What is the optimum depth of history for identifying a useful signal? - page 9

 

Analyzing the parameter of greed versus human altruism))))))))))))

Joke. Almost.

 
Using this principle can earn on average 800-1000 points per month ... Of course drawdown can make half(maximal drawdown) in the test from 1999 to the current day does not exceed 80 quid (microlot)... In the microlot test took a deposit of 10 quid and did not sink during the entire test ... Tested one year at a time the result is the same .
 
Very often for the stability of the system according to the forum participants is important PV . So using only part of the system I get PV over 80 ... And the whole is about 200
 
What makes you think I take a month ...? I took the last month to show the stability of the principle at the moment ... although the optimisation went through the optimum depth story
 
do you have just any very simple drainage EA? attach it and I will show you ...I will do an optimum depth wholesale and then a test from the beginning of this year
 
What is the depth of history you need to trade intraday on the minutes, for example?
 
ZaPutina:
What is the depth of history you need to trade intraday on minutes, for example?
15-20 at the most ... Although I've never tried and dabbled in minutes
 
azfaraon:
I've never tried and never dabbled with minutes.

15-20 minutes? However ))))))))) Ok, to rephrase, what depth of history do you need, on which at the sliding window the optimization parameters change slower than at the current moment, on the period of M1, with a presumed intraday trading.

 
You'd better give a simple advisor instead of laughing. It is better to talk in terms of facts.
 

the codebase is full of EAs of the simplest kind.

I don't write EAs.