Classical analysis 'doesn't work'? - page 8
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Откуда такая классификация прогрессивности взялась? Разворот в сторону от развития имеющегося, ввиду непонимания процессов - прогресс?!
On the contrary, in view of understanding
And then you seem to be talking to yourself.
You might as well have called any of the existing CTAs "benzokrivopil" if you had been born a corresponding number of years earlier
Helen, is it possible to show some trade, from history, or just a virtual one on current data with justification based on CTA. Like: it's worth buying the Aussie more now because Demark this, RSI that...? Maybe, it is too much to ask, but I am not trying to extract secrets, what secrets in classical analysis, when everything is in books? I just want to understand, if BTA is involved? As you started such a thread, may be you can find time for a little example, demonstrating your arguments.
Yes, you may, in general.
Pair - pound. М30. The reason to open Sell trade: the price is on the trend line (for convenience I left the dots for drawing), near the first pivot level, near the 30-day average (blue), overbought by JPSX and RSI (21), deivers from 4H (RSI, OsMA of standard).), 4H "Egypt" down, 1H "Egypt" price behind MA90, and the light MA not pulled up (possible rebound). One more factor of personal observations: very often on this pair a strong player makes stops above the previous high (147.212) and of course, when fixing the profit, he leaves the pair, i.e. stops working on it (until the next similar situation). The factor of "market habit": the nearness of the frequent reversal time in Asia (about 5:00 Moscow time), if in the first half the Asian market has supported the direction of the previous day.
The risk was considered justified. Decision to make an additional deal: sell from 147,08 (opened ahead of time) with the same lot as the previous one before the pivot (insurance), leave the first deal till the news block on Europe (if Asia reversed, it will often move before that time). The deal is closed by TP.
That seems to be all...
Any Expert Advisor made on the basis of a classic indicator (no matter which one), after optimization on a certain timeframe will give positive results. Then we conduct a forward testing on another timeframe with better parameters: indicator parameters, TP and SL, the number of simultaneously opened positions, etc. As a result we obtain a loss or more or less positive results. We set the positive results for real trading. After a while we notice that the system starts to fail. Then we say a clever phrase: "The market has changed.
Optimization of Expert Advisors is called by many people "fitting the story". Victor, calls the optimization an adaptation to market conditions. The essence does not change from the name. We look for the best positive results according to our evaluation criteria. When performing forward testing, we artificially change the market conditions and delete the correlation with the optimization period, so the obtained positive results are a new adaptation to the market. Then we put the Expert Advisor on the account and artificially break the connection with the previous testing period again. We again force the Expert Advisor to adapt to new conditions but we do not have a possibility to select the best result.
For example, we open a position by the signal of the indicator, set SL and TP. We enter the market in one trade. We wait when the SL or TP will trigger. During this time, the indicator may issue more than one signal to enter. The deal is closed, we wait for a new signal from the indicator, etc. When optimizing, we find positive results of such actions.
But will it work in the future? We conduct a forward testing using the lengthened timeframe. The relationship is not broken. We compare the obtained results with the optimization results. Evaluation criteria are different. For example, (Рt - Ro) / Pt, where Pt is a profit during testing, Ro is a profit during optimization, Pt is the maximal drawdown during testing.
Now enable the Expert Advisor correctly, i.e. before enabling the Expert Advisor, run a test using the time period coinciding with the start point of optimization till the current moment. If the last trade was closed by force, the Expert Advisor should start working at a breakdown of the SL or TP levels.
That is all. Now we only need to control the EA until the criterion limiting the losses is met: drawdown, continuous number of losing positions, etc. If the criterion is met. then we substitute new parameters, giving the best results at the moment. If not. then "The market has changed" :)
kharko, do you want me to give you an advisor who does not lose money in any period? Not only that, but it also makes money, the bastard :) Only good old indices and nothing more. Only knowledge of some market processes is used...
Well, maybe a strong statement that in any period... Been racing from 01.01. every year since 1998. Since June too...
Only under an oath of non-proliferation... There is no other way...
kharko, хотите подарю советничка, который не сливает в любой период? Мало того, ещё и зарабатывает, подлец :) Только старые, добрые индюки и ничего более. Используется только знание некоторых рыночных процессов...
Ну, может сильно сказано, что не сливает и зарабатывает... Гоняла от 01.01. каждого года, начиная с 1998. С июня тоже...
Только под клятву нераспространения... Иначе никак...
I will not refuse a gift.)
I don't sell or distribute EAs. I make them to order.
Советники не продаю и не распространяю. Делаю на заказ.
So you're doing it for free? :))
if you're not selling... ))))
So you're doing it for free? :))
if you're not selling... ))))
What's the big deal? Some people even rent out their advisers! :)
The parameters don't seem to have been written. Pair: GBPYEN, TF-M30. In terms of opening prices. In order: 0.1 / 26 / 26 / 0 / 0 / 10 / 20 / 1 / 1 / 9800 / 27400 / 1440. Depo - 10,000.0. TP and SL are given for five digits. Parameters of secret indicators are not optimized, they are taken, in general, "out of the blue".
I wouldn't say no to a gift.)
Dibs. Write if the Expert Advisor uses Classic TA or Classical overdrive :), or maybe some "modern" or, for example, "baroque TA" ;).
(I prefer empire :) )
As an option attribution to the "classic" - the date of first publication of the algorithm :).
SZY. Gentlemen and ladies, what are you arguing about. First define the terms.
And the very essence of the dispute... For example, if you are a beginner, you start a real opponent and start a real opponent.)
SZU. (Before you get accused of editing your posts with a back date).
It turns out that NOT 13 and/or NOT 8 is no longer a classic.
And Fourier with "their" decomposition :) lived much earlier.
Notus rex nova lex
:)