Mechanisation of optimal parameter selection. Finding a common denominator. - page 2
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1 It doesn't matter, it's just that if you don't specify a boundary, the branch will actually be called - "Mechanization of optimal fitting parameter selection".
2 Of course there is . You can swear at the wording for a long time, a very long time, but if this piece of road doesn't go through, the branch will actually be called - "Mechanisation of optimum fitting parameter selection".
All right, Mikhail. Let's call it "Mechanization of Optimal Fitting Parameters Selection".
But if this "Mechanization of the selection of optimal fitting parameters" will consistently give you a positive FOI,
Will it make you lose weight?
Why do we have to go back to a terminology argument from page one?
Copied from the thread Where is the line between fitting and actual patterns?
I think this is the boundary.
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The criterion (or line) sought in this thread should not depend on the type of TS.
I cited this TS only as an easy to understand example for everyone.
.......................
Ok. Let's set a problem from the opposite direction:
You need any available TS by any optimization in the tester (even most severe overoptimization) finally produce the following results:
1) Number of transactions in 1 year at least 250-300.
2) mathematical expectation of at least two spreads.
3) Let the recovery factor be equal to four (minimum).
.............
Who can present a tester report with these results?
Immediately I see a forest of hands...
Ah, yes I completely forgot:
4) Testing range all available history from 1999 to 12.2010 (12 years)
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If anyone can show something like this,
I'd appreciate it.
PS And probably surprised. ))First, late, we agreed that the type of fit does not exist, because of this thread is dead, but we can discuss how to measure the length of the boa constrictor.
Secondly, I have not read your thread, and from what was not understood, sorry.
I suggest we get constructive... let's start with a ranking... or just a list to start with... of things to look at first, second, and so on... at least without argument, just a list...
I pay attention to:
- Percentage of profitable trades in volumes
- Percentage of profitable trades in money (Profit factor)
- Maximum percentage of equity drawdown to the current balance
- Maximum equity drawdown percentage to initial balance
- The ratio of the maximum number of simultaneously hovering lots to the total volume of trades
- Ratio of maximum (aggregate SL) to current balance
All right, Mikhail. Let it be cussed - "Mechanisation of optimum fitting parameters selection".
But if this "Mechanization of Optimal Fitting Parameter Selection" will consistently give you a positive MO on the OC,
Will that make you lose weight?
Why are we back to page one of terminology arguments?
Terminology is essential to any constructive discussion of anything.
Would it make you lose weight?
Sadly not, though I should.
But if this " Mechanisation of the selection of optimal fitting parameters " will consistently give you a positive MO on OOS,
So screw her, screw her (c)
It seems you still haven't figured out the fitting after all these years.
Secondly, I haven't read your thread, and I don't understand a word of it, sorry.
No need to read.
The post above posed a problem, can you solve it with a tester and fitting it to the story?
What's so difficult about it? The fit is COVERED and EXACTLY what it is!
Put more ticks when selecting optimisable parameters, smaller steps, larger ranges and go....
And expect to hear from you in a couple of days with a tester report.
.............
You'll say, "I don't do tinkering."
Then why impose the search for boundaries you're not looking for yourself?
First of all it's too late, we agreed there's no such thing as a fitting, so it's a dead issue, but we can discuss how to measure the length of a boa constrictor.
When and with whom did you decide this?
Delusions of grandeur?
Continuing the list:
5. What is " The ratio of the maximum number of simultaneously hanging lots to the total volume of trades"?
6. What is "cumulative Stop Loss" and what does it have to do with current balance?
Continuing the list:
5. What is " The ratio of the maximum number of lots hovering simultaneously to the total volume of trades"?
6. What is "cumulative Stop Loss" and what does it have to do with the current balance?
IMHO.
1) Optimized TS should work with a constant lot.
2) Not more than one position at a time, otherwise this is actually two or more TS.
...........
Such specific points should really be negotiated on shore, and the differences in fit/optimisation should be argued by theoretical philosophers in other threads.
Continuing the list:
5. What is " The ratio of the maximum number of simultaneously hanging lots to the total volume of trades"?
6. What is "cumulative Stop Loss" and what does it have to do with the current balance?
simultaneously hovering lots - volume of open positions, simultaneously hanging between SL and TP....
cumulative Stop Loss - the sum of all lots that "might" be caught, and the "current" is the balance - that was in your account at the time the positions with these potential Losses were opened...
When and with whom did you decide this?
Megalomania?
Easy. It was suggested by the topicstarter, I just agreed.
Let's assume we don't need to delimit anything... just suppose... :))
That's why it's like this ? As soon as an offer to work constructively, answer honestly and to the point, immediately followed by an accusation of megalomania?
It must be megalomania.