Machine learning in trading: theory, models, practice and algo-trading - page 3688
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A couple more SABJ tests. For some reason the person got banned.
On the orange line (the original filtered graph) you can see some semblance of a carrier cycle (actually one of the Fourier cycles, but filtered by the range of values)
Sometimes you can pick up a pretty good "carrier cycle" working on the OOS.
Was re-reading the thread, over the last 2.5 years. I found that some of my posts look harsh, there is no context for it (or moderators have erased it). I apologise to anyone I may have offended. Apparently this is my flaw - one of many.
When is forgiveness Sunday over there? )
High-frequency harmonic (16th out of 20) and shorter OOS
low-frequency ripples are traced on the yellow chart (because the bot opens trades in certain phases of this cycle)
A couple more SABJ tests. Somebody got banned for something.
On the orange line (original filtered graph) you can see some semblance of a carrier cycle (actually one of the Fourier cycles, but filtered by the range of values)
Sometimes you can pick up a pretty good "carrier cycle" working on the OOS.
Sounds like something unreliable.
A short OOS, it seems to me.
Recently there was hope for another test with 100% returns from January to June 2024. All OOS on Walking Forward with retraining once a week.
Checked from 2020 to 2025: also 100%, but already for 5 years and with drawdowns in half a year and with good half-years.
This was on MQ Demo data. And on real DC the swap is an order of magnitude higher - in the end it turned out to be a plummer.
Sounds like something unreliable.
Short OOS, it seems to me.
Recently was hoping for another test with 100% profit from Jan to June 2024. All OOS on Walking Forward with retraining once a week.
Checked from 2020 to 2025: also 100%, but already for 5 years and with drawdowns in half a year and with good half-years.
This was on MQ Demo data. And on real DC the swap is an order of magnitude higher - in the end it turned out to be a plummer.