Some signs of the right TCs - page 7

 

The question is not one of propaganda, but of pointlessness. Why change the original series and try to trade on it, when in reality only the original series can be traded? Plus, with such clumsy changes (because we don't know what the point is) it is the money from the original series that can be lost, run the TS on the modified series and decide for yourself "no money here".

That is, the choice is simple:

  • Either we know on which particular characteristics of the series our TS can make money, then we simply bump our TS to the shine, so that it squeezes the maximum.
  • Or we don't know (most often this variant), then there is simply no point in breeding derivative series and feeding the created noise to the TS.
 
fxsaber:
This topic was duplicated on a popular exchange site (I will not give the link). There was an interesting dialogue on the subject. I didn't copy it here.
At least a couple of keywords? Smartlab?
 
trader_number_one:

the choice is simple:

  • Either we know on which particular characteristics of the series our TS can make money, then we simply bump our TS to the max.
  • Or we do not know(most often this option), then there is simply no point in multiplying derivative series and feeding the created noise to the TS.

Highlighted works even when the TC author claims to know. It is very difficult to understand the reason for the robustness of one's TS. This makes it impossible to predict that it will work on such a symbol or not. Only dumb optimization answers this question. And again there is an understanding that it works. But why it doesn't.


And this topic is exactly in the direction of this "why".

trader_number_one:
At least a couple of keywords? Smartlab?

Yes.

 
fxsaber:
This topic...

If TS is able to predict the future price behavior, such TS will not care how the chart is turned.

But the thing is that very few people create such TS, but they do it based on random processes, like the ordering of orders or indicators' settings.

Such systems will not give the same result, of course.


And the theme itself reminds me of a test question of applicants for jobs in American firms.

This is a simple task of logic.

Sheldon Cooper from "The Big Bang Theory" is undergoing a quest in which the prize - a mountain of treasure. He has successfully passed almost all stages, and the young genius is left with one last test. In front of him are two doors, each with a guardian standing by. Behind one of the doors is the treasure, behind the other is a deadly maze.

Both guards are known to know exactly where the treasure is. It is also known that one of them always tells the truth and the other always lies (and it is not known which is which). Sheldon has the right to ask just one question of either of the guards.

So, what must Cooper ask in order to be guaranteed to get the treasure?

Торговые советники и собственные индикаторы - Алгоритмический трейдинг, торговые роботы - Справка по MetaTrader 5
Торговые советники и собственные индикаторы - Алгоритмический трейдинг, торговые роботы - Справка по MetaTrader 5
  • www.metatrader5.com
Среди программ для автоматического трейдинга можно выделить две большие категории: торговые роботы и индикаторы. Первые предназначены для совершения торговых операций на рынках, а вторые — для анализа котировок и выявления закономерностей в их изменении. При этом индикаторы могут использоваться непосредственно в роботах, образуя полноценную...
 
Uladzimir Izerski:

If the TS is able to predict future price behaviour, such a TS will not care how the chart is unfolded.

There participant gave a clear classification into LA and LP type of symbols. I mumbled about proto-symbols, I got a much more constructive answer.


Whether TC knows how to predict - I've never been able to answer that question. On flipping and even shuffling I want to do a study.

 

There is an obvious and trivial approach that any TS is profitable only when the market is in some suitable condition for it (on the smartlab, Gorchakov seems to hold such an approach). There is no universal system-greats and there cannot be.

A state can be described as a certain set of time series and we need to check our TS on the whole set. We need to make sure that the TS is tuned to the state as a whole and not to a particular series. But we only have a single series. We assume (hope) that a small change (of a certain kind) in the series we have will leave it belonging to the same state as the original one.

 
Aleksey Nikolayev:

There is an obvious and banal approach that any TS is profitable only when the market is in some suitable condition for it (on the smartlab, Gorchakov seems to hold such an approach). There is no universal system-greats and there cannot be.

A state can be described as a certain set of time series and we need to check our TS on the whole set. We need to make sure that the TS is tuned to the state as a whole and not to a particular series. But we only have a single series. We assume (hope) that a slight change (of a certain kind) to the row we have will leave it belonging to the same state as the original one.

This is for the weak, specialists.

 

Aleksey Nikolayev:


There is no such thing as a one-size-fits-all grail system.


The statement is controversial... It sounds a lot like: "It can't be, because it can never be!"

Naturally, no one can show any facts to support this nonsense... Like, "man is heavier than air, so he can't fly!"

And no one takes into account the simple fact that any system is always evolving... no matter how much certain individuals might like it...

 
Aleksey Nikolayev:

A state can be described as a set of time series and we would need to test our TS on the whole set. We need to make sure that the TS is tuned to the state as a whole and not to a particular row. But we only have a single series. We assume (hope) that a slight change (of a certain kind) to the row we have will leave it belonging to the same state as the original one.

I can't deny 100% this point of view. But it is not close to me. However, you are touching on a very different topic from the one originally raised. Perhaps you have decided to generalise the original direction. I'm afraid this will lead to flooding, as in other threads.

 
Serqey Nikitin:

The statement is controversial... It sounds a lot like: "It can't be, because it can never be!"

Naturally, no one can show you any facts to support this nonsense... Like, "man is heavier than air, so he can't fly!"

And no one takes into account the simple fact that any system is always evolving... no matter how much certain individuals might like it...

I was just describing an approach. It is close enough to me, but I also believe that "never say never".

fxsaber:

I cannot deny this point of view 100%. But it is not close to me. However, you touch on a very different subject than what was originally raised. Perhaps you have decided to generalise the original direction. I'm afraid that will lead to flubbing, as in other threads.

Ok, I'll try not to flub in this thread.

Reason: