A great book on testing and optimisation - page 20
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I don't know who you are - there is no record of you, except your nickname FOXXXi. Whether you are a real trader or not, I don't know and there is no proof of that. And the one you called him is a friend of mine who really trades and with sums you have never dreamed of. Therefore, you have no right to call someone you do not know by those words - he did not call you that. It's not culturally correct, to say the least.
>> I have no desire to argue with you on this subject. I didn't start this argument, you did. Give me something more concrete and real, instead of your hysterical spouting - then I'll see whether to argue with you or not.Thanks for confirming my words, that's how he put himself out there, i.e. the dude knows and pretends he doesn't and gets a kick in the pants to encourage him to stop indulging in condescending banter.
They all agree inwardly that I am writing, but they want to fool around, to argue, to find a reason to make fun of me, to expose evil demo traders.
This situation is reminiscent of that in that very branch, where white sheep pinned all the dogs on you allegedly "you insulted all the women of the world!" - inflated the elephant beyond recognition.
Argue about what, that the method does not work, or you calm down when I show my cache and the method will work then.
I repeat 500 times, I do not offer a system and do not extort money for it, this is not the place. I show that this is not a scientific chatter, some who sarcastically posed still begin to agree that this is not a chatter.
I have initially written, that you from me you will not receive any reals, for me all the same there is no sense, my position is clear or not?
You are looking for food for poveroyatiyu, it is well visible, such a demo trader exposer - reals show him everything and he will reward you with respect.
Thanks for confirming my words. That's how he made himself look, i.e. the dude knows, but pretends he doesn't and gets a kick in the pants to stimulate him to stop indulging in condescending banter.
They all agree inwardly that I am writing, but they want to fool around, to argue, to find a reason to make fun of me, to expose evil demo traders.
This situation is reminiscent of that in that very branch, where white sheep pinned all the dogs on you allegedly "you insulted all the women of the world!" - inflated the elephant beyond recognition.
Argue about what, that the method does not work, or you calm down when I show you my cache and the method will work then.
I repeat 500 times, I do not offer a system and do not extort money for it, this is not the place. I show that this is not a scientific chatter, some who sarcastically posed still begin to agree that this is not a chatter.
I initially wrote that you do not expect any reals from me, for me it does not make sense, my position is clear or not.
You are looking for something to chase, it's obvious that you are such a debunker of demo traders, show him all the reals and he will reward you with respect.
1. being able to link 2 instruments and put a bollinger does not mean you know the patterns you are aiming for. I still doubt.
2. as a trader you should know the risks of trading this strategy. there are at least 4 of them.
3. the pictures you cited, as well as the characteristic shouting towards the rest of the market, have no basis, since during the crisis strategies of this type have shown negative returns.
CSFB Market Neutral from 7/31/2007 to 2/28/2009 -40.81%.
CSFB Long/Short Equity in the same period -18.11%.
Let me remind you where it all started. "Figures, facts, comments".....)))) autoforex wrote the post -
It seems to me that forward analysis (out-of-sample test) shows only that you have managed in the process of optimization to fit the system so that it shows positive results in the out-of-sample test. Based on this statement we can draw the only correct conclusion - the probability of the system to make a profit in the future is 50% - you will either make a profit or you will not. :)
If you want to check it, you should do the out-of-sample test, and if you are satisfied with the results and you think you've found a working system, then do one more out-of-sample test on a doubled period. If you are satisfied with this test, do one last test. If you are satisfied with this test, you can say that you have found a working system. But will it work further ?!??, to check it you need what? .... right - one more test :)))))).
Isn't that right?
I told him -
I agree. I have come across that there is an "out-of-sample" fit too. And this fit is harder to understand and avoid......))))
goldtrader also supported -
There is such a thing. Still, if there are 600-800 trades on the back and about 200 on the forward, there is more confidence.
But there is no guarantee either.
Reshetov also wrote something -
It's no longer a fit, it's the non-stationarity of the market.
For example, Sample - sideways trends prevail, accordingly a counter-trend strategy will pick up on it.
Out-Of-Sample - sideways trends continue. The strategy obtained on Samle shows profit
We have implemented this strategy on the demo and the market has changed to the trend direction. We have incurred a loss. The strategy expired. Miracles do not happen. Eternal strategies also do not exist.
This has already happened many times, and there is nothing we can do about it.
The only consolation is that if the strategy expires, it starts losing with mathematical expectation minus spread per trade at constant lots (without MM). That is, if some other strategy has not expired and its expectation is much higher than spread, then it will not only give profit, but also will cover losses of the "rotten" strategy.
And here are your quotes further.
They are the same plummers who engage in masturbation called - optimization, and train neural networks of unknown substance. They are looking for where the light is, and not where it is needed.
And why are they so insecure? Out-of-sample, forward and other stuff is a clinical case, you cannot avoid it on martingale.
Rude? - Rude. But everyone let it slip past their ears and I culturally asked -
What's not clinical?
To which you replied -
I've posted some materials here that really works, there were also hints/statements by other comrades on what to look out for. I think quite a few people here know about what really works, just openly chased fools.
They may be working together with Reshetov and Matemat, but if not, it is a clinic.
Rude? - Rude. And then it goes on -
Rude? - rude. Responding to you in your style, I will write -
1. being able to link 2 instruments and put in a bollinger does not mean knowing the models you are aiming at. I still doubt.
2. as a trader you should know the risks when trading on this strategy. there are at least 4.
3. the pictures you cited, as well as the characteristic shouting towards the rest of the market, have no basis, since during the crisis strategies of this type have shown negative returns.
CSFB Market Neutral from 7/31/2007 to 2/28/2009 -40.81%.
CSFB Long/Short Equity over the same period -18.11
You should be clear and to the point and not make me out to be Pavel Globa. By your logic Hedge Funds don't know how to use these models either.
They always have a liquidity problem, huge capital - resulting in low returns.Don't attribute archival complexity to these models.The main work is the research process.Risks are also a matter of greed,not the 4 types according to the primer. Here are other results which can be compared with other strategies.
I wish you would be more direct and to the point instead of making me out to be Pavel Globa.By your logic hedge funds don't know how to use these models either.
They always have a liquidity problem, huge capital - because of that low returns. Don't ascribe archival complexity to these models. The main work is the research process.Risks are a matter of greed, not 4 types according to the primer. Here are other results that can be compared to other strategies.
there is no correlation.
Wrong conclusions.
Let me remind you where it all started. "Figures, Facts, Comments".....)))) autoforex wrote a post -
I responded to him -
Goldtrader also supported -
Reshetov also wrote something -
And here are your quotes further on -
Rude? - Rude. But everyone missed it and I culturally asked -
To which you replied -
Rude? - Rude. And so it went on.
Rude? - Rude. I'm gonna write you back in your style.
Try to refute that phrase....))))))You have pulled out the pieces in your favor. You again pretend to be a poor lamb, but some people already know this master amateur who likes to slander other people, who do not have anything to do with it, and looking for another moment for heroism.Instead of rudeness you should write facts and more facts. Once again I confirm that this is masturbation. Come on, show me your system by TA or neural network, show me now how tough you are. Tell me what tools you work with, I can not refute the air.
You again pretend to be a poor sheep, but some people already know this master amateur rummage through other people's underwear and even slander others, to whom it does not apply and looking for another moment for heroism.Instead of rudeness you should write facts and more facts. Once again I confirm that this is masturbation. Come on, show me your system of TA or neural network, show me now how tough you are. Tell me what tools you work with, I cannot refute the air.
Your flight of fancy is very low. Leonid has been a comrade of mine for many years and you are deeply misguided in your assessment.
as for the primers, reading them and understanding them differentiates professional traders from punters. don't confuse yourself with hedge funds.
if you have not yet encountered the concept of risk that does not intersect with greed, chances are you are on the mend.
as for your successes, it's safe to say the sample is not representative.
If you want to be perceived, change your communication style. Otherwise it is not what you say that comes to the fore, but your blatant boorishness. It's hard to expect an inadequate person to think adequately.
"The truth spoken maliciously is like a lie,
is an outrageous lie."
(>> William Blake. Translation, I think, by Marshak.)
For a start, apologize. Become "you" to the person you are talking to who has not given you permission to "poke". Remember that you are not the center of the world and no one owes you anything.
Or go fuck yourself.
If you want to be perceived, change your communication style. Otherwise it is not what you say that comes to the fore, but your blatant boorishness. It is difficult to expect an inadequate person to think adequately.
For a start, apologize. Use "you" with the person who did not give you permission to "poke". Remember that you are not the center of the world and no one owes you anything.
Or go fuck yourself.
Philosophy lover - I'm not asking anything from anyone here and as a cultured person apologise to me for that last slogan.
a very low flight of your mind. Leonid has been my mate for many years now and you are deeply mistaken in your assessment.
as for the primers, reading them and understanding them differentiates professional traders from punters. don't confuse yourself with hedge funds.
if you have not yet encountered the concept of risk that does not intersect with greed, chances are you are on the mend.
As for your successes, it's safe to say that the sample is not representative.
I have not encountered the concept of risk, but real losses, and nothing, everything is normal, they are natural, as well as profits with a high stat. over the past year not a single losing trade.
Now you're getting hooked on the word 'primer' and you're going to inflate the elephant.