"The 'perfect' trading system - page 18
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And he was changing robots. Only the person didn't change. Maybe the person needs to be changed? ....))))
No, he had some technical glitches that he tried to fix manually, i.e. it wasn't just the robot that was actually trading.
We have a technological process for the automatic creation of new adaptive trading robots - the human factor is practically eliminated (has the least influence of all possible).
to LeoV
That is how a man promotes even a delusional idea and does not give a damn about your arguments,
He is like a bull at a red gate and he does not care that everyone around him thinks he is a fool,
He will get his loser (and he will have the money) and that is the main thing.
I understand. But judging by the charts you are posting and the real ones - your EAs are heavily adjusted to the history. There is a kind of over-optimisation going on. They learn the history too well - this leads to losses on the real account. In this case the algorithm can be used to modify the analytical algorithm and then they will be transformed into a "formulas of the market". This is essentially the same thing. So, the big disadvantage of such programs is the strongest fitting on historical data. To sift out such things I use only check on unknown data (OOS). Looking at your charts it seems to me you are not using this. Why?
1. "Own function", as opposed to "market function". To be understood literally - the function of the trader, i.e. what he trades.
There's an example in the comments about the "drunk in the corridor" - in my opinion, quite illustrative.
Victor, I'm not really interested in illustrations and vague analogies ("the trader's function, i.e. what he trades").
I'm interested in a clear algorithm by which I can unambiguously understand how to construct the s.f. and market function.
If I trade MA10+MA30 (as usual, entry by crossovers), what is my s.f.? And how do I build the market function?
In the form of an algorithm, if possible, please. You obviously know very well what a mathematical formula and an algorithm are.
Has "maths for finance markets" been invented yet? :)
What are you writing about anyway? There simply cannot be any mathematically rigorous proof of trading theories, due to the nature of trading.
However, if a theory is proven in practice (adaptive EA), then it is correct, within certain limits of use of course.
I think that usually in a probability theory and mathematical statistics course the criteria for testing statistical hypotheses are studied. No special "mathematics for financial markets" is needed here, imho.
However, you have to answer your own question. Why do you suddenly have the right to construct an "own function" as opposed to a "market function", if you do not know the "maths for markets"? You made a hypothesis - have the conscience to test it. If it is not a hypothesis, it means that you know the "mathematics for markets" - why do you ask that question? ;)
I asked some simple questions (which you ignored). There can be no proof of trading theories? But there can be practical results and a thorough analysis of them, from which conclusions can be drawn about the likely sustainability of the EA in the future.
Your "it's true, to some extent", please and prove it.
to LeoV
That is how a man promotes even a delusional idea and does not give a damn about your arguments,
He is like a bull at a red gate and he does not care that everyone around him thinks he is a fool,
He's gonna get his fool, and that's what counts.
I just do not understand where he dug out the market for a sinusoid. The market has a good chance to trade any function, loop it and go ahead, at certain moments it will coincide with the market. I understand adaptation in a slightly different way - we identify the market condition and trade it. Everything else is like throwing dice.
I understand. But judging by the charts you are posting and the real ones - your EAs are heavily adjusted to the history. There is a kind of over-optimisation going on. They learn the history too well - this leads to losses on the real account. In this case the algorithm can be used to modify the analytical algorithm and then they will be transformed into a "formulas of the market". This is essentially the same thing. So, the big disadvantage of such programs is the strongest fitting on historical data. To sift out such things I use only check on unknown data (OOS). Looking at your charts it seems to me you are not using this. Why not?
Literally everything you have written is your fantasy.
That is, if you had studied PAMM, you would not have written such a thing.
Moreover, even in the adaptive EA the optimization periods and testing periods are clearly stated.
So before you ask such questions, you should first study the material you already have.
It's not fantasy - it's stark reality. But you, your statements that "investors are not interested in profit" - that's really your fantasy....)))))
As usual, the anti-spam campaigners have spammed everything
Victor, I'm not really interested in illustrations and vague analogies ("the trader's function, i.e. what he trades").
I am interested in a clear algorithm by which I can unambiguously understand how to construct s.f. and market function.
If I trade MA10+MA30 (as usual, entry by crossovers), what is my s.f.? And how do I plot the market function?
If you can - in the form of an algorithm, please. You obviously know very well what mathematical formula and algorithm are.
Any function you trade is an intrinsic function.
For example. construct a function using a PRNG - this will be your own function (NF).
NF is not enough - you also need to synchronize it with the market.
The algorithm is a special case.
There are two options:
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, through 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 changes direction, the thin line, if it is not synchronized with the thick, will continue its lengthening in a void - outside of the thick.
Now change the thick line to a pipe and the thin line to a cable pushing into the pipe. Where the pipe bends, the cable will be synchronised by the pipe so that the cable will also bend - their bends are synchronised.