MTS = profit FALSE ||TRUE - page 16

 
DrShumiloff писал (а) >>

It depends on the average profit. If we, for example, aim at profit of 10 points and 3 of it are lost on spread (correspondingly, we lose 13 points on loss), then I think we can reach zero with a stable 65% of profitable transactions (at a glance). Obviously, the bigger is the target, the less is spread's influence.

56.5%

 
Vita писал (а) >>

56.5%

Probably. Too lazy to count :)

But I think it's a bit more than that.

 
NProgrammer писал (а) >>

I'm sorry to show you what, stupid? I already showed you... Mine? I don't have an MTS :)) No.

Then what's there to talk about if you don't even have a MTS? Theory,air castles,dreams,sweet dreams....... what would happen if I had 98% profitable trades? ...... I'd be a king...... would be in the sweet spot....... beautyaaaaa!!!!!!!!!!!!.......

 
Mathemat писал (а) >>

Yes, it's easier to criticise than to build, so I do cheap populism. You, on the other hand, are good! You build - but some vague theoretical constructions, based on air, and you have not tried to justify any of your revelations. Neither your incomprehensible 98%, nor 67 (I asked you to post the results, but you made a joke: "run it, you'll see"). Or did you think, that no one has ever followed the way of trend calculation, and seeing your 67% revelation, everyone would immediately rush to code it?

You didn't demonstrate anything (see above). And such a mess - only with random or no-action inputs and without taking the spread into account.

With SL=TP it's about the same (without taking the spread into account). So, 98% of your correct entries appear to be SL=TP? You're a monster then, there's never been such a thing here before...

ot. So with a dumb strategy (random) and about SL=TP=C we have 50%. Ok... Now ( why do I have to spell it out so much?!) now imagine that there is some strategy, some ethereal strategy... that's slightly better than the dumb one. OK?... Go further, then we get a little more winning trades, with the same conditions, and that's how many more of them there are, so this strategy is more effective than the dumb one. That's the criterion. What else do you need? Before there was no evaluation, we had very complex (complex, non-linear, non-monotonic) based on profits. That's all.

What do you mean I didn't show you? Of course, if you're not looking, you can't show me... I wasn't joking, by the way... I just had to think about it a bit...

OK, I have nothing more to add, if you don't want to see it, you can't see it.

 
LeoV писал (а) >>

Then what's there to talk about if there's not even an MTS? Theory, air castles, dreams, sweet dreams....... what would happen if there were 98% profitable trades? ...... I'd be a king...... would be in the sweet spot....... beautyaaaaaaa!!!!!!!!!!!!.......

The author of the thread has an MTS but still doesn't sing "Beautyaaaaaaaaaaa!" but bashfully writes "Fuck" and asks for an opinion.

 

До этого небыло никакой оценки, были очень комлексные ( сложные, нелинейные, не монотонные) осноанные на прибыли

Why are you overestimating yourself so much... There is already such a complex parameter - especially for you:

Profit-factor = average_profitable * %_profitableables / ( average_loser * %_losers )

It is even more general than yours with TP=SL. Keep it and be happy.

But this is only one parameter. There are also drawdowns, which you don't take into account in any way.

 
Vita писал (а) >>

The author of this thread has an MTS, but still doesn't sing "Beautiful!", but shamefully writes "Fuck" and asks for an opinion.

I do have MTS, even several of them, but everything is not so good. I get sure the more filters I put, the worse the result, it cuts off false signals and limits profitable ones... Two sides of the medal...

 
Mathemat писал (а) >>

Why are you overestimating yourself so much... There is already such a complex parameter - especially for you:

Profit-factor = average_profitable * %_profitableables / ( average_loser * %_losers )

It is even more general than yours with TP=SL. Keep it and be happy.

But this is only one parameter. There is also the drawdown, which you don't take into account.

This factor is bullshit... It's bullshit, and it looks like you're farting, I'm sorry... That's why it sucks, because it's complex... I'll tell you a terrible secret - to find even a local maximum in a periodic random signal is not an easy task. All right, looks like maturity hasn't set in yet. Fibs, wave theories, cycle theories, digital filters, and whatnot... well keep going around the "miracle" ...

:)) Neural networks, wavelets...

I'm particularly amused by neurons, how many neurons do you have? So use at least a couple of your own. :))

 
Vita писал (а) >>

The author of the thread has an MTS, but still doesn't sing "Beautiful!", but bashfully writes "Fuck" and asks for an opinion.

I don't have one, and the main thing is that I don't need one... :))) I get by somehow, I live off forex, but I don't have it and the main thing is that I won't.... :)))

 
NProgrammer писал (а) >>

That factor is bullshit... It's bullshit, and you look like a fart, I'm sorry... That's why it sucks, it's complex... I'll tell you a terrible secret - to find even a local maximum in a periodic random signal is not an easy task. All right, looks like maturity hasn't set in yet. Fibs, wave theories, cycle theories, digital filters, and whatnot... well keep going around the "miracle" ...

:)) Neural networks, wavelets...

I'm particularly amused by neurons, how many neurons do you have? So use at least a couple of your own. :))

Laugh and sin....... Local maximum or local minimum are indirectly related to profit. That is, you do not need to look for them in order to make profit. It is possible to do without them.....