The Sultonov system indicator - page 31
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No.
I used to think so too.
As a result - tedious TS from the League - show results no worse than the most complex and sophisticated systems with a huge number of rules. And they die with the same frequency. Therefore there is no sense in complex systems - they give the same results as the simplest ones, but require much more effort to implement.
Consequently, all TCs do not have a single, adequate, logic and act on luck. You don't know when to expect bad luck from such TS. Conclusion - So far, there are no normal TCs in Forex.
No.
I used to think so too.
As a result, the dullest TCs from the League show results no worse than the most complicated and most cunning systems with a huge number of rules. And they die with the same frequency. Therefore there is no point in complicated systems - they give the same results as the simplest ones, but require much more effort to implement.
I have a reverse practice. Each one of my systems is getting more complex and with it increasing stability. The latest robot has been running consistently with the same settings on 28 currency pairs over 11 years and on 28 stocks mine over 6 years. It uses M1s for analysis and is not a tester scalper. That is, it is not going to die, unlike the simple and dubious systems. At present I am improving its complexity, but its stability will be even higher. The only thing is that it consumes too many resources.
I have a reverse practice. Each of my systems is getting more complex and with it increasing stability. The latest robot has been running consistently with the same settings on 28 currency pairs for 11 years and on 28 stocks of mine for 6 years. It uses M1s for analysis and is not a tester scalper. That is, it is not going to die, unlike the simple and dubious systems. At present I am improving its complexity, but its stability will be even higher. The only thing is that it consumes a lot of resources.
Consequently, all TCs do not have a single, adequate, logic and act on luck. You don't know when to expect bad luck from such TS. Conclusion - So far, there are no normal TCs in Forex.
No. Exactly all of the TS of the League have an iron, and very simple logic. We do not expect any "nastiness" from them. Sometimes a banana is just a banana.
That is the advantage of simple TS, that it has few degrees of freedom - it either works or does not work, and there are few "semitones" in it.
And about "no normal" - I regularly publish the results of the League's TC. And there are some pretty good systems out there that have been working for months.
You have been stomping around in one place for a decade and cannot understand that the next bar is always an unknown, but the trend of N bars can suggest a direction, but not the fact that it is accurate and correct).
There are simpler ways to get a good result without complicated calculations. This is the difference of opening and closing prices for a certain period of time, but these are ready bars, candlesticks.
1. Not 10, but 8, I did not stomp, and created 2 strategies, and they both turned out to be workable for long periods of time, and on efficiency, tolbko a few times exceeded the bank - about 10% per annum. But, there was their usefulness in other areas: URM became the killer of Econometrics and Statistics, and market theory saved the problem of accurate profit description from Nobel demagogues.
2. Tell your fairy tales to your grandchildren.
I have a reverse practice. Each of my systems is getting more complex and with it increasing stability. The latest robot has been running consistently with the same settings on 28 currency pairs for 11 years and on 28 stocks of mine for 6 years. It uses M1s for analysis and is not a tester scalper. That is, it is not going to die, unlike the simple and oaky systems. At present I am improving its complexity, but its stability will be even higher. The only thing is that it consumes a lot of resources.
Hmm... I envy you. I wonder why you haven't made all the money in the world yet.
1. Not 10, but 8, not stomping, but creating 2 strategies, and they both turned out to be workable over long periods of time, and in terms of efficiency, tolbh a few times that of banking - about 10% per annum. On the other hand, they were useful in other areas: URM became the killer of Econometrics and Statistics, and market theory saved the problem of accurate profit description from the Nobel demagogues.
Are you serious?
Quite seriously, though briefly. There is no function or combination of functions which could more accurately describe a series of continuous process data, both technical and social. Until now, there has been no precise profit formula which adequately takes into account all the fixed and variable costs of an entrepreneur or enterprise. This problem has been solved with computer accuracy. It used to be solved on the "fingers" with obscure charts, showing the "buyers' desire" - going down, and the "sellers' desire", which seemed to determine the optimal price and profit. At the same time, they didn't even blush, knowing the approximation or impossibility of determining desires.
1. Not 10, but 8, not stomping, but creating 2 strategies, and they both turned out to be workable for long periods of time, and in terms of efficiency, tolbh a few times the bank one - about 10% per annum. But, there was their usefulness in other areas: URM became the killer of Econometrics and Statistics, and market theory saved the problem of accurate profit description from Nobel demagogues.
Is there electronic material available? Interesting to see what it's about.
Is the material available electronically? It's interesting to see what it's about.
https://www.mql5.com/ru/articles/250
https://www.mql5.com/ru/articles/1825