Where is the line between fitting and actual patterns? - page 37

 
joo:

Here. That's the second type.

And, that one, I'm writing it down too... :)

Yes, both ideas are profitable.
 
paukas:
Yes, both ideas are profitable.
Well, TS of the second type do not guarantee profitability in the future, as well as TS of the first type may be profitable. The second type was introduced in order to have clear criteria and parameters of optimization and to be able to identify - TS is fitted or optimized, strictly speaking, to separate flies from shameless cutlets. Ugh, on the contrary. :)
 
paukas:
This is not optimization. Optimization is when you see that if you increase the period by three times or decrease it by three times, it becomes worse, but not by much.

Well, about three times is probably too much. But yes, of course, the wider the area of stability (OU), the more "guarantees" there are.

But in MA, of course, profitability will not be equal to 20% per day or even 100% per month. It will be something much more modest.

 
Mathemat:

Well, about three times is probably too much. But yes, of course, the wider the area of sustainability (AoS), the more "guarantees" there are.

But in OU, of course, profitability will not be 20% per day or even 100% per month. It will be something much more modest.

And not even 100% a year. And maybe even loss-making years like poor Buffett's :)
 
Figar0:

The model in this context will not be one, much less the inverse, everyone will take away something different to which they may find a use. And please don't throw any bOOS, bOOS2, etc. at our compliant minds. Just let Sample and OOS be for now).

25 again!

i.e. about twenty-five pages of nothing.....

.....................

On behalf of all those who are particularly gifted, please explain:

1) Sample - optimise, analyse results at the end, select some set of sets.

2) OSS - check selected sets.

3) AND WHEN WILL WE MAKE MONEY? (I don't get it...)

.................

Even if you use the classification of NS samples, there are three of them!

Training, Control, Test.

 
lasso:

25 again!

i.e. about twenty-five pages of nothing.....

.....................

On behalf of all those who are particularly gifted, please explain:

1) Sample - optimize, analyze results at the end, select some set of sets.

2) OSS - check the selected sets.

3) AND WHEN ARE WE GOING TO MAKE THE MONEY? (I don't get it...)

.................

Even if you use the classification of NS samples, there are three of them!

Teaching, Control, Test.



The money will come in handy. If there is a system, there will be money
 
lasso:

3) WHEN ARE WE GOING TO MAKE THE DOUGH? (well, I don't get it...)

25 again!

i.e. about twenty-five pages of nothing.....

You already replied to my post on the last page highlighting the same Sample and OOS but without the "25 again!" and screaming red) Am I having déjà vu? Relax)

I just meant that the acronyms bOOS and fOOS are not the most obvious thing, my brain was simmering for a few seconds over their deciphering)

And the "dough" will be made by our TS, which we will train on Sample, select necessary results probably using OOS, and then we will give it the data, which in our opinion it will have to make dough. But we have not got to that yet, for the purity of the experiment this data has simply not happened yet...

 

the tester reveals no patterns, and any optimization results pleasing to your eye, are a fit. In real time, we operate in uncertainty, it is a dark room with an unknown environment, while the story is illuminated by a spotlight, where you can easily thread a needle, even though you just moved by feel.

Therefore, learn how to move in complete darkness, and only then illuminate the path (tester, optimization), to adjust your move in the future. Here.

 
sever30:

the tester reveals no patterns, and any optimization results pleasing to your eye, are a fit. In real time, we operate in uncertainty, it is a dark room with an unknown environment, while the story is illuminated by a spotlight, where you can easily thread a needle, even though you just moved by feel.

Therefore, learn how to move in complete darkness, and only then illuminate the path (tester, optimization), to adjust your move in the future. Here.

Conclusion, first a pattern is found, then its optimization is carried out. On the contrary, it is wrong even from a logical point of view.
 
sever30:
The conclusion is that a pattern is found first, then it is optimised. The opposite is not true, even from a logical point of view.
The inference of the conclusion, that's the line.