The perfect mechanical trading system. - page 3

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njel, I appreciate the humour :)))))))))))))))) Stalin was right to persecute the "bourgeois prostitute cybernetics", and at the same time to promote the development of real computing technology... So I have my feet firmly on the ground. I don't give a shit about Thuring's tests, I'm not interested at all in creating a mechanism that's as dumb as the average sucker. My task is more modest. To pick out some stable characteristics from the market, by which you can quickly optimize the system. It's easier said than done. I actually told about the ternary logic only in relation to the cited link. I liked the idea of price patterns too much. I strongly disliked timeframes and everything related to it. By the way, I wrote my first program on mql4 on this very topic. I've watched some interesting conversations about it on the spider, but I don't understand it yet. I don't have enough knowledge yet. I'd like something simpler, Yang-Mils fields, gauge invariance, superstrings etc... :))))))))))))
 
eugenk1 писал (а):
FION, read the thread more carefully. It's all about the adaptability of the settings. That is, it's about automatically optimising the system in real time. The topic is more than fascinating.

This topic has already been raised once, without result.
 
Yeah... The Germans tried to make an atomic bomb in 43-45 too. And without much result either.
 
quality, Ok. Start playing with the simplest system on the MACD?
I got interested in stochastic in my neighbour's thread. But in principle, at the beginning of the Path it is all the same where to start... The result, if any, will be quite general.
 
I once played with MACD in the context of a branch, used its value as a stop loss coefficient:) The results were better than with any of the constant stoploss values...
 

The topic is interesting - if only because one head is good - but many are already a serpent's gorynych )))))

I completely agree that you need to start small and try to build an MTS brick by brick.
i agree that for a start i can use MACD as a base. especially taking into account that mt4 already includes an auxiliary advisor MACD Simple.

 

A practically complex system can be greatly simplified if it is broken down into blocks and modules.
This is about the way I see it - each block individually can still be

Maybe I have missed something - add it.

 
So far, it seems much simpler to me. You should start with some simple, naive system, with a minimum of configuration parameters. And add to it a block of adaptive parameter changes in real time. There is no need to manage the lot size yet. This is a completely different task. There is no need to estimate Take Profit and Stop Loss. There is no need to trailing stop. A complete primitive. The lot size is always 1. TakeProfit is always equal to Stop Loss and is fixed. At this stage it is interesting to obtain "super probable" entries. That is all. If we achieve this - all the rest is no more than the icing on the cake.
 
By the way, here is what the current leader of the Championship writes, I don't usually visit him because I'm not fluent in Portuguese :)

Gumasa is an adaptive trading system, that works with two strategies one for trading range prices (cycle mode) and another for trending mode. The version "Competition vf" is an attempt to optimize for the 3 month period, as the original version needs at least 8 months of results to have any statistical relevance and reveals its consistency.

So, comrades, we are going the right way ! :))))))))))))))
 
eugenk1 wrote:
So far, it seems much simpler to me. You should start with some simple, naive system, with a minimum of tuning parameters. And add to it a block of adaptive parameter changes in real time...

There you go, there's very little left :) We need to decide what data to use to calculate the adaptive parameters. I don't even know what to suggest :(
Maybe someone has some ideas in this regard?
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