"The 'perfect' trading system - page 28

 
lea >> :

Fortunately, we do not need to solve this problem. In most cases, the market itself brings the equity curve of a system to the form of a straight line with a negative slope. ;-)

Clearly, you don't need to :)

 
Svinozavr >> :

What am I wrong about? - I did not write a post for his opponents - that is, that is. I just explain why such a reaction.

If you're talking about a comparison with the Perpetuum Mobile design, then again - just explaining why this comparison comes to mind.

But you are really wrong when you try to explain everything by the bruised ego of your opponents. Not the right level for such feelings. At least not for everyone.

It's clear that not everyone has it.

But those who start to "speak out loud" without understanding it clearly have a certain ego problem.

Usually, opponents, having understood, prove will work or not - without emotion, because it is not important delirious idea or not - it is more important usefulness of its practical application.

If there is practical usefulness, then "bringing up the theory" is a different task.

 
Yurixx >>:Synchronisation - what provides the link to the market is ... and what follows is an extensive piece from someone else's book about synchronisation of oscillations in electrical systems, generators, radio transmitters, etc. And also a list of books concluding with the BSE. Do you mean the Great Soviet Encyclopaedia? And why did you forget the explanatory dictionary of the Russian language?

I gave a link to the term, assuming that you know where it comes from and what it says. At least in the BSE there are references to special literature with which you can get acquainted if you wish.

 
Yurixx >> :

What is an "intrinsic function" ? Give wording, specific explanation, example of use, actual example of SF. What is NF in EA, which is posted in CodeBase on MetaQuotes website? Explain how you used PRNG as an SF.

NF is a function you create yourself, i.e. you trade - you get a numeric series.

For example, "buy cheaper - sell dearer" - the result of this strategy will be NF.

The trajectory of your car is also SF.

Any result of traders' trading in contests is their SF.

You can use the PRNG to create SF, for example as follows:

1. set the direction of the PRNG trade, if more than 0.5 - 1(buy), less than 0.5(sell)

2. Limit and stop are equal to the constant.

The result will be some random curve, which in general will rarely correspond to the FF, i.e. according to statistics 95% of traders lose.

In fact, these 95% of traders simply use their own PRNG, which they loudly call a "trading system".

The main NF in the EA is a sine wave. StopBase is 1/4 wavelength.

The sine wave is synchronized by the FR, therefore it always has different final wavelengths and shape - it is compressed, then uncompressed, respectively the amplitude is less, then more.

I'm too lazy to draw, so I'll have to "strain" my imagination.

Any periodic function will do instead of a sine wave - it's easier to implement a periodic function because less parameters are required for its definition - for a sine wave one is enough.

 
VictorArt >> :

I am too lazy to draw, so I have to "strain" my imagination.

Instead of a sine wave, any periodic function will do - it is easier to implement a periodic function, because it requires fewer parameters - for a sine wave, one is enough.


Fourier is alive!

Who else t. Slutsky-Yul remember?

Let's calculate... ;)

______ Did he fuck up amplitude? Frequency? And shift - maybe... Which ONE parameter is he?

Just One.

Scandinavian deity.

Of any re-invariant function.

From time to time I'm drawn to astrology, or chiromancy... or just the mantle.

 
Yurixx >> What is "synchronisation"? Not in general, but in your particular case of trading theory. How is it performed ? What is the difference between it and a fitting? By the way, fitting, or optimization, is the process of determining the values of parameters that provide the best approximation of price series. So don't be so shy about the word.

What else is in your OTT apart from these two concepts ?

We have SF - a sine wave.

The FR synchronises the SF.

If the FR is also a sine wave, it is quite easy to synchronise them.

In our case, the FR is an unknown shape in advance, so the FR synchronizes the NF in such a way that the NF is not very far away from the FR.

In the simplest case, a stop-loss triggering is enough - we change direction and for a while the NF is again "inside" the FR.

The road synchronises the vehicle in the same way:

1. the driver sees the turn and drives the car in such a way as to fit into the turn

2. If the driver makes a mistake, the guardrail automatically inscribes the vehicle into the "road function" - the synchronization function

In our case, the trader cannot see the turn by definition, i.e. only p. 2.

Periods of synchronicity are periods of profit.

Periods of asynchrony are periods of losses (a car behind a fence, somewhere in the woods).


Optimisation in this process is only needed to minimise the size of the stop loss, i.e. reduce synchronisation costs - the more accurate the synchronisation (less cost) - the greater the profit.

If you read carefully, you should immediately realize that during the flat, the synchronization costs are greater than during the trend. Hence, the expression: "trend is a trend".

By the way, cars on winding roads are also hit more often than on smooth roads.

 

In simple terms, in the language of similes, imagine a drunkard staggering from wall to wall in a subway. It is clear that his trajectory is initially - in Victor's terms (tv) - a proper f-I, which has little to do with reality (the subway), and the more drunk he is, the more proper this f-I is. Moments of collision with the wall - tv - synchronization with stark reality.

The resemblance with this character is even more accurate from the fact that the moments of synchronicity reduce the poor guy's ability to move at all. If chances are he won't make it to the opposite wall of another transition bend, as realising the flat (straight section) will completely deplete his strength. And since transitions are designed in such a way that there are as many straight sections as approximately flat sections in the market, i.e. the majority, it will remain there in case of strongly own fi ndings.

Hence my observation about the price of measurement, or synchronisation if you will. I was pointing out that without reducing the detachment (ownership) of the f-i from the market, profitability would be problematic. In other words, if the alkie had any sense at all, his chances of getting there would be higher. That is, if he had any analysis of his environment. I mean the TA.

Then there is a question of necessity of synchronization itself - TA tools allow to orientate with less expense - with their help you don't have to run into a moose to understand a direction.

In short, as in the case with the attack on the 2nd principle of thermodynamics, the cost of measurement makes all this fuss a thing in itself.

Another consideration. Flat, as no one seems to argue here, is a common state of the market. That's where the biggest losses lie. It is a strange thing - to kill on flat, for rare trend areas. (It suggests the opposite logic.))). Maybe, it would be better to synchronize on a trend?) But in my opinion, both these points are not interesting, both in terms of profit, and in terms of stability (this is if there is profit yet))).

In general, all this is strange...

 
Svinozavr >> I'm talking about TA.

Then there is some doubt about the need for synchronisation itself - TA tools allow you to navigate with less effort - you don't have to hit a moose with them to get a sense of direction.

In short, as with the attack on the 2nd principle of thermodynamics, the measurement price makes all this fiddling a thing in itself.

You say TA allows you to navigate better? :)

I wonder how a blind or deaf driver can navigate better with TA?

Because a trader cannot see the "road" and has no possibility to see it, he can only make guesses about what to expect.

TA is just overcomplicated PRNG, what is confirmed by statistics - 95% of traders are lost in 0.

 
Svinozavr >> maybe we should synchronise on the trend?))



Genius! :)

But it remains to be seen where we'll have the trend and its duration...

But TA will undoubtedly help you with that :)

 

Do you not know how to answer substantively at all? Have you tried to think about what is being written to you?

That's too bad. Although everything is obvious here. But it's not a given, so it's not a given.

But maybe one more time?

Гениально! :)

Except that it remains to be seen where we will have a trend and its duration...

But TA will no doubt help you in this :)

Empty talk. I wrote how. TA has nothing to do with it. Think about it. Get over yourself and try to think instead of posturing.

TA will help, but not you - it has nothing to do with the topic of moose synchronisation. Try to at least read carefully.

You're saying TA allows you to navigate better? :)

I wonder how a blind and deaf driver can navigate better with TA?

Because a trader cannot see the "road" and has no possibility to see it, he can only make guesses of what can be expected.

TA is just overcomplicated PRNG, that is confirmed by statistics - 95% of traders are lost in 0.

It easily will. By tactile sensations, for example. And not from the car hitting an obstacle. Look, do you really not understand what you want to get across, or are you just pretending?

If you want to compete in polemical tricks, and not to get into the essence, there is nothing more to say.

About the 95%. Do you think they knew TA and knew how to use it? I'll tell you worse - 99% don't know how to use TA and don't even understand what it's for.


In fact, there's nothing to add. If you look at your "theory" soberly, you will see that it does not smell of stability in a profitable context for exactly theoretical reasons.

However, soberly you don't seem to be ready to look.

Okay, then. Good luck.