Statistics, optimisation and "lucky coin" .... - page 8
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Brush and paint really works, so do the keys on the piano. The SMA formula really counts. Supply and demand really drive price, and news really drives supply and demand. But these simple facts help, you will agree, far from everyone.
I agree. Not all facts are necessary or useful to us.
But even the right facts are only useful to those who know how to use them.
....
1.(... Then, proud of the result, open a standard account, filling it to XXXXX dollars, recruiting investors through PAMM-accounts, showing them the statistics of previous transactions ..;
.....
2. Conclusion: Considering all of the above, I purposely do not raise the question: "how to live further? I am interested in the objectives of optimization and statistics, those who are actively engaged in it ...
1. Quite a living example, the work of some managers is on the A. forum - with intrigues and exposures. It's been practiced for a long time, it's a trivial "account overflow".
2. I'm not sure if I mean what you mean, but the aims are always the same - to increase thestability of the profits.
.....
If a TS with a stable positive expected payoff is found, then the optimization goal is to find the optimal set of parameters (and not to find the only profitable set for some abstract coin on a given piece of history). The purpose of a set of statistics is to find the system itself, which is worth optimizing. In theTrade Idea - Statistics Set (idea verification) - Finding Optimal Parameters cycle, you release the most essential part, the first. The second and third make sense only if you have it.
I disagree, the TC idea originates in your head, not the stats. The latter helps to polish it. However, this idea is confirmed in your further: "Trade idea - set of statistics (idea checking) - search for optimal parameters".Here, as it were, there is a small logical contradiction.
The question of the branch is getting robust systems, or how to distinguish a pattern from a fitting.
There are 2 main directions.
1. logical. Any earning system is a frontrunner of mass trades of other market participants. I.e. it is necessary to understand why traders buy or sell at certain points in time and/or at certain prices. As in any zero sum game - you need to understand your opponent's strategy to win.
2. Statistical. The more trades in a test, the more likely the results reflect reality (but the later we start trading it ;)). Of course, the more degrees of freedom there are when optimising, the easier it is to fit the system. But we should not look at individual runs, but at the change of the target value when the optimized parameter changes. The form of this dependence shows well whether this parameter is robust or it is curvafit. This means that the system can be broken down into parts and tested separately for robustness. A good system has a minimum of parts and they are all robust))
There are other statistical methods which increase the probability that the estimates on the story were relevant to reality, rather than a fit. Consequently, there is a chance that the pattern will continue, or not disappear immediately, allowing you to make money. What matters here is when to disengage the system from trading. Again this is based on analysis of the last history using 1 and 2.
1. I don't know any TS that consistently give profits (read "found a pattern") based on understanding "where the market is moving". In my opinion, the market is really a "coin". Give me some examples to back up what you are saying plz.
2. It is important to understand the pattern that the TS exploits. After all, you can get to the part of history, which won't happen again during optimization. And this part of history can have any beginning and any end.
To summarize, I want to note that there are several types of TS that are as similar to each other as water in different aggregate states... therefore, we should not speak about optimization and statistics in such a generalized way. In some cases, it applies in a slightly different way than is commonly assumed, i.e. there is no banwl fit to the story.
It is clear that most of the discussions are dominated by pseudo-TS based on ideas of well-known indicators which show nothing.
p.s., so as not to throw stones, and not called a twaddle, give an example of statistics on transactions:
p.s. To avoid stoning and being called a windbag, I will give you an example of my statistics on transactions:
Are the statistics of the test available?
This is not a test. Why do you need statistics from a TC that you know nothing about?
This is not a test. What do you need TC statistics for that you know nothing about?
To look at the expected payoff in pips. How much should it be at least in the test for it to be so pounding in real life... although, it all depends on the system....
Look at the expectation in pips. How much should it be at least in the test so that in the real world it would be so high... although, it all depends on the system....
You can't test MT in the tester, it's a "thin" TS. In this case, the MO = 3.43, but, if desired, you can change it, say, in a range from "0" to "10".
The MT cannot be tested on the tester, it is a 'thin' TS. In this case, MO = 3.43, but it can be changed... say from '0' to '10' if desired.
I disagree, the TC idea originates in your head, not in the statistics. The latter helps to polish it. However, this idea is confirmed in your further: "Trade idea - set of statistics (check the idea) - search for optimal parameters".Here, as it were, there is a small logical contradiction.
I meant "to find" == "to select a good idea for further analysis from the available ones".
Forgive the inaccuracy of wording, it was written under the guinness).
And 11,000 trades - over what period?
March 13, 2003 to the present. - i.e. a month and a half.
If it's not too much trouble, that's the end of the schedule discussion. Don't get me wrong.