Optimisation vs Fitting in the story - page 7

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Serqey Nikitin:

Have you read what you wrote before?

My strategies are based on a different principle: the strategy is tested on OTHER Pair (on a different story) ...., and you're talking about the "switchover moment"... and "randomness"...

"in both cases, the primary behaviourof either price"
 
Uladzimir Izerski:

If two words exist, they will have different meanings.

Fitting can be described as selecting the best parameters on the story for a beautiful picture.

Optimisation is the selection of optimum parameters for further use.

The words seem to be slightly different, but the meaning may be different.

I can think of thousands of words and all of them will have different meanings but will carry the same meaning.

 
Serqey Nikitin:

Have you read what was written before?

My strategies are based on a different principle: the strategy is tested on OTHER Pair ( on a different story )...., and you're talking about "the moment of switching"... and "randomness"...

Your strategies, and everyone else's, are known to everyone who communicates here. Pun intended)).

 
Martin_Apis_Bot Cheguevara:

I could think of thousands of words and they would all have different meanings but carry the same meaning.

You don't have to make it up. There are already words that have a meaning.

 
Serqey Nikitin:

I'll say it again...

The strategy is a product of the trader himself...

I don't trust the statements made on clippings of historical data...

It's the year 19 outside the window...

 
Here is an example. Strategy 2MA. Buy when it crosses from bottom to top, sell when it crosses from top to bottom.
Nothing needs to be optimised here (except MA period) and SL&TP are not needed, the position closing condition is in the code
 
Vladimir Baskakov:
Here is an example. Strategy 2MA. Buy when it crosses from bottom to top, sell when it crosses from top to bottom.
Nothing needs to be optimised here (except MA period) and SL&TP is not needed, the closing condition is in the code

Of course not, because such a strategy is a spread grinder and deserves to be trashed.

 
Vladimir Baskakov:
Here is an example. Strategy 2MA. Buy when it crosses from bottom to top, sell when it crosses from top to bottom.
Nothing to optimise here (except MA period) and SL&TP not needed, position closing condition in code

Would you be so kind as to post the code if you give such an example. Let's have a look, let's discuss.

 
Uladzimir Izerski:

If you give such an example, would you be kind enough to post the code? Let's have a look at it and discuss it.

It's like it's from first grade.
 
Vladimir Baskakov:
It's like it's from first grade.

I see. You're not quite there yet.)

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