An accident or an unrecognised pattern? - page 8
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Well, that's for sure. I would like to find a faster proving method.
I would like to find some other, there is no other, there is no trading panacea, there is no proof, no reliability except for the one that is in front of my eyes and even so there is no guarantee that the trend will continue in its profitability. This is as they say gya vi and there is nothing you can do about it.
There is nothing else, there is no panacea in trading at all, there is no proof, there is no credibility other than the one in front of your eyes and even so there is no guarantee of continuation of the trend of its profitability. This is what they say - gya vi and there is nothing you can do about it.
If something looks like a duck, floats like a duck, it most likely is... a duck.
I really wish you were wrong.)
There is no panacea in probability theory either, but we somehow count deviations from normals, well at least we can calculate normal distribution or not, here I think the conditions are comparable, only we lack in-built modelling methods.
And what you said... There's no evidence, no credibility. That seems to be the main problem with uncertainty.
Well, that's for sure. In any case, I will conduct tests on the demo, but this is long and will not ensure reliability either. I would like to find a faster proving method.
If something looks like a duck, swims like a duck, it probably is... a duck.
I really wish you were wrong.)
There is no panacea in probability theory either, but we somehow count the deviations from normals in it, well at least we can calculate normal distribution or not, here I think the conditions are comparable, only we lack in-built modelling methods.
And what you said... There's no evidence, no credibility. That seems to be the main problem with uncertainty.
Whoever wants to model, models - R, Python, Excel, Matlab are all at your service.
Built-in? - That's a lot you want from a trading terminal.)
You've been told 10 times about the forward, but you stubbornly refuse to try it.
I've tasted it 100 times... does that count?
And even posted the result.
It passes the forwards, on the whole story. But the fit I originally did on the whole story too... I don't have any more history. There's nothing else to run forwards on.
I've tasted it 100 times... does that count?
And even posted the result.
It passes the forwards, on the whole story. But the fit I originally did on the whole story too... I don't have any more history. There are no more forwards to run on.
but making a fit on one site and then testing on another isn't an option?
try another broker, maybe they have more history.
Isn't fitting on one site and then testing on another an option?
Try another broker, maybe they have more history.
Tried it already... I posted the result above - it works.
If you want to model, you model - R, Python, Excel, Matlab are all at your service.
Built-in? - That's too much you want from the trading terminal.)
Well, apparently... yes, I overestimated the terminal.
I really thought that the testing system is better tuned to crash-tests and that methods of checking the TS for "bugs" have long been thought out and tested and they solve such problems easily.
With these things we should get acquainted, R, Python, Matlab. But I've just started to master mql5. I've been studying it for 2 weeks to create an algorithm for one single Expert Advisor to test one single hypothesis...
I was testing it for a week.
That's all my programming experience.
I will try to make synthetic quotes to expand the testing area. I already tried, but it did not work.
Well, apparently... yes, I overestimated the terminal.
I really assumed that the testing system is better sharpened for crash tests and that methods of checking TC for "lousiness" have long been invented, tested and solved such problems at once.
With these things we should get acquainted, R, Python, Matlab. But I've just started to master mql5. I've been studying it for 2 weeks to create an algorithm for one single Expert Advisor to test one single hypothesis...
I was testing it for a week.
That's all my programming experience.
I will try to make synthetic quotes to expand the testing area. I have already tried it, but it did not work.
1. Choose one or another of R, Python, etc. You don't need to be familiar with everything).
2. No need for synthetics, model on what you want to work with. And don't do 10 years of tweaking tests - you don't have to eat the whole ham to know if it's rotten.
Over-optimise, say in one year, and test on another.
3. In ICL you can test the system, and it is not a fact, a hypothesis is unlikely.
Well, apparently... Yes, I overestimated the terminal.
The terminal has everything you need specifically for the purposes of trading, modelling and testing any reasonable TS. Including, by the way, already synthetics (although it is already on the edge of reasonableness - it is clear that anything can be invented, but why?)