Evaluating the effectiveness of filters in the construction of an ATC - page 5
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Ideally, you should remove the emissions and analyse them further. But there are quite a few outliers here. And removing them is more of a methodological trick. According to the current form, the distribution with outliers does not seem to be normal, so there must be some factor that influences the result more than others.
Deep thought - I look forward to further analysis!
The distribution for the emission-cleared series is most similar to the Error Distribution.
Tests show that we cannot reject the null hypothesis that the theoretical distribution is equal to the obtained (empirical) distribution.
The distribution for the emission-cleared series is most similar to the Error Distribution.
Tests show that we cannot reject the null hypothesis that the theoretical distribution is equal to the obtained (empirical) distribution.
Can we decipher, "Error Distribution" - what does it mean - erroneous distribution - lack of regularity?
If it is not possible to reject the equality hypothesis, then what conclusion can be drawn - please elaborate on the thought process - it is enlightening.
Can you decipher, "Error Distribution" - what does it mean - erroneous distribution - lack of pattern?
The error distribution is also known as the exponential power distribution or the general error distribution.
-Aleks-:
If it is impossible to reject the hypothesis of equality, then what conclusion can be drawn - please elaborate on the thought process - it is informative.
No, it's such a distribution. Quote:
The hypotheses are elaborated on in the article.
If I understand correctly, the distribution has a pattern - right?
If I understand correctly, the distribution has a pattern - right?
Alex, you're doing statistical approaches and you don't know basic things. I recommend reading some literature on MatStat.
Exactly!
Alex, you are engaged in statistical approaches and don't know elementary things. I recommend to read some literature on MatStat.
Thanks for the comment - indeed, a couple of lack of knowledge, especially in the field of common concepts, creates difficulties in conveying thought.
It would be interesting to read, but not to fall asleep - the subject is not a subject - it is very abstract, and you have to know how to present it in an interesting way.
OK, so we know that the initial data is suitable for further analysis - I would like to see further thoughts on the effectiveness of the filter.
Looked at Sheet "F_1" in the source file. In short: this filter option (Profit1) has no effect on the original sample (Profit).
The tests show that the null hypothesis of sample equality cannot be rejected. So we can assume that filter 1 is not a filter per se.
And in general, imho, we should first do a factor analysis to examine which independent variables really affect the final result.
Looked at Sheet "F_1" in the source file. In short: this filter variant (Profit1) has no effect on the original sample (Profit).
The tests show that the null hypothesis of sample equality cannot be rejected. So we can assume that filter 1 is not a filter per se.
And in general, imho, we should first do a factor analysis to examine which independent variables really affect the final result.
And here I thought you were upset that there were no comments on the work you've done and would not be writing on the merits here again - glad I was wrong!
Have a look at the other sheets, please, the filtering principle is the same and it's very interesting, considering the conclusion from the weak filtering that in fact the filter does not work - that's not true :)
And, you are investigating an EA that trades against the trend with averaging - so in my opinion it is not very objective to evaluate it by profit.