[WARNING CLOSED] UmnickTrader Adaptive EA - page 22
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There are three of your terms: 1/ OTT, 2/ intrinsic function and 3/ adaptation. These would be interesting to talk about.
General Trading Theory (GTT): To make a profit, you must trade your own function in sync with the market.
In the picture: "own function" (black), "market function" (blue).
"Perfectly synchronised" own function and market function:
The adaptive algorithm consists of 2 main parts:
1. Selecting the eigenfunction (shape of the curve)
2. The way the functions are synchronized
The eigenfunction can be chosen any way, i.e. it can be a straight line or an arbitrarily shaped curve.
The synchronization method can also be selected in any way.
If the selection proves to be unsuccessful, the final algorithm will not show any profit on the tests. If the resulting algorithm will show profit on new data(OOS), then it will have the ability to adapt (by definition of adaptation(adaptation)).
If there is anything here that is not clear, I am waiting for questions.
General Trading Theory (GTT): To make a profit, you must trade your own function, synchronising it with the market.
In the picture: "own function" (black), "market function" (blue).
"Perfectly synchronised" own function and market function:
The adaptive algorithm consists of 2 main parts:
1. Selecting the eigenfunction (shape of the curve)
2. The way the functions are synchronized
The eigenfunction can be chosen any way, i.e. it can be a straight line or an arbitrarily shaped curve.
The synchronization method can also be selected in any way.
If the selection proves to be unsuccessful, the final algorithm will not show any profit on the tests. If the resulting algorithm will show profit on new data(OOS), then it will have the ability to adapt (by definition of adaptation(adaptation)).
If there is anything here that is not clear, I am waiting for questions.
Too general - more details, including a concrete example and formulas.
Too general - more details, including a concrete example and formulas.
General theory - so everything is general :)
The practical application will come later, if there are no questions.
common theory - so everything is common :)
Practical application will come later, if there are no questions.
That's a strange answer you're giving...
General Trading Theory (GTT)... this name was chosen by you, apparently, so that it was consonant with the well-known General Theory of Relativity (GTR)
It's not the place to discuss the conceptual strengths and weaknesses of the General Theory of Relativity (GTR), but it is one that you can use as an example of justification and conclusions -- by the power of mathematics and logic.
A theory must be justified -- any theory, much less a general one, i.e. comprehensive.
But you, Vitya, under the term "general theory" are pushing your vague general conclusions without any evidentiary power.
Would GR be accepted at least for consideration if all its constructions and proofs were reduced to such cheerful ""therefore all is general :)""?
zy.
you, Vitya, want laurels... but you've confused cause and effect...
I've voiced my PP Theory too, but no one has required me to provide rigorous proof....
Maybe because I don't promote my paid products...
Please, though offtop, two words more or a link...
PS. PP? Hmm.... what is it - four-wheel drive?
That is, a certain formula of the market is searched for on the history so that the curve obtained using this formula would maximally coincide with the market curve, and an assumption is made that the market will move further using this formula? Or the profit on the history obtained with the help of this formula should be maximal?
Yes, approximately like that.
From the different options, the formula with the maximum profit is chosen.
But this is not enough. It is necessary that the method of synchronization is also suitable, i.e. everything works only together (see functional systems).
Yes, roughly.
From the different options, the formula with the maximum profit is chosen.
But this is not enough. The method of synchronisation must also be suitable, i.e. everything only works together (see functional systems).
How is this formula put together?
General Trading Theory (GTT): To make a profit, you must trade your own function, synchronising it with the market.
In the picture: "own function" (black), "market function" (blue).
Victor, it's pretty clear, although again you haven't said anything specific.
Which own function is implemented in your code (say, Umnick V3)? Give me the part of the code which is responsible for it.
You give a picture. The own is a straight line and the market function is a broken line. Where do you calculate them?
And why is it called that anyway?