Our development path. Councillors of today and tomorrow. - page 5

 
Реter Konow:
I don't know if Yusuf would agree with me, but it seems to me that any pattern in the market is temporary. They appear and disappear at a certain moment along with the factors that generated them. If you catch a temporary pattern you can make money, but if you sit on one pattern all the time, you are likely to lose.

I agree, but we need to proceed in stages. The first stage is to create a non-clearing, even if not very profitable, EA based on a basic theory or idea, such as in the figure above. At the second stage, find out why this theory has not worked at certain parts of the history and look for the reason.

 
Renat Akhtyamov:

trader trades

Why would he want to optimize?

But on this forum the main topic of conversation is optimisation. Hence I draw conclusions.

 
Uladzimir Izerski:

That may be so. And even the right approach on a fee basis. But you have to be at least a bit of a programmer yourself.

Right, the talent and work of programmers should be respected, it is more difficult than singing by F. Kirkorov.

 
Uladzimir Izerski:

Although not addressed to me, I want to disagree with the view that any pattern in the market is temporary. It is constant and consistent. Look at the century charts)))).

I am talking about patterns of correlation or temporary subordination of price to random but significant factors that also have their influence temporarily. Something affects people's minds at a certain period of time, and they change movements and market conditions in a certain way. Then, the factor weakens and the pattern disappears.
 
Yousufkhodja Sultonov:

I agree, but we need to proceed in stages. The first stage is to create a non-clearing, even if not very profitable, EA based on a basic theory or idea, such as in the figure above. At the second stage, find out why this theory has not worked at certain parts of the history and look for the reason.

Consistency is the way to success. You are right.

But what do we see in reality?

The market gives us the opportunity to make 100% in a day and most want to take that chance now, without regard to the real threats.

 
Uladzimir Izerski:

But in this forum, the main topic of conversation is optimisation. Hence I draw conclusions.

Optimization of the Expert Advisor is needed to fine-tune its logic on historical data. You cannot do without it. But it must not replace omissions in the logic of the Expert Advisor. There must be a minimum number of optimizable parameters. N - sample size stands out among them. You need to be very careful with it. This parameter is capable of deducing any TS to a profit through the variation of N, and the truth where it is not clear. In general, much is not clear with this parameter and theorists are silent.

 
Yousufkhodja Sultonov:

I agree, but we need to proceed in stages. The first stage is to create a non-clearing, even if not very profitable, EA based on a basic theory or idea, such as in the figure above. At the second stage, find out why this theory has not worked at certain parts of the history and look for the reason.

I completely agree here. This is the "core" of EA development. However, in addition to the core, there are attributes - useful and effective things. I try to see them in Expert Advisors of the future. I believe that they are needed no less than the 'core' (strategy). We need them not only to develop our field in the direction of getting profit from the market, but also to get profit from ordinary users looking for Expert Advisors in the Market. In general, I'm thinking about the interests of developers-sellers. They need to expand their creative space.
 
Реter Konow:
I am talking about patterns of correlation or temporal subordination of price to random but significant factors that also have their influence temporarily. Something influences people's minds at a certain period of time, and they change movements and states of the market in a certain way. Then, the factor weakens and the pattern disappears.

The market is not random. It is legitimate. For 99% of users it is random.

 
Реter Konow:

The main question is: What can be included in EAs apart from the trading strategy?

If you are able to do this, it would be a hybrid of artificial intelligence with a genetic algorithm, which searches the web (forums, blogs, etc.), writes TOR, and then writes EA code based on TOR, tests and optimises them. And he does this all the time, around the clock. Those potentially profitable EAs are put in trading (he selects the broker and the account type, deposits funds (if necessary). Also must be able to correspond (Skype, Vyber, etc.).

,

 
Yousufkhodja Sultonov:

Optimisation of an EA is needed to refine its logic on historical data. You cannot do without it. But, it should not replace omissions in the logic of the Expert Advisor. Optimized parameters must be a minimum number. N - sample size stands out among them. You need to be very careful with it. This parameter is capable of deducing any TS to a profit through the variation of N, and the truth where it is not clear. In general, much is not clear with this parameter and theorists are silent.

It is not clear, it is not solvable, it leads to the drawdown - we exclude it from the TS, despite the importance in the work of the entire algorithm