Market phenomena - page 57

 
Mathemat:

OK, I'm convinced. Although I believe that any trader trades with a forecast.

Yura, it's been a long time since I heard you say that... something familiar.

The traders trade not necessarily with forecasts, because addicts are satisfied with martin or locks.


I meant by the creative course to study the forward tests. For example I'm interested in the question how to calculate the continuation of a successful forward by its optimization results and by the initial segment.

Equities of most TS also contain regularities. For example, if a TS is a fitting one, its equity is quite stationary after the fitting with MO minus spread and dispersion being a constant judging by its linear form.

If the forward test is successful, it is clearly seen that its properties are not similar to physical ones, for example, when its potential energy runs out, it falls, but without the acceleration of free fall, but uniformly.

Rather for the study of forward tests non-linear regression analysis is most adequate, at least compared to its "application" to price BPs? Should we sit down for econometrics or something?

 
Reshetov: Is non-linear regression analysis likely to be most adequate for studying forward tests, at least compared to its "application" to price BPs? Should I sit down for econometrics or something?
Sit down, you'll have something to talk to faa about...
 
Mathemat:
Sit down, you will also have something to talk to faa about...

I doubt it. faa just want to run something through EView, no matter what for and for what, that is, without any reference to the context, regardless of contraindications, and the more so to interpret the results he is hardly able, and here it will not fly.

There's also a concern that the docent will come around with his (18).

So you're probably better off on your own than with such helpers, aren't you?

 
Reshetov:

Traders don't necessarily trade with forecasts, as losers are quite content with martin or locks.


I meant by the creative channel to study the forward tests. For example I'm interested in the question how to calculate the continuation of a successful forward by its optimization results and by the initial segment.

Equities of most TS also contain regularities. For example, if a TS is a fitting one, its equity is quite stationary after the fitting with MO minus spread and dispersion being a constant judging by its linear form.

If the forward test is successful, it is clearly seen that its properties are not similar to physical ones, for example, when its potential energy runs out, it falls, but without the acceleration of free fall, but uniformly.

Rather for the study of forward tests non-linear regression analysis is most adequate, at least compared to its "application" to price BPs? Should we sit down for econometrics or something?



And with non-linear regression analysis, what can you determine in this case? Adjust the "ideal" input parameters of the owl setting each individually, a combination?

 
911:


What can you determine using non-linear regression analysis in this case? Predict the "ideal" input parameters of the owl setup each individually, a combination?

Equity extrapolation - that says it all. The input parameters are already known, there is no need to define them. Let's say, they are better left untouched if the forward is successful.

But to find the relationship between the parameters on the fit: PF, MO, drawdown, etc. and similar parameters on the forward is desirable, in terms of: do the fitting parameters affect the forward or not?

 
Reshetov:
Extrapolation - that says it all. The input parameters are already known, there is no need to define them. Let's say it's better not to touch them if the forward is successful.

So I understand, to determine the moment when the Expert Advisor needs to "smoke".
 
911:

So I understand, to determine the moment when the EA needs to "smoke" .
At least approximately determine the moment when we need to look for another forward, i.e. when the current one expends potential energy.
 
Reshetov:
At least roughly determine the moment when to look for another forward, i.e. when the current one expends potential energy.

And what - is that a big problem? Figuring out when one context changes to another is - . so difficult?

 
Svinozavr:

And what - is that a big problem? Figuring out when one context changes to another is - ... that hard?

Who knows? Maybe it's not worth it if you're smart.

Everyone has their own problems:

1. The locker has equity on the edge of the MC, and the balance is growing rapidly.

2. Martini player has a long series of losses.

3. Loser - moving against the grain.

4. A rake player has stable 10 pips a day.

5. The nerd's got fat tails sucking.

...

N. У ... etc. etc.


I've got a problem with forwards, though.

 
Svinozavr:

And what - is that a big problem? Figuring out when one context changes to another is - . so difficult?


You use this idea and, I take it, not without success?