Yoghurt systems and canned systems or The relationship between trading tactics and the reliability of historical test results - page 11
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More than a year without overtraining? Didn't you write that you overtrained in May?
Stops, or at least their presence, determine the pattern we will look for. A stop is a condition. If the system changes the condition, it changes itself (agreed?). So if we run identical inputs with one stop, and then another, and then no stops at all, but with an output by the opposite signal, then the results will be different - different patterns work differently.
Something tells me that everyone has a different understanding of "pattern".
Probably, the author(though he has nothing to do with it : ) - erased it, because he was afraid of the "parallel branch" :) ), as I, for example, understand by regularity:
- After "flea" and "shoo" the price will move with xxx% probability.
(Of course we do not indulge in such primitive things :). I have, for example, for 2007 and 2008 a stable "probability hump" :) for "f 1 FFT" - a "fucking" regularity :) )
- Yurixx, if I understood his profound post correctly, is talking about macroeconomic patterns
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And various ATC gimmicks such as stops, takes and even more so trailing bars cut down on the root/in principle/completely all the "regularities" found, as they have nothing to do with the latter ("regularities of price behaviour").
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ZS. Naturally, I'm not talking about any "reasons for price movements" - only timid hints about future, possible price movements. :)
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Aircraft radio engineers will save the Mathematicians :-).
Lucky you :( But all my life I have been "flying on ceilings", yes "on bombing", yes "systems of landing of object X on the deck of object Y in conditions of Z" and other TAU :)
More than a year without overtraining? Didn't you write that you overtrained in May?
ah... so you meant how long you can go without training... I don't know and I don't have a clue... I'll get my bearings on the ground. There have been three workouts already... But not by trading stop, not by reaching the stop criterion, but just by wanting to...
And various ATC tricks such as stops, takes, and even more so trailing bars cut down on/in principle/completely all the "regularities" found, as they have nothing to do with the latter ("regularities of price behaviour").
Totally agree!
ah... so you mean how long it can last without training... I don't know and I don't know... I'll get my bearings on the ground. There have already been three workouts... But not by trade stop, not by reaching the stop criterion, but just by wanting to...
So three overtraining in a year? so 4 months?
Agreed. Except that we will adjust the stops and takes for a given period simply by counting the number of successes at each value. Which value is the most repetitive, we will take it. We can plot a histogram: the number of times price moved by so-and-so points after the signal. On one axis - the amount (height of bars), on the other - the value of movement. Here we have a "slice" of patterns that depend on SL and TP.
To calculate stop and take levels using good patterns, we should teach the system to look for and use them. And to do that you should do it yourself at least once. And we are just discussing one of the important points of this search - durability of patterns. Or how to find a good sustainable pattern. Here :)
Let's all try to find a good sustainable pattern, I just wonder if all of us discussing this topic together will come up with something good? Together we will try to determine its optimal window of forward testing, its suitability, etc. >>What we will use as a signal for input?
And the various ATC tricks such as stops, takes and especially trailing stops kill/in principle/completely all the "regularities" found, as they have nothing to do with the latter ("regularities of price behaviour").
So you believe that when you introduce an additional condition like stops, the pattern doesn't work?
I like the pattern on MN1
let's take 2006 2007 2008 EURUSD
cheekily and stupidly count bullish and bearish candles for 3 years
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and oh my!
EURUSD is in an uptrend
36 candles in three years
bearish candles 3-2006 4-2007 2-2008 total 9
bullish candles for the same years 27
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I think there's quite a pattern here.
and it is unreasonable not to take it into account
What stop you put in the system is what you take out)))
So you believe that by introducing an additional condition like stops, the pattern does not work?
It would be a "different pattern". So, as always - "a question of terms".
To give you an example:
- You have found a 100% pattern (MA to the degree of RSI > the root of the degree of the "hour bar" from the stochastic - there will be an increase)
- How does your TS work - can there be more than one order at a time?
If "No", i.e. at one moment you have one order, it means you miss the signal.
Alright, we "share".
- You expect with a 98% probability (favourite number of some forum users) a price movement of 78 points up, but you have a drawdown and your trailing stop or even a "fitted" stop. (and we're not talking about "protective" stops). And who is to be trusted - the tester with 65% "Profitable trades "% of all)" or the imaginary/real "pattern"? Moreover, even when I successfully predicted the "fact" of a rise/fall, I could never predict its value down to the pip, i.e. - TP? I.e. a premature (in relation to the "pattern") close?
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All very exaggerated and maybe wrong!!!
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So as not to proliferate `question and answer': I have decided for myself!!! that I should look for `the regularities' for the input signals AND `the regularities' for the output signals. No "constants", including stops, profits and trailing bars may become patterns.
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At the same time I do not "forbid" :) to take profit also for pips, graders and other "bezindekators", and who will "beat" whom - still remains to be seen.