[WARNING CLOSED] UmnickTrader Adaptive EA - page 29
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Show first a 9-year forward test of some mediocre advisor of yours and we'll have something to talk about.
I don't have a mediocre one.
продемонстрируйте сначала форвард-тест за 9 лет какого-то своего заурядного советника - будет о чём поговорить.
Victor, there is nothing to talk about. Sorry, it's demagoguery all over again.
Your adaptivity is reduced to a single optimization in the tester. This is a distortion of the original notion of adaptivity: then we can safely say that 90% of all EAs made here are adaptive, since optimization is spoiled by almost everyone...
Your OTT consists of a single sentence, since you haven't provided any real mechanism for synchronizing s.f. with the market.
I have not yet found a single test from you about which you can say that in almost all cases (well 95%) the OOS test parameters (which can also be estimated using matstatistics) will remain reasonable for the trader.
One more thing: the forward test is set up differently, i.e. it assumes that the parameters change in some area of stability. You don't have that - and consequently there is no procedure to verify the stability of that test on OOS.
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