Non-fitting system - main features - page 26

 
LeoV >> :

Unfortunately, this is just your assumption in order to make it easier to make money. But in life it is far from that........

Yes. Maybe it will last, maybe it won't. But any phenomenon lasts for a while - otherwise it wouldn't be a phenomenon.

The point is that the volatility spectrum, for example (as a characteristic of market conditions - this is for example), is much less noisy than the price series spectrum. This is common knowledge and, in principle, understandable. This is apparently what ivandurak meant.

 
Svinozavr писал(а) >> Yeah. Maybe it will last, maybe it won't.

That's the thing.....)))

 
rider >> :

I'm not asking you to give away any secrets. But, if you can, share: what methods and tools do you use?

>> they're gonna tell you.

 
ivandurak писал(а) >>

The idea is this . All possible price movements have already happened on the available history. Its further behavior will in some sense fit into an already existing framework (I should probably say "patterns"). On the figure above we can determine three phases, (damn, that word again) trend Up, trend Down, and trend sideways.
It is necessary to introduce a methodology that will divide the price chart into phases of the market since the simple trend Up will have some finite number of sub-phases depending on the characteristics. For each phase, the appropriate advisor with its settings (optimum parameters) is developed to conduct virtual trades. As soon as the virtual equity becomes similar to the exemplary one, On Line Trading is allowed.

No one is going to reveal a methodology that really works. Because building a working TS on it is already a matter of technique.

But I would like to focus on the important aspect of time. Firstly, it is always important how long it will last after revealing. Secondly, in currencies the duration of a "phase" strongly depends on the time of day. And if you play intraday or analyze trends on timeframes below the day, you need to take it into account. Everything depends on the horizons and timeframes being played. There is no universal way to determine the phase that will last. Everything depends on the market, on the instrument, on TF. Trying to find such a universal technique is a bit like searching for the grail, which cuts the cabbage always and everywhere :)

 
med1um >> :

>> you're about to get a breakdown.


you were talking to yourself, I take it? :)

 
I may be dumb of course, but an unbreakable system is something absolute and as anything absolute in nature by definition cannot exist, i.e. a dialogue on the subject by itself will not lead to anything. If to allocate those or those properties of system of the most perfect system for today from the point of view of those or those indicators of firmness, in comparison with all other available systems and to define its separate characteristics as a standard - here it will be the unfitting system by definition, but tomorrow it can change or the understanding of unfitting, or something more perfect will be created and already it becomes a standard. And then how important is it whether or not a fitting system is used? The working capacity is simply determined by the factors of confirmation of compliance with the results expected from a particular system in different conditions (tests, work on demo and real accounts, work with different brokers, etc.) and the fit is obtained or not - it does not matter.
 
registred писал(а) >>

Now you won't be able to see it here before the market runs out of liquidity.

so on mamba it seems to end...

This EA is not bad, on a semi-annual history it has raised the deposit 100 times...

 
Reshetov >> :

The signs of a working system are that it optimises almost identically on both sampling and double sampling with a constant lot. For example, we take 10,000 bars. We divide it approximately in half, i.e. by 5000 bars. Optimize it for 5000 bars. Then we apply it to 10 000. If the profit factor remains almost unchanged or has insignificantly changed (becomes independent of the sample length), the system is likely to pass the forward test. Naturally, there should be about 600 - 1000 trades per 10 000 bars (300 - 500 per 5000 bars).

Where did you get that from, totally disagree, 10000/600=16, i.e. according to you the break between trades averages 16 bars.

For example: if the Expert Advisor works on minutes, while the periods of the indicators used exceeds a hundred, then what 16 bars we can talk about?

 
LeoV писал(а) >>

This is due to the fact that the larger the profit and the smaller the drawdown, it means that the TS has learned the history too well, respectively, in the future it is likely to work poorly, because the market in any case will be different ......

If the TS "learned" the history well in a year and gives a deposit increase of 10 times or more than 3000 in pips, then most likely it will not show good results next year or will be unprofitable - that's one thing. But if the trader has "learnt" the history for 10 years and obtains geometrical mean annual increase of deposit by 2 times or by more than 1000 pips over a year with RMS = 300, then that is something else.

 
getch >> :

TA is not about making trading decisions at random.

I am not good at predicting trading instruments, even those on which I make consistent profits (using only TA). Predicting is a much harder task than trading profitably.

And what is the point of posting predictions? If they prove to be true - will it be an indication of non-randomness? I will try to write an arbitration. If I succeed I will post it publicly.

Posted.