Bayesian regression - Has anyone made an EA using this algorithm? - page 21
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Why are you attached to ARIMA?
If you trade in deviations, it may be ARIMA, but you still need to prove the stationarity of the series to which you apply this ARIMA. And there is such a tricky thing there....
And some skilled traders try to trade trends, to which they apply ARIMA, i.e. they predict deviations and transform them back to the trend.... and then they start to scold econometrics.
If I've tried it on some Forex, I have not done it yet, it's very difficult, I'm still new to MQL.
By the way, are there any decent testers for Forex? The one in the terminal, alas ... :(
No irony, I just read the books that are out there. If you write yours, I'll read yours too. :)
Google system identification
Systems identification is a set of methods for constructing mathematical models ofa dynamicsystem from observational data.
Googled:
System identification is a set of methods for constructing mathematical models ofa dynamicsystem from observational data.
That's where you should dig for useful books
I feel an ASAPPschemist on the prowl ... :)
Yes, I did... I don't remember...
If we're talking about the tester, this is the problem, in my opinion.
We take some sample and use the tester to calculate, for example, the profit factor. Then we take another sample and get a new profit factor value. Altogether we get two figures. Are two figures the basis for statistical conclusions? These figures don't mean anything at all.
It must be solved and is solved differently.
A sample is taken. Some subset is randomly selected from this sample and counted as a profit factor on it. Then again a random sample is taken and so on, for example 1000 times. You will get 1000 profit factors. This set can already serve as the basis for statistical conclusions.
By the way this method does not exclude the use of a tester, demo...
There must be at least 100 trades in a subset and at least 100 subsets.
don't be afraid of new knowledge ;)))
It can take years and years to learn it ... :(
Do you have a really working TS, based on these approaches, which during 5 years brings at least 100% per year with a drawdown of no more than 20% ?
Only without weekly optimization ... :)
I agree.
You may spend years and years more on studying it... :(
Do you have a really working TS, based on these approaches, which during 5 years yields at least 100% per year with a drawdown not more than 20%?
Only without weekly optimization ... :)
I'm talking about Thomas and you're talking about Yeroma.
But if you don't want to "spend more years and years" -- that's up to you.
I'm talking about Thomas and you're talking about Yeroma.
But if you don't want to "spend more years and years" -- that's up to you.
Have you achieved anything in this direction?