Where is the line between fitting and actual patterns? - page 62
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I.e. if the MO of each trade is positive, then the application of such a "fan" of orders should improve the performance of the TS ?!
At least visually it seems to be true... 8))
I found a relevant statement: "It has been proven mathematically that averaging with positive expected payoff is always more profitable in the long run." - to the question of applying a "smeared" entry point....
With positive MO, even the dreaded and insidious Martingale can turn into a great sidekick.
Also proven. ))
I think IgorM is right when he says "- exit the market on a reverse entry signal". This principle should reflect the pattern within the TS itself. If such a principle does not lead to profits in the long run, then the entry signals should also be considered wrong.
to try this...
Optimise our abused TS by some criterion, e.g. kr. - profit.
Then we take all optimization passes that passed the optimization.
Next, by multicriteria analysis we make stat.indicators, such as pf, mo, kol.sd, etc. so that our tested samples from among those that have passed the CB lined up in the top order.
Next, voila! We have a holistic criterion, or rather a multi-criteria criterion (sorry for the taftalogy), that allows you to optimize our multi-starred TS in such a way, that GA would have appeared in the result of those that are most viable in the CB ...
What do you think? - no?
ZS the only disadvantage is the necessity to optimize twice. well, how do you expect... beauty requires money to be earned.
to try this...
Optimise our abused TS by some criterion, e.g. kr. - profit.
Then we take all optimization passes that passed the optimization.
Next, by multicriteria analysis we make stat.indicators, such as pf, mo, kol.sd, etc. so that our tested samples from among those that have passed the CB lined up in the top order.
Next, voila! We have a holistic criterion, or rather a multi-criteria criterion (sorry for the tafflation), that allows you to optimize our multi-staradal TS in such a way, that GA would have appeared in the result of those that are most viable in the CB ...
What do you think? - no?
ZS the only disadvantage is the necessity to optimize twice. but what do you expect... beauty requires money to be earned.
My opinion: a TS which survives only with optimal parameters does not deserve to be installed on a real account. The only optimisable parameter should be the period of history to obtain the control signal and this parameter should not vary widely, i.e. if possible it should be set once and for all for this TS.
Once again, please read my post again.
again. please read my post again.
to try this...
Optimise our abused TS by some criterion, e.g. kr. - profit.
Then we take all optimization passes that passed the optimization.
Next, by multicriteria analysis we make stat.indicators, such as pf, mo, kol.sd, etc. so that our tested samples from among those that passed the CB lined up in the top order.
Next, voila! We have a holistic criterion, or rather a multi-criteria criterion (sorry for the taftalogy) that allows you to optimize our multi-starred TS in such a way that the samples appear in GA that are most viable in OOS...
What do you think? - no?
SZY the only drawback is the need to optimize twice. what do you expect... beauty requires money to be earned.
the idea deserves further development. there might be something in it.
at least for a particular TC, this approach should increase "EOC passability".
the idea deserves further development. there might be something to it.
at least for a particular ct, this approach should increase the "osce passability".
The implementation is not clear at all. And the criterion is a necessary and sufficient condition. It's all kind of blurry...