Machine learning in trading: theory, models, practice and algo-trading - page 3438
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it enters at the close of the current candle, which is equal to the opening of the next candle.
I also used to think that there is no difference, but when I checked both ways, 10 out of 10 TCs started to fail.
I also used to think that there is no difference, when I checked both ways, 10 out of 10 TCs started to drain
The results match the terminal.
The results match the terminal.
terminal opens positions by clause in the tester?
terminal opens cloze positions in the tester?
on the open
And the lower the TF, the prettier
Even more. On n1 out of all possible combinations of TS parameters, plus show ~60%, on m1 already under 90.
I also trained on one pair and tested on other majors. All the same it gave a plus. Only yen should be excluded, it spoils all the results.
at the opten
then how can the result coincide with the terminal????
Anyway, I have a huge difference in testers on m1, which is a grail on cloze and a drain on open.
It's like another world.
then how can the result match the terminal????
Anyway, I have a huge difference in testers on m1, which is a grail on cloze and a drain on open.
Yeah.
And that's just the flowers.
I had the same grail, a tester, of course.
but the guys, even on the demo, showed me what they can do.
they're pulling the quote backwards and forwards,
and you can either stand or fall.
Not like on the minutes, I've done it on the ticks.
That's when they explained to me, by example, what a tester's grail is, especially on the younger timeframes.
At the same time, absolutely all thoughts about how to write any fitting (tester grail) were blown out of my skull like a wind.
Of course there was a time, I came back to this topic, but history repeats itself.
I realised then that any mathematical action on a quote for the purpose of predicting or developing a trading signal creates a lag.
I did calculations on a single tick
and the guys were still on a tick, or a fraction of a tick, earlier.
It's a mess,
it's all useless.
the same thing will happen in the older timeframes, they just have more time to be naughty.then how can the result match the terminal????
Anyway, I have a huge difference in testers on m1, which is a grail on cloze and a drain on open.
It's like another world.
because the difference between closing the previous one and opening the next one is minimal, often there is no difference at all.
because the difference between closing the previous one and opening the next one is minimal, often nonexistent
That's what I used to think too...
Then I put my grail into a normal tester and it turned out that the difference is huge. Maybe there are no strong differences on hourly markets, but on m1 everything is different, I'm telling you 100%.
So I rewrote my tester to open.
That's exactly what I used to think too.....
Then I put my grail into a normal tester and it turned out that the difference is huge. Maybe there are no strong differences on the hourly markets, but on m1 everything is different, I'm telling you 100%.
It's easy to calculate statistics and show prufes.
but I'm not against opens )