My EA's test results - what's the catch and illusion? - page 6

New comment
 

for clarity of thought

 
Depending on what you mean by signal))
 
Avals:
Depending on what you mean by signal))

I don't know... What do you mean by signal?
 
avtomat:

I don't get it... What do you mean by signal?

If by signal you mean any formalised event, then of course any system has a signal to output (otherwise it's forever in posture))). If by signal you mean a price-action event, then it doesn't necessarily have to be an output. Example, exit by position holding time - whatever the price)).
 

Technically, this is also a signal.

 
avtomat:

Technically, this is also a signal.


Well then any system has a signal to exit - trivially) You have to close the pose somehow.
 
Avals:

well then any system has a signal to exit - trivial) You have to close the pose somehow.

Seems trivial... But if this is neglected, the TS becomes open-ended. Opening a position is half the battle.
 
avtomat:

I suspect that you are only considering reverse strategies, i.e. OpenBuy --> CloseBuy=OpenSell --> CloseSell= OpenBuy --> etc.

But this is fundamentally wrong. Because both signals CloseBuy != OpenSell and CloseSell != OpenBuy --- these signals are not equivalent (signals reversal equivalence is not a rule, but an exception to the rule)

This is the only true one. Everything else is bogus. The fact that you have different signals is entirely your own cockroach.

With a small addition -- when there is no signal, you have to get out.

 
TheXpert:

That is the only true thing. Everything else is evil. The fact that you have different signals is entirely your own fault.

With a small addition -- when there is no signal, you have to get out.



It's NOT "the only right thing" at all. It's just one of many possibilities.
 
avtomat:
It is NOT "the only right thing" at all. It is just one of many possibilities.
So you probably don't understand the concept of "signal".
12345678
New comment