From theory to practice - page 766

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Yuriy Asaulenko:

Uh-huh, once again. How many have there been already?

I don't believe it! (K.S. Stanislavsky)

I don't believe it myself yet... Let it be tested till New Year. Those who need it know where to look.

 
Alexander_K2:

I don't believe it myself yet... Let it be tested until the New Year. Those who need it know where to look.

You are right not to believe. But you will learn what is the difference between the demo and the real.
 
Alexander_K2:

This is what is done when calculating non-entropy - it compares the current distribution with the normal distribution. The trouble is that it is incredibly difficult to do this...

But I almost gave up, and you, Eugene?

I am using my last chance - I've completely converted my TS to ticks. Let the time intervals between events be what they really are, and not artificially invented M1 or exponential, like mine.

Last chance... If it doesn't work out before the New Year, I'll spit, unequivocally.

This is huge progress and a step forward. You got rid of the exponential readout, that's very good.

 
Alexander_K2:

No, well, I really don't have the time or the inclination, Dimitri. I've already put in an awful lot of effort...

A year is not much. I gave six years, for example.
 
Let me state some thoughts: a system built solely from the analysis of past data is impossible to predict, even a minimal look into the future brings unlimited prospects for profit, the paradox is that in one case it is impossible, in another case it is attainable, the opposite is also true.
 
sibirqk:  it is unlikely that such a golden key exists in nature. After all, if it did, the big money Karabas-Barabasas would have used it long ago.
The presence of big money is not always a sign of great intelligence) my experience tells me that the capabilities of the private trader are not worse than those of investment funds. As far as brains go.
 
Novaja:
Let me voice some thoughts: a system built solely from analysis of past data is impossible to predict, even minimal looking into the future brings unlimited prospects for profit, the paradox is that in one case impossible, in another achievable, the opposite is also true.

Yeah, well...

You've seen enough, the whole thread is raving about it.

Not this one naturally.

Demo and tester trading is a hooray, real trading is a bunch of plummers.
 
Novaja:

This is huge progress and a step forward. You got rid of the exponential reading, which is very good.

Actually, it's too early for me to rejoice, although the TS on ticks started to show incomparably better results.

And what to do with the fact that each broker has its own unique tick-flow! I.e. both volumes and time intervals - everything is absolutely different?

I did not just "sit" on an exponential time scale - it was universal for all.

Now, if I give my TS to someone - it won't operate due to differences in tick flows. Right?

 
Alexander_K2:

In fact - it's too early for me to be happy, although the TS on ticks has started to show incomparably better results.

And what to do with the fact that each broker has its own unique tick flow! I.e. both volumes and time intervals - everything is absolutely different?

I did not just "sit" in an exponential time scale - it was universal for all.

Now, if I give my TS to someone - it won't operate due to differences in tick flows. Right?

More likely on a real, especially if the spread is floating

 
Alexander_K2:

In fact - it's too early for me to be happy, although the TS on ticks has started to show incomparably better results.

And what to do with the fact that each broker has its own unique tick flow! I.e. both volumes and time intervals - everything is absolutely different?

I did not just "sit" in an exponential time scale - it was universal for all.

Now, if I give my TS to someone - it won't operate due to differences in tick flows. Right?

Vladimir wrote about it: no more than two spreads difference, otherwise it is punishable by arbitrage.

PS. If the tick window is twenty-four hours, what is the difference?

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