To follow up - page 36
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Мифические "лучшие" входы, где они?
How mythical are they? They're all very natural. I really do not know what signals are used (and I do not know the FP parameterization in that picture either), but I strongly doubt that Candid would draw a flashback picture and give statistics in the next post, confirming a qualitative leap in system efficiency.
As a young student I ask - if FP is used, who prevents to compare each point of the CP (by history from end to beginning :) with an acceptable waiting time and a possible entry into the market - profit/loss? Then draw these trajectories in FP and argue about the importance and usefulness of coordinates, robustness of estimates, etc..
Well, I'm a youngster here too, for that matter. I've never before highlighted the cli... pardon me, context to the point of making it a key part of TC creation.
I just don't understand where the beginning of the story is and where the end is. Let's better speak in terms of bar numbering adopted in MQL4. So, from zero bar to the bar with the maximum number?
I like this approach too(Andriy, maybe I misunderstood you at the beginning). It turns out that we completely abstract away from the specific system that gives the preliminary signals (it just doesn't exist), and draw a "potential utility map" of the price series. OK, let's give it a try. Do I understand you correctly now?
Just want to be clear right away: the utility map needs to be real, not a perfect markup a la ZZ.
Further than talk about the need to determine parameters-coordinates of FP "business" has not "gone".
So I suggest we go back and start developing the topic from here - what they might be,
how to measure them, evaluate them, etc.
OK, let's get started. I have seen your parameters - ROC and FC. Please, explain me why you liked them so much.
And I, once we start talking about specific parameters, can continue the list with what I myself consider to be the essential coordinates of FP.
We cannot get away from 33.
Unobvious. I can guess that the maestros of the branch have a soft spot for it, but I myself am almost indifferent to it.
"Lebeg's" or "Riemann's"? (c) Pastukhov.
This depends on the approach. If we take ZZ (or Cagi, say) as the basis, then it will be Lebek's, but if we enter based on bar openings and closings, abstracting from ZZ, then Riemann's is good enough.
В связи с чем ты так ... гм ... настойчиво хочешь утвердить, что ты не используешь ни ФП, ни его определение и вообще слышать о нем ничего не хочешь ?
See, you substituted FP as a term for FP as an entity in that sentence, which resulted in a falsification. Do you understand now the difference between a name and an entity?
Oh, by the way, and about the term - I've written many times here that the concept of FP provides great terms to describe what I do.
See, you substituted FP as a term for FP as an entity in that sentence, which resulted in a falsification. Do you understand now the difference between a name and an entity?
You're a philosopher, I see. It's just a pity it's out of place.
No, I don't want to waste my time. I wrote that it's an imho. If it gnaws at you, you can reread the stalker post again.
If you've written about it, it's gnawing at you.
But in general it's clear - you're just going on about the old things, you can't calm down, you can't hear me.
All right, forget it.
А от дефиниции контекста - якобы правильной, перепрыгуть к ТС?
No, first the TS, or rather the set of trades. Context later.
In those pictures you have the TS "enter on each bar - exit by ZZ". Then the context is determined by the indicators. After that, trades are filtered by context, i.e. some of them are prohibited. And everything would be my way if not for the exits - you will never find these exits in the real market.
Not to come back again: in those pictures I have zigzag trades, only on my zigzag. The base section is summer 2004 - summer 2007, OoS - summer 2007 - summer 2008. But I've looked beyond that as well, it's going down further. The crisis, however. However, I wrote that I don't like these parameters :)
Mathemat писал(а) >>
we completely abstract away from the particular system giving out the advance signals (it just doesn't exist), and draw a "potential utility map" of the price series. OK, let's give it a try. Do I understand you correctly now?
Yes. And I initially thought that's what the conversation was going to be about. Let's gather the parameters.
Not all and sundry, but identifying well, or "condensing" the hypothetical ideal profit into the area of certain "hyperspheres"... e known horse-parameter.
And from 0 - to 100000 at first to find exactly the value of the "ideal profit".
Like
Candid wrote >>
Pastukhov's strategy degenerates into a game against major zigzag with entries by minor zigzag. My results are unsatisfactory, either another tactic or additional contexts are needed.
And that's kind of where it went from there.
;)
Нет, сначала ТС, точнее набор сделок. Контекст потом.
Вот у вас на тех картинках - сначала ТС "вход на каждом баре - выход по ЗЗ". Потом по индикаторам определяется контекст. После этого сделки фильтруются по контексту, то есть часть из них запрещается. И всё было бы по-моему, если бы не выходы - вы этих выходов никогда в реале не найдёте.
Let's see what happens. This approach has a right to life too.
But I am very alarmed that avatara wants to go through history in the opposite order to the natural order, i.e. he intends to go from bar zero downwards. I would on the contrary go from King Gorokh to the present, carefully avoiding looking into the future.
But I've already looked beyond that, further down the drain.
Curious and sobering. Maybe try to find the Intersection of optimal zones on the whole story? Watching them move is now considered inadequate, as it is simply a consequence of a particular implementation of the quoting process, nothing more. With a different implementation these zones could move quite differently.
ОК, давайте и начнем. Я видел Ваши параметры - ROC и FC. Разжуйте мне, пожалуйста, почему именно они так Вам приглянулись.
Also ATR.
FC is a "dependent" parameter. Hypothetical profit. future 33 - current Close price.
And the choice of other parameters is an initial approximation...
To continue the discussion on sensitivity and inertia.
A couple of general considerations about the coordinates of the CC, as it has been called here. For more science.
In Candid's approach ("first a set of trades, then AC"), the original TS that produces the preliminary signals (here, Candid's personal ZZ), in a way, sets constraints for AC coordinates. In other words, QC coordinates cannot be universal for all instances. It will be one set for a ZZ, another for a two-machine system (I suspect there is simply no stable QC parameterization for two-machine systems).
The original TC and QC coordinates should fit together. I believe (imho) that an acceptable criterion for their correspondence is a non-empty optimality zone, which is the intersection of such zones on private parts of history. Of course, such a criterion does not give any guarantees, but who or what will give them?
Давай посмотрим, что получится. Этот подход тоже имеет право на жизнь.
Но меня очень настораживает, что avatara хочет проходить историю в порядке, обратном естественному, т.е. намерен идти от нулевого бара вглубь. Я бы наоборот пошел от царя Гороха к настоящему времени, тщательно избегая заглядывания в будущее.
Look at the script. It might be worth using something similar. then the evidence base would be kind of the same.
It was written in a hurry. Maybe that's why the cuts... ;)
Исходная ТС и координаты КК должны подходить друг другу. Считаю (имхо), что приемлемый критерий их соответствия - это непустая зона оптимальности, являющаяся пересечением таких зон на частных участках истории. Конечно, никаких гарантий такой критерий не дает, но кто или что их даст?
under ideal parameters (or rather, under ideal "measurement" of them) QC areas will have different "profit"/"risk of slipping it" ratios.
And it should not depend on the instrument and the period of "life".
And the harsh truth of life ( in differences ) must be explained by error... And if, getting ahead of the TS, it is above the threshold - smoke and wait.