Non-fitting system - main features - page 9
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Well, on a more practical level let's say. Someone managed, for example, to develop a system that meets all the requirements of the authors of the book "Computer Analysis of Futures Markets" (LeBeau C., Lucas D.). So far just on the Tester, with full farvard and other criteria. I haven't managed to do so in a few years. If anyone hasn't read it, the point is that on a certain, set of tools (naturally, as uncorrelated as possible), you have to develop a general TC and get a good result (on farward, of course). Maximum, what I have got is that from some set of tools we obtain a fard system, which gives good results in some subset of tools. But the subset seems to be a fitting again. I am now racing online and the results are rather disappointing. That is, even with a ready-made method, even in the Tester, it is extremely difficult to work out. That is, to reject a method, it must at least be tested. But the method is still based on the elements of determinism (the same ancient postulates of Tao about trends and repeating History). I used frames from weekly to hourly, and the period since 2000, that is clearly not working on the noise.
Optimisation is fitting. Simply by the meaning of these words. They are synonyms. There is no negative motive behind it. Just a fact.
For example, what's wrong with adaptability - online optimization, on-the-fly fitting? There would be a sane algorithm on a fundamentally reasonable idea.
So, yes - the main attribute is the need for optimization. But the sabbath is about something else, as I understand it.
How to understand that TS (have stolen it from someone, or what) shows what is logical in it, and was not achieved by an unknown author through optimization. It is a strange thing to do.
No. The subpage is definitely about something else.
Probably about how to understand that the TC you created was made in your right mind, on sober reflection, and is the realization of some idea, not a "Young Alchemist" lab.
No Also somehow...
I'm confused. I'll have a look at the sabj-maker's top post.
Yeah. That's what it's about. How to understand that your idea is correct, and its reanimation has the right to be called a stable, profitably working TS.
Then yes - optimization should be used only as a tool for examining the TS for professional suitability. Therefore I propose to return all the same to the methods of investigation of TS by means of optimization, mentioned by the topic starter.
By the way, the authors of the aforementioned book do not deny fitting as such. They only try to reduce its degree to some reasonable limits (and this is a fine line). And fidelity of TS is a coincidence of Farvad-tests (on the tester) with Online-test at some interval (the question at what? - again a fine line, that is when the system breaks). During this time the next TS should already be ready etc. Apparently, these fine lines belong to the sphere of art (intuition and experience). In this case, the work of a trader is akin to highly creative work, where formal methods are intertwined with low-formalizable (yet!). And the discussion about the degree of determinism (i.e. stochasticity) of the market is a matter of personal commitment to one group or another.
to Svinozavr
Let me not respond to your post, just sick of reading it already: "What was I supposed to do within the bounds of political correctness? At least there is hope that you will sober up" or "Otherwise I will think that it took you 4 years to study SMA".
I will not waste your precious time, you will need it on TA (By the way, learn the subject of your worship, because you seem to know nothing else except SMA, so you keep asking all the time). Also let me wish you good luck, because it is the only thing that can help you with TA :o).
Good luck and good trendsCan I disagree with this?
In any stable system, there is such a parameter as the Feedback Factor, which must be adjusted (read "optimised"), without it, it will "break down" after a while. Even a semi-automatic machine like the Drain Tank (not to be confused with one of the topics on this forum) has it :)
As for the rest, I agree - the less sub-parameters in EOS, the better.... Even better, if these "subparameters" will determine not the coefficient itself, but the order and rules of its automatic adjustment :)
Of course, you can disagree with me!
But do not take my following remark as a nag to words: a word is an image of some object, concept or phenomenon, the human brain perceives and processes the information that comes from outside only in the form of images (including words). Therefore any distortion of image such as inaccurate wording, inconsistency of statements etc... actually leads to disorientation of brain in the information field. To put it simply, in order to be understood correctly by people around you, you should accurately operate with verbal images of those concepts which you want to convey.
No offence, but in one little statement you several times distorted the truth: 1- feedback coefficient is a parameter not of the system itself, but of feedback directly, the fact of presence (absence) of feedback in it should be attributed to the system parameters; 2- if you have first-hand knowledge of feedbacks you should know that there are positive feedbacks POS and negative feedbacks ROS. Coverage of the system by PIC leads to the emergence of self-oscillatory processes in the system (oscillation generation) in your terminology "dissipation", with the introduction of feedback into the system auto-attenuation occurs (stopping the processes) - as you can see neither of these has anything to do with the definition of "steady system", unless to consider a full stop as steady (like dead don't sweat); 3 - steady system by definition doesn't need optimization - go deep into a word "steady", didn't you see?
A small summary - a process similar to what is usually understood under the optimization, takes place at the earliest stages not even at creation of TS, but only at definition of possible components of the future system, its purpose is not adjustment of parameters, but maximum precise definition of influence factors. At the end the "stable system", according to your terminology is a system without parasitic feedbacks (unaccounted factors of influence).
That's how I think to myself, and you have every right to disagree with me on that too....
If I haven't bored you yet,
Tired. What's this about?
to Svinozavr
Let me not respond to your post, just sick of reading it already: "What was I supposed to do within the bounds of political correctness? At least there is hope that you will sober up" or "Otherwise I will think that it took you 4 years to study SMA".
I will not waste your precious time, you will need it on TA (By the way, learn the subject of your worship, because you seem to know nothing else except SMA, so you keep asking all the time). And may I wish you luck, because it is the only thing that can help you with TA :o).
Good luck and happy trends.I see. I have no more questions. I didn't get a single answer. The doubts that tormented you have transformed into the certainty that you simply do not know what you are talking about. You can't answer an elementary question and are only twisting and trying to hurt. Ridiculous and pathetic. There really is no point in talking like that.
===
For reference: "Technical analysis is predicting future price changes based on analysis of past price changes." It's from Wiki. The methods are any. The main thing is the subject of analysis. Some people do not like the term "forecast". OK. Let it be an expectation - when we open an order, we expect (forecast) that the price will meet the logic of its opening in the future. It may be loss or profit. Or an expiration time.
I think you're an idiot. Sorry, of course, but that's not even an insult. It's just a fact.===
Apologies to the topic starter for the off-topic.
The earth shook like our bosoms,
Horses and men mingled together,
And the volleys of a thousand cannons
Were merged into a long howl...
.
It was dark. "We were all ready
To fight again in the morning
And to the end stand...
.
...
but it wouldn't hurt to know more:
Decision-making problems
http://www.rfbr.ru/pics/28387ref/file.pdf
2- If you have first-hand knowledge of feedback, you should know that there are positive feedback PIC and negative feedback RMS. Coverage of the system by PIC leads to the emergence of self-oscillatory processes in the system (oscillation generation) in your terminology "dissipation", with the introduction of feedback into the system occurs auto-attenuation (stopping of processes) - as you can see neither of these has anything to do with the definition of "a steady system", unless to consider a full stop as a steady system (like dead people don't sweat); 3 - a steady system by definition doesn't need optimization - get into the word "steady", didn't you?
......
That's how I think to myself and you have full right to disagree with me in it too....
So, grasn and Svinozavr are having an argument, and now it's up to us :)
[1] Let it be according to you..... is a property of the OS system, and its coefficient has nothing to do with the system..... does it change anything?
[2] Familiar, and not from Vicpedia. I am so familiar that I haven't seen and felt any really working system without OS (only about biosystems, like Earth, don't need to recall) - have you seen? - enlighten me. PIC, OOS are special cases, I did not mention..... but simply did not consider it necessary. Here the contingent is such that he does not need to spell out anything.
[3] The property of "stability" does not appear out of nowhere, but is achieved by competent design, construction and tuning on site. Stability of any system is not constant, eternal (if we talk about real systems, not theorizing).
Now it's your turn to get into the word "setup".
The main sign number 1.
The system does not leak on the real.