From theory to practice - page 1703

 

Godspeed, guys.

We need the money in the black.

 

Today I dreamed that for some reason Nova and I were crying our eyes out and Asaulenko was dancing the gopak.

I have never seen these people before in my life and I have no idea what they look like or if they can dance at all. And lo and behold...

Ugh... It doesn't make any sense.

 
:):):)
 

Ah, that's it...

Missed my first losing trade today...


Was it the last?

No grail... One dream and a fairy tale.... That's why I washed my tears all night... I see.

Damn it all to hell.

 
Alexander_K:

Ah, that's it...

Missed my first losing trade today...


Was it the last?

No grail... One dream and a fairy tale.... That's why I washed my tears all night... I see.

Damn it all to hell.

without going into detail - losing (allegedly wrong) trades are an integral part of the trading algorithm.

If there weren't any, it would be the first bell to critically examine the approach. This is in spite of the ideal :-)

 
Maxim Kuznetsov:

without going into detail - losing (allegedly wrong) trades are an integral part of the trading algorithm.

If there were none at all, it would be the first call to critically examine the approach. This is in spite of the ideal :-)

Max, you have submitted an idea similar to this one:

Forum on trading, automated trading systems and testing trading strategies

From Theory to Practice

Vladimir, 2018.03.03 15:40

Maybe the point is that you are looking for one "bell"? One for every time of day and day of the week. Take a look:

https://www.mql5.com/ru/forum/221552/page19#comment_6168925 activity variation during the day

https://www.mql5.com/ru/forum/193378/page49#comment_5239746 for Mondays, Tuesdays, ...Fridays

Why not make this "bell" a function of two more variables, the day and hour numbers, since you're not looking for a scalar (a number), but a distribution? Or parametrize the bell you are looking for, so that the parameters become functions (at least tabulated) of the day and hour numbers. After all, as I understand it, you don't need all of it, a description of behaviour around "heavy tails" is enough...


Not verbatim, but very close. Forgotten already :))) If you remember, it will be like mine.

But, it's not the Grail, one losing deal is already in your pocket. And ahead? ... Keep that in mind.

 
Alexander_K:

Max, you once gave me an idea like this one yourself:


I'm a generator of ideas... I told one person here that we should fight chaos by stochastic methods, and he disappeared in a couple of months :-)

 
Alexander_K:

Ah, that's it...

Missed my first losing trade today...


Was it the last?

No grail... One dream and a fairy tale.... That's why I washed my tears all night... I see.

Damn it all to hell.

A man runs into a beer bar, out of breath.

- Listen," he says to the barman, "hurry up and pour it before it starts!

The barman pours him a mug of beer and he drinks it in a gulp.

- "Quickly, before it starts!

The barman pours him another pint and he drinks it in a gulp.

- Pour another one before it starts!

- And the money?

- Here we go...

 
Aleksey Nikolayev:

A man runs into the beer bar, out of breath.

- Look," he says to the barman, "hurry up and pour it before it starts!

The barman pours him a mug of beer and he gulps it down.

- "Quickly, before it starts!

The barman pours him another pint and he drinks it in a gulp.

- Pour another one before it starts!

- And the money?

- Here we go...

When I lived in Bishkek, there was a distillery there. A lot of drunks worked there. The working day was still going on, but just before the end of the shift, they were drinking heavily. They would come out of the gatehouse sober, but within 150 meters of the gatehouse they would fall dead drunk).

 

I decided to mess around with the martychs and bypass the CE algo, so far that's it. I'm thinking of putting some machine learning in there as well.

By the way, all sorts of indicators of degradation, entropy, etc. only muddy the swamp and do not give improvements