Theorem on the presence of memory in random sequences - page 16

 
Dmitry Fedoseev:

Now you are experimenting with data that is not necessarily random. But you have it all in one pile... that's no surprise either. Besides, it has long been known that even on random data, but a limited interval, there can be profit (on history).

The difference between two prices is momentum, whether it is in the form of indicator or directly in the Expert Advisor.

Forward Testing. We need to see how the test results are sorted. We should sort the results by backtest profitability and look at the forward ones here instead of the fact that there are profitable forwards. How is the table sorted?

Shit, if I were you it would be more correct not to argue that you should orshould not"still look", but to look first, and then to argue with a scholarly look.

Shame on you!

 
Dmitry Fedoseev:

You are now experimenting with data that is not necessarily random.

In this case the EA has an additional logical parameter, which simply "flips" the strategy if the series is not random.

Dmitry Fedoseev:

The difference between the two prices is momentum, whether it is in the form of indicator or directly in the Expert Advisor.

We will manage somehow without the snotty ... excuse me, i.e. without the "scientists".

Dmitry Fedoseev:

Forward Testing. We need to see how the test results have been sorted. We should sort by backtest profitability and look at the forward, not just the fact that there are profitable forwards. How is the table sorted?

Well, it is clear that you are a great "scientist", and therefore looking at the three-dimensional diagram, which I have attached to the optimization results, you can not come to a banal conclusion: profitability depends on the size of protective stops (the more, the greener on the chart) and is independent of periods (the colour on the chart does not change).

After all, "scientific" men do not say anything about charts, because they do not want to see them. After all, "scientific" husbands are more important only their own opinion.

 
charter:

Shit, if I were you it would be better not to argue that you should orshould not"still look", but to look first and then to argue with a scholarly look.

Shame on you!

What is there to see? The multi-coloured charts? Well, I appreciated the red-green-pink-salad colour scheme.

I especially liked the chart with the increase in profit from increasing stoploss - it's such an incredible revelation.

 
Yury Reshetov:

Created an EA based on the theorem. Trying it out in the tester for now.


Yuri, please drop the Expert Advisor to my personal account. It's very interesting to deal with it.
 
Dmitry Fedoseev:

What is there to see? Multicoloured graphics? Well appreciated the red and green colour scheme.

Especially liked the chart with the increase in profit from increasing stoploss - it's such a revelation unbelievable.

Shame on your near-scientific approach and don't forget to use the invisible cap.
 
Dmitry Fedoseev:

...

Forward test. Here we should also look at how the test results are sorted. Sort by backtest profitability and here's where to look at the forward, not just at what the profitable forwards are. How is the table sorted?

Notice. There is a subtle hint atthe table with the results, and I am rubbed about the pictures, and even about a wonderful dependence on the stoploss.
 
Dmitry Fedoseev:


By the way, there is a whole book about the stochastic with theories and proof that it is incredibly profitable.

Well, "scientists" don't need brains. After all, there are ready-made books with "proofs" sucked out of twenty-first fingers for them. But for some reason they show a little book with "proofs" of super profitability to everybody, and at the same time they manage to ask a stupid question in the same topic: "Where is the money?

Try your own "500 pieces of useless advice", which you give out to others, to apply to yourself personally. That is, for example, trade on "proofs of superprofitability" with the little book you advise everyone to read. And maybe then you won't have any silly questions about the whereabouts of the money?

It's not like you can't just talk with a smart-ass face on.

 
charter:
Be ashamed of your near-scientific approach and remember to use your invisibility cap.
For memory's sake, read the title of this thread.
 
Dmitry Fedoseev:
For memory's sake, read the title of this thread.

Does the headline annoy you? Is that it?

Is that the foundation of your evidence base?

 
Yury Reshetov:

Well, "scholarly" men don't need brains. There are ready-made books with "proofs" written for them. But for some reason they show a little book with "proofs" of super profitability to everybody, and at the same time they manage to ask a stupid question in the same topic: "Where is the money?

Try your own "500 pieces of useless advice" that you give out to others to apply to yourself personally. That is, for example, trade on the "proofs of super-profitability" from that little book you advise everyone to read. And maybe then you won't have any silly questions about the whereabouts of the money?

It's not like you can't just shake a bag with a smart face.

And your proof is not sucked out? Note that you are now talking about yourself.

Where when and to whom did I advise to read some book?

Show me any advice I haven't applied to myself?