Mechanisation of optimal parameter selection. Finding a common denominator. - page 12
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What's supposed to happen? Tell me.
Like what?, and what you do. Creating a profitable "TS" on the whole story. (the word in quotes is incomprehensible to me, but okay)
Goneevo.
I got know about this "foolishness" from the article of Igor Kim:
https://www.mql5.com/ru/forum/107064
KimIV 16.02.2008 20:43
Prival wrote (a):
About the portfolio, can you be a little more specific, as I've asked many times before, but not from you, from others. How with a correlation coefficient of bbc to 1 (-1), you can put together a portfolio which will increase FS from 30 to 100. I cannot make it out of my head. I thank you in advance for your detailed reply.
Ok... Here's a real example...
System 1 on the interval from 10.01.2001 to 27.12.2007 has FV=42.88, instrument EURCHF
System 2 for the interval from 10.01.2001 to 27.12.2007 has FB=60,32, instrument EURGBP
Simultaneous use of these two systems for the interval from 10.01.2001 to 27.12.2007 has FS=102.95
Like what? What do you do. Creating a profitable "TS" on the whole story. (the word in quotes is incomprehensible to me, but okay).
You could take some good intraday pattern and filter it with a long muving.
Not mine, I haven't checked it myself, but I will, but I got to know about this "bullshit" from Igor Kim's post:
https://www.mql5.com/ru/forum/107064
It turns out that you can formulate the whole TS in one line. Like a 140-character tweet. A record?
and filter it until - blue in the face.