Application of mathematical analysis and higher mathematics - page 5

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Mathemat, alas, so far it is only a hypothesis. Just by looking at this championship among other things, I came to the conclusion that the market characteristics change quite smoothly. And if so, there is a chance to correct the settings of the trading robot before it starts to fail. You have optimized it once to make it work here and now, and it will correct itself after that. And the initial scheme may be completely childish, like two moves crossing. Alas, it's easier said than done...
 
I think the optimal strategy should definitely be based on clearly identifying the trend and flat boundaries, and then switch between different substrategies in those areas. And the crossing of two muwings is only one option. There is, for example, a variant of Kaufman (or konkop) with Kaufman's AMA and the StdDev filter.
 
Heh... That's the definition of these very boundaries is the Trader's Philosopher's Stone or ... :) About the muva's, I'm just giving an example. It just seems to me that the original system can be very, very simple, if it has an adaptation unit attached. But to make this very block is very, very difficult. This is where strong mathematics is needed.
 
I hope you have enough time and luck to create a super robot that will beat everyone else at the 2007 Championship.
 
It is unlikely that this fighter will be able to compete in the championship... The optimizer is a serious thing, all this will have to be written in C, and the strategy itself should not be written in mql too, because the optimizer will have to call it in a loop many times... In general, frankly speaking, I don't know yet even how to approach the task... Here's some very similar material http://konkop.narod.ru/Files/3_20_23.pdf

I got up the nerve to ask Konstantin himself what he thinks about all this. Konstantin says there was a time when he thought the same thing. But then he got disappointed. So, I don't know. He's not really trading forex, he's trading shares. But he says that almost all systems with more than two parameters are unstable. If that's not a verdict for me, it's not good news... True again, we are talking about the stock market, not forex. In forex the relative influence of the fundamentals is probably less and therefore perhaps not all is lost yet. And maybe it will remain a beautiful dream, another tale of the Grail...
 
I wonder how you asked him. He doesn't have a forum - did you email him an answer?
 
IN JW... Rosh, I'm ashamed of myself... I'm a green newbie who hasn't traded in half a year and I dared to bother a Living Legend... It's just that this article of his has piqued my curiosity so much... Anyway...
 
I'll give you a hint - give me a link to the Q&A.
 
Catch http://konkop.livejournal.com/8749.html
 
Rosh, there's also something new in there. A wildly interesting article on the Kelly principle. Quite a lot of maths, but without the atrocities. Enjoying it now :)))))))))
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