Methods of carrying out a rolling forward - page 3
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
And what are the options for trying?
You've already made a good point: that "And this, in turn, is usually determined by capacity."
I've spent a few weeks on an endless number of optimizations, haven't seen any interesting results yet. It's a pity I didn't do a forward for all results at once and didn't save them and results of back-optimizations. It could take a long time to optimize and optimize....
That's why I'm asking you to share your working methods for selecting optimization results.
Apparently there are few practitioners of valuing forwards if there is no one to share the nuances
You are asking for something that may be more valuable than the experts themselves.
But sharing ideas is still not sharing money.)
Here you are right) Although experts are still more important.
But sharing ideas is still not sharing money.)
It is not clear what miracle recipes you are expecting from those who work with volkings.
You asked what are the selection criteria for optimization - I think the answer is obvious - those that give the best forward for your EA, or rather the sum of forwards. The same applies to choosing the ratio of back to forward and their duration. Until you check all variants yourself, no one will do it for you.
You complained that the process is labor-intensive - the answer is also clear - just do automation, write a service to finally build a regular wolfing forward.
I think the answer is obvious - the ones that give the best forward for your EA, or rather, the sum of the forwards. The same goes for choosing back to forward ratios and their durations.
As I said in the previous thread, I consider volking as a useless method.
After all, absolutelyevery beautiful balance curve obtained as a result of optimization over the entire period of history will pass all the volking tests. The sum of forwards of this curve would also be maximal.
So if we obtain the same thing, why bother?
So if we get the same thing, why bother?
As I said in the next thread, I think that volking is a useless method.
Because the set of parameters of absolutelyany beautiful balance curve obtained after optimization over the entire period of history would pass all the volking tests. The sum of forwards of this curve would also be maximal.
So if we obtain the same thing, why bother?
1. Firstly, it is not. The sum of forwards differs from the optimization at once over the whole area and to both ends. You can easily check it on your own.
2. The task of volking is not to find the optimum settings, but to check how successful the EA is in the non-optimized area, i.e. in the unfamiliar environment.
Therefore, you can not look at the back chart at all - it will always be good under auto-optimization. So the only thing that gives an idea is the sum of forwards.
I.e. just the majority of optimizations on the entire market show only how much the EA is able to adjust to the history.
1. Firstly, this is not the case. The total results of the forwards differ from the optimisation over the whole area at once, and in both directions. You can easily check this yourself.
2. The task of volking is not to find the optimal settings, but to check how successful the Expert Advisor is in the non-optimized area, i.e. in the unfamiliar environment.
Sounds right, and rightly so, no argument. The method is workable.
But tell me if we have selected a set or sets using volking. If we now run this set on AB. The result will be beautiful (I deliberately do not specify the parameters of beauty, they are different for everyone).
And now we run a simple optimization on AB with criteria, which takes into account beauty parameters. We get sets, there will be no one among them, which we found with the help of volking?
Sounds right, and right, I don't argue. The method is a workable one.
But answer this: we have selected a set or sets with the help of volking. If we now run this set on AB, the result will be beautiful (I deliberately do not specify the parameters of beauty, they vary from set to set).
And now we run a simple optimization on AB with criteria, which takes into account beauty parameters. We get sets, there will be no one among them, which we have found using volking?
Volking Forward is not about sets at all. It's a working tool for the coder. In other words, if you want your owl to work, check every step on volking.
Here, for example, I studied how different indicators help to determine the correlation on another instrument.
In this example it didn't, the control was better. And this is the MOST frequent result of volking forwards, most changes in the code are counterproductive.
Wolfing forward is not about sets at all. It is a working tool for the coder. I.e. if you want your owl to work, check every step on volking.