))))

There's an allocation.

Kalman's out.

The only thing left to dock is...

 
Renat Akhtyamov:

if you analyse my posts in the predictions thread, the strategist is voiced

Just to find it among all those described is a difficult task.

Well, of course. It's almost unrealistic to find a strategy that Renat hasn't already described in his posts).

 
Yuriy Asaulenko:

Well, naturally. It's almost unrealistic to find a strategy that Renat hasn't already described in his posts.)

yes there is, there is

a year or two ago

I don't remember anymore

Brexit times.

not entirely of course, but the idea is definitely there, even a screenshot is dangling

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