OPTIMISATION as the basis of a trading system.

[[Deleted]]

I searched on the forum and in the search engine and did not find it. I was looking for a forecast of parameters as a type of analysis.

i.e. analysis of cp signals

[Леонид]

The question is not clear. How can optimisation be the basis of TC?

[Sceptic Philozoff]

Optimisation on the fly, is it?

[Murad Ismayilov]

Mathemat:
Optimisation on the fly, is it?

Apparently, what the author meant was that you can try to guess the TC parameters, not the price.

[Vladimir Paukas]

wmlab:
Apparently, what the author meant was that you can try to guess the parameters of the TC, not the price.

TV quiz: "Guess the parameters".

And what the author meant by that.

[Murad Ismayilov]

paukas:

TV quiz: "Guess the parameters".

And what the author meant by that.

One can only guess. For example, to guess the type of market for today - flat or trending. Based on news releases, history, etc.

[Yury Reshetov]

paukas:

TV quiz: "Guess the parameters".

If the author also promises a big cash prize to the best fortune-teller, there will be so many people crowding in that they will have to disperse the unnecessary ones with a stick.

[Andrey Dik]

The idea is good in my opinion, I would even say great.

Perhaps the TS parameters have small thick tails (or none at all), then the TS parameters are easier to predict/analyse than the price and its derivatives in the form of indicators.

If I understood the topicstarter correctly. If not, the excellent idea belongs to me! :)

[Mikhail Dovbakh]

joo:

It's a good idea in my opinion, I would even say great.

Perhaps TS parameters have small thick tails (or none at all), then it is easier to predict/analyse TS parameters than price and its derivatives in the form of indicators.

ZS if I understood the topicstarter correctly. Otherwise - great idea belongs to me! :)

Stability of profitable fitting parameters is the key to success on the forward.

Is not it so?

;)

[LIZ]

Shmonder:

I searched on the forum and in the search engine and did not find it. I was looking for a forecast of parameters as a type of analysis.

I mean the analysis of TS signals.

It is a good idea. I have been trying to do it for a long time. I do not have enough technical tools for its implementation.

Ideal parameters often have a more inertial and cyclic chart compared to the price one. They are easier to predict.

[Alexey Subbotin]

jelizavettka:

That's a good idea. I've been trying to do that for a long time. I don't have enough technical tools to implement it.

Ideal parameters often have a more inertial and cyclical graph compared to the price graph. They are easier to predict.

Proof of this is in the studio.

So far, I have not seen a graph of ideal parameters that does not show stationarity breakdowns. If there is a (new) sensible idea, it's no problem to program it.