The "Maybe we'll get lucky" counsellor - page 3

 
Mischek:
It seems that in another six months the docent will discover the multiplication table and will be sure to ask for a script to fill it in.
You are very self-righteous in your unjustified statements, unfortunately.
 
Reshetov:

Associate Professor, hire a tutor who can teach you the basics of mathematics. In the meantime, you won't even get a pass in this discipline at a normal college.

It has already been explained to you many times that you constantly confuse cause and effect, wishful thinking (fitting) and actuality (forward tests). However, this does not mean that probability theory or game theory does not work in the stock market, it just means that you do not have enough mathematical education to apply them in an applied field.

With a large number of trades the probability of taking profit and stop loss are well described by Kolmogorov's formula. For example:


Parameterstp=500; sl=500; lots=1;

Bars in history4709Modelled ticks9318Simulation qualityn/a
Chart mismatch errors0




Initial deposit100000.00



Net profit-51567.00Total profit152109.00Total loss-203676.00
Profitability0.75Expected payoff-72.43

Absolute drawdown54611.40Maximum drawdown55109.00 (54.84%)Relative drawdown54.84% (55109.00)

Total trades712Short positions (% win)356 (43.26%)Long positions (% win)356 (42.42%)

Profitable trades (% of all)305 (42.84%)Loss trades (% of all)407 (57.16%)
Largestprofitable trade500.00losing transaction-506.00
Averageprofitable deal498.72losing deal-500.43



Calculate from the report:


Since Stop Loss and Take Profit are equal to 500 pips (five digits), the profit and loss should be approximately $500 respectively.

The mathematical expectation, i.e. the spread overhead in the report is $72.43 (the spread is more than 72 points)


Calculate the probability of a take profit using Kolmogorov's formula:


p(tp) = (500 - 72.43) / (500 + 500) = 0.42757, i.e. 42.757%


According to the report, we can see that the percentage value of profitable trades is 42.84%, i.e. there is an error in the third sign.

To make the results scientifically reproducible, the Expert Advisor in the source code, with which the experiments were conducted, is attached to the message.

It is desirable to carry out experiments when the Internet is disconnected for the spread to be fixed.


Here's how you can set up your own EA to make a profit in January this year, what do you think of that?

 
yosuf:
Whistleblowing a silver medal diploma from 11th grade and a red diploma from the Lomonosov Moscow State Technical University, and try to extinguish the incomprehensible anger about the deserved nailing down with your intellect.


Papers, diplomas, medals, titles, all this is of no importance. Especially if the actual state of the baggage does not reach the middle of high school.

To extinguish this difference with someone else's sanity is utopia.

 
Mischek:


Papers, diplomas, medals, titles, none of that matters. Especially if the actual state of the baggage does not reach the middle of high school.

To extinguish this difference with someone else's mind is utopian.

I'm still far from your level, thankfully.
 

Here is another case of this advisor working successfully. Consequently, if this approach, even if it sometimes leads to success, it certainly can and should be the subject of research, study and discussion, I think.

 
yosuf:

Here is another case of this advisor working successfully. Consequently, if this approach, even if it sometimes leads to success, it certainly can and should be the subject of research, study and discussion, I think.


Oops. Here comes the PhD.
 

Sometimes there can be 10 tails in a row.

It makes no sense at all to adjust the EA on a deliberately random entry.

 
vasya_vasya:

Sometimes there may be 10 tails in a row.

There is no sense at all in fitting an Expert Advisor on obviously random inputs.



Here's the EA's performance of this strategy in 2011 on H1, not enough again? Perhaps the author himself is surprised? 61 profitable and only 6 losing trades in 1 year. Lot 0.1

 
Mischek:

Oops. Here comes the PhD.
I give you this academic opportunity.
 
yosuf:


Here's how you can set up your own EA to make a profit in January this year, what do you think of that?

...

Here is another case of this EA working successfully. Consequently, if this approach, even if it sometimes leads to success, it certainly can and should be the subject of research, study and discussion, I think.

...

Here is the performance of the Expert Advisor of this strategy in 2011 on H1, not enough again? Perhaps the author himself is surprised? There were 61 profitable and only 6 losing trades in 1 year. Lot 0.1


Make a fool to pray to God, he will also bruise his forehead (c) Folk proverb


Bet on the real - the market will tell.

And I can say for myself that I would not place this EA even on a demo account, since its expected payoff = -spread that conforms to Kolmogorov's formulas. But associated professors with degrees, dissertations and patents won't understand it, as their knowledge of elementary mathematics is not enough.

Okay, if you do not want to learn mathematics, then since you asked for an opinion on the subject and since it is useless to communicate with you in the language of mathematics, I can immediately give you a ready-made trivial answer: expectation = -spread.

Therefore, allow me to take my leave in this thread, as nlomi further spend their time on any tinkering bullshit.