The market is a controlled dynamic system. - page 82

 
solar:
I'm off to the bidding room.
Don't, don't, don't go! We need you so badly! Please, please.....
 

Here's a picture to give you an idea of what I'm talking about

 

The more complex three-part view captures the essence of the idea more fully.

 

And as a refresher, the SP500 index, for example

The bottom indicator is a switch for the dynamic system called the "SP500 index".

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Will you continue to insist on the randomness of market processes?

 
avtomat:

Will you continue to insist on the randomness of market processes?


Not at all.

 
 

.....

 
avtomat:

Yes, the break-even requirement is very tough. I have been trying to solve this break-even problem for a long time now. I'm getting closer and closer to solving it. It seems like once again, I've got it by the tail... and once again it slips away. But nevertheless, the hope for its successful solution never leaves me. I'm very close to it, as it seems to me at times. Let's see, life will show.

avatara:

I personally believe that the breakeven requirement (as well as the no drawdown requirement) is too rigid and far-fetched.

This limitation (or requirement) is intuitive and restricts any trading system - if it does not make them intentionally incompatible.

In my opinion, it is more appropriate to evaluate the algorithm's performance based on the effective interest rate, including for funds diverted during drawdowns.

TheXpert:
Yes talk like that already. The breakeven requirement is nonsense.
www.youtube.com/watch?v=ZY9kR-antsI&feature=player_embedded
// moderators! video is not inserted!
 

the moderators came and put it in :)



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http://youtu.be/Gc0oEWE7pCc

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// what's the right thing to do to get the video to show?