What is a tester's Grail? - page 2
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I tend to believe much more in an opening price robot with a 1 day run time than in one tested on real ticks - that's a total screw up. The test on real ticks and the real work are heaven and earth. So it's all self-deception.
Matters of faith - they are unprovable ))
the first thing that comes to mind
A tester grail is an automatically trading robot that has beaten historical data by adjusting parameters, but does not realise that in real life the quote will be dynamic and unpredictable, i.e. one for which the settings cannot be adjusted until it becomes history.
Is it possible to create a robot that detects the nature of the market and applies an appropriate set of settings to each pattern?
Is it possible to create a robot that detects the nature of the market and applies the appropriate set of settings to each pattern?
There is such a thing.
It's here.
San Sanych is working on it.
GARCH model - history repeats itself, i.e. those very patterns. I even posted links with description, strategy and code. There are many of them, so it will not be easy to find it.
There they have the very same tester output grails.
PS:
I haven't tried trading this myself. That's why I find that branch interesting from a practical point of view. But so far I haven't seen any use in carrying out such a huge undertaking.
there is such a thing.
It is here.
San Sanych is doing just that.
The GARCH model - history repeats itself, i.e. it is essentially the same patterns. I even gave some links there with description, strategy and code. They write a lot, so it will not be easy to find it.
That's where they get the very same tester output grails.
PS:
Haven't tried trading this myself. That's why I find that branch interesting from a practical point of view. But so far I haven't seen any use in carrying out such a huge undertaking.
Yes, I know this branch, I can not assess the work, because it is not mine. But I do not need such a scale. My robot works fine in three states.
The problem so far is that I have to switch modes manually. Fortunately I work from home and can keep an eye on it. But often there are situations, even without any news, when it is not clear if there is a channel break or false-break. I hope to overcome this problem and become fully automatic.
Right now I have to either severely limit my profits or manage them manually. Either one is not very pleasant, of course.
Questions of faith - they are unprovable ))
What does faith have to do with it?
the tick tester and real trade do not match at all by 1%
Who is it made for? ..... Questions of faith - they are unprovable ))
What does faith have to do with it?
The tick tester and the real trade do not coincide at all by 1%
Who is it made for ?.....The issues of faith - they are unprovable ))
You wrote about faith, reread your post. I'm not going to argue, it's useless ))
Regards.
Here I see you have the right warning in the kodobase
Warning: The test modes "by opening price" and "M1 OHLC" canonlybe usedfor rough and fast strategy evaluation.
Alexei, what the hell is this ?
For a long time I was working with Expert Advisors, candlestick patterns including trendlines on D1, even the "Open prices" mode was close to reality and M1 OHLC mode was the same as reality !
Now I trade more with Expert Advisors on M15-H4 (mostly 1H - the other timeframes usually show drawdown) - again, 1M OHLS is a few percent different from the real trade.
Explain to me what people are writing for such experts that 1M OHLS mode - not enough ? All around trading on 1S timeframe ???
Above is correct - an EA working on bar opening prices - will show results in the tester that are very close to reality.
Well to the question "what is a tester Graal" - it is an Expert Advisor that does not use existing patterns of price movement, but a randomly formed specific price movement on the testing interval.
Alexey, what the hell?
For a long time I used to work with Expert Advisors, candlestick patterns including trendlines on D1. Even the "open prices" mode was close to reality, and the 1M OHLS mode was the same!
Now I trade more with Expert Advisors on M15-H4 (mostly 1H - the other timeframes usually show drawdown) - again, 1M OHLS is a fraction of a percent different from the real trade.
Explain to me what people are writing for such experts that 1M OHLS mode - not enough ? All around trading on 1S timeframe ???
The above is correct - an EA working on bar opening prices - will show results in the tester that are very close to reality.
Well, to answer the question "what is the tester Grail", it is an Expert Advisor that uses not existing price movement patterns, but a randomly formed specific price movement at a testing interval.
Everything depends on the aim, if a stop or profit is 0.01 points, the tester will give wrong results, but if the aim is not point, the result will be close to the reality.
I can make such grails for you in 20 minutes from the checkpoints)))) cosmos)))) 10,000 percent a month, come on bros)))) at 1 dollar apiece