Optimisation range - page 3

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Vinsent_Vega писал(а) >>
How to fulfil it technically - I think it's not the question... :)

I am also working in this direction.

I made an indicator, that splits quotire (M1 Open) into different trade horizons (abscissa axis, points) and on each horizon a neural network or a block of "a priori knowledge" searches for patterns in BP and makes N trades. Profitability is displayed as a red histogram (points per minute bar). Then trade risks for every horizon are calculated as a standard deviation from the equity line using the least squares method (white histogram). Horizon with the minimum risk is found and the balance curve built in the trading emulator is plotted for it (blue line represents the commutative income in pips divided by the number of one-minute bars contained in N transactions).

I am sitting, watching and thinking...

 
It's a bit complicated for me... why break it down into horizons and on what principle?
 
a matter of psychology.... . not more, but not less either ))
 

you may think you know something that the rest of us can't.... nothing like that.... i just once decided for myself that there is no point in developing any systems without acceptable principles for their optimization (or tweaking - call it what you will) - ultimately this is what determines our (your) willingness to invest in this type of business...... are you ready? ..... do you trust yourself and your own system? - invest...... no - it won't work :((((......

there is nothing interesting about optimisation (fitting) - it's just your and your definition of your system's readiness to trade....... a bloody chore that not everyone is ready for......

 
rider >> :
psychology issue.... .

what about objective a priori knowledge? don't you believe in it anymore?

 
Neutron писал(а) >>

P=k*W^2/d=k*W, where k is a constant of about 4.

where does this value of constant come from? is it an empirical coefficient or is there some theoretical basis?

 
Vinsent_Vega писал(а) >>
>> it's a bit complicated for me... why break it down into layers and what's the principle behind it?

Well, what about it?

After all, you can trade a dozen pips or you can trade several figures... Which is better? The best is the one with more significant (stable) patterns and less risk. You cannot say for sure by pointing your finger here! - So you have to search all trading horizons like a miner.

raDio wrote >>

Where does this value of constant come from? Is it an empirical coefficient or is there some theoretical basis?

You can get it if you solve the problem accurately using the method described by Ezhov, I just used their estimated result, and got the coefficient optimally.
 
Vinsent_Vega >> :

what about objective a priori knowledge? do you no longer believe in it?

believe and use..... but all faith has its share of doubt, don't you think? ))

for example, there is a certain trading horizon - a financial year, but in current times it has all shifted to an indefinite number of years........ so believe this (?) or believe in a longer-term trend, which (albeit according to Kondratiev) determines our entire future is yours and yours alone..... what trading horizon will you determine for yourself? ......

I forgot to add to psychology also market philosophy )))))

 
rider >> :

believe and use..... only in every belief there is a grain of doubt, don't you think? ))

what's true is true... so I'm wondering whether to take Neutron at his word or not...

Neutron >> :
I just used their estimated result and got the coefficient optimistically.

Optimized - how? Just optimized his adviser or what? I thought some serious research has been done... (I haven't read Yezhov myself, so I thought it was his figure - "4")


 
Neutron >> :

Well, yeah.

The sensual approach to trading, it's not for me. I think so - there is mathematics and it unambiguously defines an optimum in given area of parameters. It should be adhered to, all other things are of no use to me.

well.... inclined to mathematical methods ..... what does mathematics give us? .... has anyone done statistical research for different types of markets and experts? ...... has anyone published the results? ......

Agree that the task, for a single trader is impossible, ....... ))))) it's like for "Pirates of the Caribbean" to elect a King - everyone votes for themselves ))))))))..........

Mathematics is good when it is systematic, but when everyone starts to use it in his own way, it is better to switch to intuit (mathematical) )))).

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