I INVITE COOPERATION FROM A TRADER-PROGRAMMER - page 12
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https://www.mql5.com/ru/articles/1530
Thank you! Interesting. I will read your other articles as well.
Эта система дает прибыль и на других парах. Но там меняется параметр N для входа (один из 2 параметров) и значение тейка и стопа. Это думаю понятно, так как волатильность пар разная. Что хорошо для евро/доллар, то ужасно для фунт/йена.
Поэтому не могу протестировать все пары с общим значением N и общим значением тейка и профита. Для каждой пары они будут свои.
Who said anything about common values for all pairs? Let there be different parameters for each, you can test them independently. The main thing is to fit it all into a single system concept. Maybe we won't need any filters.
My express analysis was designed to show you that there is also the problem of system evaluation, which is not easy at all. But it can also be dealt with if you are resourceful, even if you have no history for 20 years.
...And your other articles.
Right, how come I forgot about my flying sandwiches...
Программист у меня на работе не является трейдером.Поэтому писал предложение для трейдера, так как
нам обоим было бы полезно сотрудничество. Он мог в ТС внести те идеи или открыть мне глаза на то,
на что я не обратил внимание.
Oh, well, you should have said so straight away: I'm looking for an experienced person who will agree to check whether my ideas work or are rubbish for free. As a reward I offer the idea itself, in case it turns out not to be nonsense.
Questions removed, thank you:)
А, ну тогда так сразу и надо было: ищу опытного человека, который за бесплатно согласится проверить, работают мои идеи или это чушь. В качестве вознаграждения предлагаю саму идею в случае, если она окажется не бредом.
+1
Read what is written above. If you don't read it, I'll repeat it. 1. I don't see anything brilliant here. It's just like L. Williams' search
for patterns with positive expectations. He has a lot of them. Depending on the situation, one or the other is applied.
I gave an example of only one simple system. I do not have only one. And all the systems have ideas
how else to improve them. Since this New Year I have actually retired, I am 32 years old)), I decided to start a more detailed
these ideas into reality.
I am now in my thirties,
It's the right time to dream.
Of distant worlds, Of magical gifts,
That someday they'll fall at my feet.
Вот мне и стало за тридцать,
Самое время мечтать.
О далеких мирах, О волшебных дарах,
Что когда-нибудь под ноги мне упадут.
happy anniversary! :))))
Кто говорил об общих значениях для всех пар? Для каждой пусть будут свои параметры, тестировать их можно независимо. Главное, чтобы все это укладывалось в единую концепцию системы. Может, и фильтров не надо будет никаких.
Мой экспресс-анализ был предназначен для того, чтобы показать Вам, что существует еще и проблема оценки системы, которая совсем непроста. Но и с ней можно справиться, если проявить изобретательность, даже если у Вас нет истории за 20 лет.
So here's the deal. I understand less about it than you do. But I'm trying to comprehend). As I understand it at the moment. Any system.
It has inputs and outputs. I read somewhere that it is better to study both separately. The best way to look at the inputs, as I wrote
above, just by closing after N bars... the outputs are more complicated. There is no standard check. In this TS the output is not the indicator signal
but value of TP and SL. With such outputs it is useless to test the system for 20 years...it seems useless to me... because the volatility
of the same pair 20 years ago and now is very different. Yes, if the same take and stop in the tester shows profitability
for 1, 6 or 20 years is good. But it seems to me that it is better to exit only on the basis of takes and profits
Otherwise it is better to test outputs for 20 years on the basis of, for example, ATR indicator. Less volatility - lower stops and
and vice versa. This, again, is the programmer's business.
Your opinion?
Seems to be true, ATR seems to be almost a standard for such things. But volatility can be measured in other ways. In my system the problem of choosing the right stop too, so I'm wondering what to choose.
...Входы лучше всего смотреть, как написал выше, просто закрытием через N баров...с выходами сложнее. Стандартной проверки нет. ...
Inputs are better studied statistically with random outputs. Outputs are the opposite - together with random inputs.
I advise to always keep the number of "left-handed" parameters to a minimum.
so watch audnzd on thanksgiving, put envelope on the minute gaff and calculate how much could be earned...
dimeon, please elaborate. What period "antelope" is desirable, to what it is better to apply, what is the % deviation, what are theoptimumentry and exitconditions in your opinion? And, I have understood that the percentages are annual?