Some signs of the right TCs - page 11
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Therefore, the question is modified - how does the system behave at all when there are any changes in a number of prices?
That's right! Let's come up with mythical prices and base our trading strategy on them... Wise!
Why not start from the main feature - profit? Who needs a correct function that you have tested but does not make a profit? Is this pure science?
Well, tie that pure science to the properties a trader needs - and that property is ONLY a profit...!
The topic is about the rules that are desirable to follow when building a TS. Whether or not a profitable Expert Advisor will work is another matter.
To use an analogy. When building an engine, it is desirable to follow the laws of physics. However, following the laws of physics does not guarantee success in this difficult matter, just like ignoring physics does not guarantee failure, of course.
But for some reason, in this ambiguous situation, people prefer to take scientific advances into account. Statistics say that those who have relied on science have sometimes succeeded. Those who ignored it did not.
Right! Let's come up with mythical prices and build a trading strategy on them... Wise!
When developing a TS, mythical prices are always used - from the past) Here, only some complication is added during the testing phase.
The point here is that the trading algorithm (TS) is invariant with respect to some transformations of the price (time) function. If we have the right to demand this, then we can check the Expert Advisors that implement the TS for compliance with these requirements. And we will eliminate in advance all unsuitable ones according to these requirements. Perhaps we will even manage to do something more. At the level of ideas, not Expert Advisors. The ideas should be invariant with respect to allowable transformations of the price (time) function.
Are there people here who believe that the market reacts similarly to a 50 and 200 pip price change?
or does trading with a volatile instrument differ from the others only by a larger multiplier?
It seems that everyone is searching forthe "grail", a universal market formula and imposition of errors (or advertising of unreleased products, a la "autotester at a transformed price series").
The topic is about the rules that should be followed when building a TS. Whether or not a profitable EA will turn out to be a different question.
To use an analogy. When building an engine, it is desirable to follow the laws of physics. However, following the laws of physics does not guarantee success in this difficult matter, just like ignoring physics does not guarantee failure, of course.
But for some reason, in this ambiguous situation, people prefer to take scientific advances into account. Statistics say that those who have relied on science have sometimes succeeded. Those who ignored it did not.
Breaking the laws of physics with all the will, no one has yet succeeded.
Regarding the topic of practical expediency of the principle (the correctness of the TC) is not visible, except for complacency and perhaps to facilitate the alignment of the GU during optimization.
Well, I can see another application of the system without any changes of parameters to "similar" instruments, such as stocks of companies of the same sector. But even here we still need to check "similarity", i.e. optimization runs on a range of parameters followed by most likely inevitable, though insignificant, parameter adjustments.
Maybe there is something else? I mean, what does this principle give in practice.
are there people here who believe that the market reacts similarly to a 50 and 200 pips price change?
or does trading with a volatile instrument differ from others only by a larger multiplier?
It seems that this is a quest for the "grail", a universal market formula and imposition of errors (or advertising of unreleased products, a la "autotester at a transformed price series").
Some justification for this approach is that in such transformations SB remains SB - only its parameters change. For invariance of products and degrees one can take geometric SB. Prices, of course, differ from SB, but usually these differences are not so great.
are there people here who believe that the market reacts similarly to a 50 and 200 pips price change ?
Breaking the laws of physics, however much anyone wants to, has not yet succeeded.
Not complying and violating are different.
Regarding the topic of practical expediency of compliance with this principle (the correctness of the TC) is not visible, except for complacency and perhaps to facilitate the alignment of the GU during optimization.
I can't think of an argument that would make practical sense to someone who doesn't understand.
Not complying and violating are different.
I can't imagine an argument that could serve as a practical expedient for someone who doesn't understand.
Doesn't understand what?
If about the idea of correctness in the sense stated, then I understand it and I myself try to adhere to exactly that principle, as I have written before.
I asked that it is not visible practical expediency for construction TS, because on different tools all the same to optimize and find different parameters, in practice different tools they are unique, there are no tools received from others by similar transformations, except synthetics.
Can you say something about synthetics?
Regarding the topic the practicality of this principle (the correctness of the TC) is not visible, except for complacency and perhaps to facilitate the alignment of the GU when optimizing.
Reducing the likelihood of fitting, that's all.
The "correctness" does not guarantee profitability, and vice versa, but it is easier to work with the "correct" TS.