Trader's self-deception: distrust of forwards. - page 5

 
Youri Tarshecki:
You should have a better understanding of the subject
 
Мастер над криптомонетой:
You'd better get a better understanding of the subject

Here is the subject of the discussion.

http://www.metatrader5.com/ru/terminal/help/tester/tester_forward_optimization

 
No )
 
Yuri_Evseenkov:
I tried to find out whether the market is inertial or not through the autocorrelation function using the code that Prival wrote.
The fact that the market is inertial is obvious. What is not obvious is how the inertia is implemented. What did Prival do?
 
Мастер над криптомонетой:
No )
Why?
 
Youri Tarshecki:
That the market is inertial is obvious. What is not obvious is how inertia is realised. What has Prival done?
https://www.mql5.com/ru/code/8295
Автокорреляционная функция
Автокорреляционная функция
  • votes: 9
  • 2008.07.31
  • Prival
  • www.mql5.com
автокорреляционная функция
 
Generally speaking, it is quite easy to check, in my opinion. You just need to program the auto-optimiser to react to the inertia value. If the result is better than the traditional way, then the inertia indicator will work better. If the result is better than the traditional way, then the inertia indicator will work.)
 
Youri Tarshecki:

This is the subject of the discussion.

http://www.metatrader5.com/ru/terminal/help/tester/tester_forward_optimization

Do you trade in minutes? If such a loss happened once in the history, it is not critical, rarely does an EA go through the crisis years (2008 - 2009) without a loss.
 
-Aleks-:
Do you trade in minutes? If such a loss happened once in the history, it is not critical, rarely does an Expert Advisor go through the crisis years (2008 - 2009) without a loss.
If honestly - I cannot say whether I trade minutki - automated optimizer gives me the final result, I backtest using a chart, and indicator settings change their timeframe during optimization as they want. I.e., the TF of the chart my Expert Advisor works in is not taken into account. I do not see any relation between the indicator timeframe and forward efficiency.
 
Youri Tarshecki:
To be honest - I cannot say whether I trade minutiae - the auto-optimizer gives me the final result, I watch the backtest by chart, and the indicator settings change their TF as they want during optimization. I.e., the TF of the chart my Expert Advisor works in is not taken into account. I do not see any relation between the indicator timeframe and forward performance.
It's not about the connection, it's about the spread and real trading.... Put such a set on demo at least and compare with tester results....