Absolute opposition - page 8

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Alexey Volchanskiy:
Oh, there's no sign of Monte Carlo in this thing, it took me 20 minutes to hum while I was testing the robot ))
this is a general name for numerical methods based on a large number of realizations of a random variable
 
Avals:
this is a general name for numerical methods based on a large number of realizations of a random variable

Theoretically it can be proven that profitability converges or diverges at the appropriate TP/SL ranges... at least that's how I see the applied meaning of MC

 
Eugeniy Lugovoy:

Theoretically it can be proven that profitability converges or diverges at the appropriate TP/SL ranges... at least that's how I see the applied meaning of MC

Yes it is possible to get closer to practice. For example, take a real system and its results (series of profits/losses). You can build their distribution. In other words, for each value of profit/loss calculate its frequency. Now we can generate any number of equities using PRNGs that would be similar in terms of profit distribution. Respectively, we can estimate the expected drawdown at different values of trades or profits at different MM. We can also estimate the efficiency of different ways to disable the system (withdrawal from trades) and the minimum number of trades necessary to enable/disable/re-optimize it, etc. Some benefit can be gained.
 
is the topic over?
 
kostenkin:
Is the topic over?

This thread will never end ))

If you want more, search the forum, there are hundreds of topics like this.

 
Sergey Chalyshev:

This thread will never end ))

If you want more, search the forum, there are hundreds of such topics.

It is clear that hundreds were very interesting to read it all is just some kind of space for the common man!
 

I am now reading the stories of people who dreamed of tearing up casinos and slot machines.

On the forums of gamblers anonymous. I advise anyone interested in the subject of betting and forex.

 
kostenkin:
is the topic over?
Haven't got to the computer yet, I'm in hospital for another week.
 
Ром:

I am now reading the stories of people who dreamed of tearing up casinos and slot machines.

On the forums of gamblers anonymous. I advise anyone interested in the subject of betting and forex.

I have never called to tear up a casino, the interest is purely algorithmic, the confrontation of one system against another, the idea of showing the possibility, when the scheme is clear in general and then lcche better understand why the scheme does not work in real life, and what to do about it.
 
Ivan Vagin:
...the idea of showing the very possibility...
How was it? Did you show it?
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