Signs of a REAL system - page 24
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I don't believe in TCs built on this.
You state that orthogonal indicators should be used, yet you yourself do not follow this rule.
I don't believe in TCs built on this.
Neither do I - you have to work by what you trade. >> But. I've seen advisors who were quite successful in scalping the rts index futures on the dax. So... there are a lot of things. Don't be so categorical.
Stationary, not stationary. Gone is the conversation.
....
Topeka starter! Please put the framework of the topic. I mean bluntly and calmly: we have got our hands on some kind of EA or we made it ourselves. We want to understand in the first approximation its viability. So we subject it to tests: we look at its stability against quotes, changes of parameters, etc.
This is what we are talking about, isn't it? Well, let's not digress from the practical side. And, what is important, the comprehensibility and applicability of the testing method.
Well, where to put them if people read not what is written, but what they want to talk about!!! :((((
The theme is called
Signs of a faulty system
It means that there will only be a list of symptoms and no recommendations on how to build a proper system, even how to eliminate those symptoms.
the very first sentence.
This article describes the criteria for evaluating the correctness of a trading system and Expert Advisor based on it.
what's not to understand?!! does it say anything like "as well as classifications of fitting methods and how to get rid of them" ? !!!! there's no such thing.
... It is for this reason that indicators should not be a derivative of price, since price itself is an indicator.
er... I was speechless for a while....
I can go further and say that we should throw away all speedometers, pressure gauges and other unnecessary accelerometers and useless gadgets. After all, what do you measure with a speedometer? heh... the derivative of a track! let alone an accelerometer! The track is an indicator! And if it is, it must be weighed! With a scale! It's quite orthogonal, isn't it? It's kilometres, and we'll count it in kilograms. Orthogonal! Let's apply another piece of road to this case, it's in kilometres too, but it's a country road. Also orthogonal! We can apply other orthogonals as well.
er... I was speechless for a while....
to further develop this, er, profound thought, we could go further and say that all speedometers, pressure gauges and other unnecessary accelerometers and useless gimmicks should be discarded. After all, what do you measure with a speedometer? heh... the derivative of a track! let alone an accelerometer! The track is an indicator! And if it is, it must be weighed! With a scale! Let's apply .... to it. Yeah...
I have littered this thread with such remarks that are irrelevant to its meaning. If you want to discuss a topic, you'd better create a separate thread for it.
Where can you put them if people don't read what is written, but what they want to talk about? :((((
The subject is called
So it is implied that there will only be a list of signs and no recommendations on how to build a proper system, not even how to eliminate these signs.
very first sentence
what's unclear here!!! is there anything like "as well as the classification of fitting methods and ways to get rid of it" ? !!!! there's no such thing.
I am new to this market and am just learning to trade with robots.
But that doesn't stop me from thinking that the most important sign that an automated trading system isn't right will be "the need to PREVENT OPTIMIZE its PARAMETERS in the MT tester".
It is clear that it is almost impossible to completely solve all problems in the MT environment and its МԛІ means. But that is why I consider systems "optimized" by means of the MT tester to be BAD from the very beginning. Another thing is systems constantly learning, for example MSUA can be remembered.
I don't know any others. Name one at least. Without price - astrology or fundamental analysis, which are the same thing.
And fundamental analysis, as I saw it, gives not a hypothesis about price, but parameters of its function!
And this applies to astrology as well... ;)
Sorento писал(а) >>
The main sign that an automated trading system is not correct will be "the need for prior optimisation of its parameters in the MT tester".
If the optimization graph (the one based on all variants results, not the one created by the tester using the Expert Advisor's results according to the best selected parameters) looks like a weak pulsating line, it means that the system is working properly :) If we see a freakish saw of large profits and deep dips, it means that the system is not stable and (as I wrote before) any slight modification of the trading robot cannot be avoided.
After the excitement in the "Who needs JAPAN CHANGES? I tried to systematize my criteria for assessing the correctness of this or that trading system and the Expert Advisor built on it. Here is a small summary of my rules which came to my mind.
>> Then I would like to hear comments on the optimization of the Expert Advisor, which was discussed in that thread, I understand that there was just a hint that it was the "wrong system", but after minor adjustments and elimination of errors, I optimized all parameters, and their values were different from each other by 100%. ForexTools, I want your advice on what results should be after the optimization so that EA could try it in real trading, and not straight to the furnace ... so... from personal experience....
Then I would like to hear comments on the optimization of the EA discussed in that thread, I understand there was just a hint that it is exactly the "wrong system".
I haven't hinted at it, I wrote - it was just a suggestion to think about what is the wrong system ;)
what are the results after the optimization so that the Expert Advisor could be tested in a real trading session and not immediately to the furnace ... so... from personal experience....
just like that, eh? :))) look at the stack of numbers and give me a guarantee that I'll make a lot of real money :))))
the system will not give profits even for 90% sure. besides, it was already discussed 100 times that the tester, demo and real - are three big differences, they only look alike (like all the chinese we look at one face, but they are all very different people).
From personal experience the sequence of actions is as follows:
1) we test different variants/currencies/times in the tester till exhaustion - if the number of satisfactory results exceeds the number of negative ones, then proceed to point 2
2) Open a couple of demo accounts for different currencies / timeframes, connect an EA to all of them and check - if the results are not worse than in the tester, then continue with step 3
3) open a microreal. to check the possibility of losing faster - with an wrong MM you quickly make a mistake, which will lead to a loss of your small deposit. this "bleeding" is absolutely necessary to learn to value your money. if there is no bleeding, or its lessons have been taken into account and checked again along the whole chain 1-2-3, then - go to step 4.
4) open a real, put it on the monitoring, bragging about the results and looking for investors, convincing them with these results.
Good luck ;)