"The 'perfect' trading system - page 102

 
Mathemat >> :
Oh tell me about it, please. I used to get my top myself back in the days of the Soviet Union. I don't remember anything that scary.

Similarly. There were exams, yes, but no reprisals. Except for one case, when in our institute students created a secret circle of Marxism-Leninism in order to improve it. They snitched, the GB raked, and got real sentences.

 

Victor, you must have been in some kind of military school?

I had a moment myself. I got a 2 in scientific communism. Worried about retaking it, but I got a 3. There were no orgasmic reprimands. So I got my diploma with two C's - for the history of the CPSU and the National Committee of the Communist Party of the Soviet Union :) It was a really posh diploma.

 
gip >> :

Yeah, you're the one who can make jokes now. You probably haven't seen how the philosophers of Marxism-Leninism used to make jokes like that, and comrades made invalids. At least they didn't pack them in tins.

So who hoovered who. Philosophy, in the right hands, is a powerful thing.

What a horror.

It's '37.

>> how old are you now?

 

2 gip: you should not like philosophy, father. For me, of all the social "sciences", it was the only outlet in all that scholarly nonsense.

Histmatism is not so interesting, though there is something there too. And as presented by the Strugatsky ("It's hard to be God"), it's even quite fascinating. Probably written at the request of the Politburo...

 

Where is the philosophy? All I see is philosophising.

 
sol >> :
In my attempt to understand the ideal system within the market, I came to the opinion that an "ideal" system should be a system that takes a maximum profit on an instrument with a maximum number of trades with 1 contract. Estimation of the maximum profit and the maximum number of deals will be the measure of an ideal system.

What is the other measure of perfection? What is it? Perfect, more perfect, even more perfect, perfect to the board? :)

 
paukas >> :

What other measure of perfection? What's that? Perfect, more perfect, even more perfect, perfect as far as the eye can see? :)

That's the measure of perfection. It is what it is. Suggest your own.

 
Which contract are we talking about? And why with the maximum number of trades? Please explain.
 
sol >> :

That's the measure of perfection. It is what it is. Offer your own.


What good is an "ideal profit" if it is only "on paper"?

In this formulation of the problem, the "ideal system" must remain "ideal" at any price series, including random (PRNG).

Such "ideality" cannot be achieved - it can only be dreamed of while lying on the sofa.

Ideality is not about profits, but about the ability to not collapse for as long as possible (carrier stability).

Profit is nothing - stability is everything! :)

 

Probably add as many lots as possible to make it perfect. A contract, aka a lot. I apologise for the confusion in terminology. The maximum number of trades because it is profitable for the broker and increases the reliability of the system.


The sense of ideality is to understand what maximal profit can be squeezed from a price series. Knowing this, you can estimate how close the system is to the ideal one.


Stability in an ideal system should be present in the fact that the system knows the market direction perfectly and stably.