Stable MTS - page 21

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Yuriy Asaulenko:
Yes. By the way, you can't find it in a blunt way). It's no secret, but you have to write an article, which I don't want to do at all.
Why can't you find it, if there are the results of the algorithm - count the autocorrelation, just go ahead.
 
Oleg Shenker:
Why can't you find it, if you have the results of the algorithm, calculate the autocorrelation, just go ahead.

Try calculating the autocorrelation. MathLab does it in a few seconds. You'll immediately see why.

Maybe there is a better covariance, but I haven't done it.

 
There are systems, but I'll run it on the real, and then we'll see, a tester is one thing and the real is another :)
 
Vladimir Zubov:

P.S. I'll launch on Monday.

IMHO, it is better not to. The strategy is very interesting and promising, but (again, imho) in this form does not work. One of the signs of dysfunctionality is the equality of profitable and loss-making trades. But 70/30 is impressive.

About the same as mine, with random entry. Yes, it makes money, but I will never let it out for real.

 
Yuriy Asaulenko:

IMHO, better not. The strategy is interesting and promising, but (again, imho) not working in this form. One of the signs of non-performance is equality of average profit and loss trades. But 70/30 is impressive.

About the same as mine, with random entry. Yes, it makes money, but I will never let it out for real.

I have not slept last night under the impression of this thread and it suggested me to improve it, it has improved but 10%)
 
Yuriy Asaulenko:

IMHO, it's better not to. The strategy is interesting and promising, but (again, imho) not working in this form. One of the signs of non-performance is equality of average profit and loss trades. But 70/30 is impressive.

About the same as mine, with random entry. Yes, it makes money, but I will never let it out for real.

The entry is essentially always random, no matter how you calculate it, you need a mathematical advantage in our direction without martingale and other nonsense.
 
But why is everyone clinging to the tests, to the expected payoff? If I always do the first test 0.01 then it's around 1 I think, but how much should it be 100 ?)))
 
Yuriy Asaulenko:

IMHO, better not. The strategy is interesting and promising, but (again, imho) not working in this form. One of the signs of non-performance is equality of average profit and loss trades. But 70/30 is impressive.

About the same as mine, with random entry. Yes, it makes money, but I will never let it out for real.

70/30 may change tomorrow, some kind of MM has to be. And a test on a spread of 2 on a five digit is not informative at all. Take the 5 minute with a spread of 20. If it holds, it's a bid. I have one version of the EA giving 17 million net profit on a test with spread 2, but on 20 it pours ...
 
Сергей:
70/30 may change tomorrow, some MM must be. And a test on a spread of 2 on a five-digit is not informative at all. Take the five-month spread at 20. If it holds, it's a bid. I have one version of my EA making 17 mn net profit on a test with spread 2, and it pours at 20.
If it holds at serious tests, I'll invest in the idea myself, if anything, I'll add it for real!
 
Сергей:
70/30 may change tomorrow, some MM must be. And a test on a spread of 2 on a five-digit is not informative at all. Take the five-month spread at 20. If it holds, it's a bid. I have one version of my EA showing 17 million net profits on a test with spread 2, and it pours at 20.
This thing in my real account earns from 100 to 150% per annum for three years in a row, but you know where we live, what amounts... and I'm not happy with it.
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