Combining multiple indicators in an EA - page 7

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avatara >>:
есть еще одно свойство индюков. не давать сигнала.

and a similar useful property of experts not to trade:))))))

 

Yeah!

But the gurus aren't talking, are they?

 

alsu, thank you very much.

I would like to additionally focus on what P(M+|A+ AND B+) is. It is the probability that the market will go up - assuming both indices show buy signals. It is essentially a prediction - based on Bayesian formula, of course.

 
Mathemat >>:

alsu, большое спасибо.

Хотелось бы дополнительно акцентировать внимание на том, что такое P(M+|A+ И B+). Это вероятность того, что рынкет пойдет вверх, если оба индюка покажут сигналы на покупку. Это по сути прогноз - конечно, на основе формулы Байеса.

I should also add: the formula contains no probabilities of P(M+|A+) type, it means that prognostic properties of each indicator individually are essentially irrelevant. Thus, two "good" indicators can fail each other, and two "bad" indicators bring the system to profit. This effect is called synergistic in science.

 

Alsu, purely for convenience: in formulas the expressions "A+ AND B+" (and "A- AND B-") could be framed somehow - at least in quotes or curly brackets, not a mehmathic forum. Formally, it does not seem to affect the interpretation of formulas, because it is all considered at the same point in time, but still it becomes easier to read formulas.

 


Utility formula for a system of two indicators

 
alsu >>:

Еще добавлю: формула не содержит вероятностей типа P(M+|A+), это значит, что прогностические свойства каждого индикатора в отдельности, по сути, значения не имеют.

Bad formula. ;)

Combining indicators does not mean they overlap.

U

 
avatara >>:

Плохая формула. ;)

Объединение индикаторов не означает их пересечение.

It's 2am, I can't tell if you're joking or serious:)))) I'd better go to bed

 
Couldn't resist the temptation to raise my rating by 1 more :))))
 

:о))

It's not worth falling asleep with.

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