"The 'perfect' trading system - page 23
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Only better. If there is an investor, the MoD is inherently shifted to the plus side.
No way... Listen to all sorts of hysterical messages like:
- Dear Igonter, when will you announce the resumption of trading?
2. Why so shamelessly lie about 59%! If you lack competence, take a calculator and calculate at least your balance - the maximum loss of my investors did not exceed 18%, especially since today it began steadily declining!
Given our recent conversation fmag, I am convinced that you are giving the term "adaptation" a different meaning than is generally accepted in the field of adaptive control system design.
Why yours? In view of the peculiarities of TC construction.
The term has a rather broad meaning: "Adaptation (Late Lat. adaptation, adaptation, from Lat. adapto - to adapt), process of adjustment of structure and functions of organisms (individuals, populations, species) and their organs to environmental conditions" BSE.
here's a test from 2009 - constant starting lot
2009 г
there is a profit... but on the higher charts due to the large number of trades, the profit seems to be small....
and this is from 2008
2008 г.
This is what confuses me: "the lines - aka the SL and TP and order placement levels - are calculated in about 10-15 pips", but otherwise there is nothing to complain about so far, if I understand your idea correctly, you have everything within the OTT framework.Victor, aren't you confused by the price of adaptation (measuring correctness) of your TS? Do you understand what I mean?
Not embarrassing. Universal systems are always inferior to highly specialized systems in a number of respects, but they are simpler and more reliable to operate.
For example, most TS developers are trying to find some hidden patterns in the price behavior and earn on it, but as soon as the market changes and the pattern disappears, they have to look for new patterns and it will take them forever.
And there are no guarantees that they will manage to use new patterns - the market may change even earlier.
On the contrary, we're not trying to look for patterns, we know for sure that after a period of losses a profit period will begin, no matter how the situation develops. It only remains to keep a balance between profits and losses - it is easier to develop new and new TS.
What's it to you? Don't drink beer with them, do you? So they write and write - pay less attention. Nerve cells don't regenerate.....))))
They write a lot of things on the fence, too. But it is not there....))))
The office writes (c) Ostap Bender .....))
By the way, an interesting message in one of the PAMMs that closed unexpectedly:
"You have to warn in advance if you want to save your reputation!!!"
All investors understand that profits may or may not be there, but if a manager behaves unpredictably, it irritates them a lot.
.... we are not trying to look for patterns, we know for sure that after a period of loss there will be a period of gain, whatever the situation.....
Usually the loss period is followed by, how shall I put it loosely, kaboodle. And that's before the "profit period" begins. :)
Any function you trade is your own function.
For example, build a function with PRNG - that will be your own function (NF).
NF is not enough - it needs to be synchronized with the market.
The algorithm is a special case.
There are two variants:
1. We discuss the General Trading Theory (GTT).
2. we discuss the adaptive Expert Advisor, a special case of the algorithm.
The market function (MP) does not need to be constructed - it is ready-made, in the form of a price series.
There is only one thing to understand here. FR transforms SF, by means of synchronization.
Imagine two straight lines:
1. thick - SF.
2. thin - SF.
The thin one is inside the thick one. Its length increases, following the increase in the length of the thick one.
If now the thick line will change the direction, thin, if it does not synchronize with the thick, will continue the lengthening in emptiness - outside of a thick.
Both points proposed for discussion are interesting. However, it makes little sense to discuss the second one without having understood the first one. Therefore I would like to start with the OTT.
Unfortunately, I haven't found anything on your site, in the documentation to the builder, or here about it. Unless of course the image you drew with two straight lines can be considered to contain the OTT. Could you please provide a link to its statement - it would be good to get acquainted before discussing it. :-)
Usually a period of losses is followed by, how shall I put it loosely, kaboodle. And much sooner than a "profit period". :)
Yes, if one tries to predict the future and not use OTT :)
If you use OTT, after a period of losses, a period of gains is inevitable.