Some signs of the right TCs - page 22

 
Aleksey Nikolayev:

I think it is incorrect to use the practicality argument in theoretical reasoning.

I completely agree. In this case you have gone down the road of no TC.

 
TheXpert:

A strategy that works on the EURUSD does not have to work on the USDEUR in general, if only because of the asymmetry of buying and selling.

For intraday, asymmetry can be neglected.

I do not understand where the asymmetry lies?

 
Valeriy Yastremskiy:

But this has nothing to do with the search of regularities in a number series and if we consider the invariance of TC as a condition for the search of regularities in a number series, then it is a necessary condition.

Another good formulation.

 
I would like to clarify that we are considering a TS with only bid/ask/time_msc series as input. There is nothing else. And this TS is configured through the optimizer.
 
Aleksey Mavrin:

For example, if indices are rising slowly and falling by a wall, during a rise there are virtually no upwards candles of more than a certain %, etc. And there are always such "sell" candlesticks during a fall. The system waits for such candlesticks and sells. But it should also react if these candlesticks are buying (the symbol is reversed).

If the optimizer for the forward symbol shows OnlyBuy, then for the reverse one - OnlySell. The invariance is complete.

 
Aleksey Mavrin:

I still come to the conclusion that it is wrong to apply this correctness approach to the inverted symbol, or its application is limited.

The reason is simple - as already pointed out, unequal buy and sell strategies.

i.e. a good buy strategy SHOULDN'T work on an inverted symbol, but if it reverses itself, WHY does it know when, i.e. which symbol is upside down or upright?

So buying and selling have to be tested separately and hence flipping makes no sense.

If the EA is hardwired OnlyBuy, it is not the result of Optimization.

 
fxsaber:

If the optimiser shows OnlyBuy for a forward symbol, it will show OnlySell for a reverse symbol. The invariance is complete.

Wait. What does the optimizer have to do with it?

I thought we were talking about strategy invariance, a specific strategy with specific parameters, the same for forward and reverse symbol.

 
TheXpert:

Okay, stop. What does this have to do with the optimizer?

I thought the talk was specifically about strategy invariance, a specific strategy with specific parameters, the same for forward and reverse symbol.

Let me explain. OnlyBuy is the value of an implicit input parameter. If this implicit input parameter is written in the TS, it can be invariant.

I think you can easily make my EA-function OnlyBuy, cutting up some of the code. This pocked up TC would be flawed.


Optimisation in that when you put OnlyBuy on a stock, you've done Optimisation before that at least by doing a visual evaluation of the D1 chart.

 
fxsaber:

Let me explain. OnlyBuy is the value of an implicit input parameter.

No, it's a fundamental property of the symbol.

It essentially means that it makes no sense to sell if you don't have a fundamental or technological insider.

If you know how to determine this fundamental property at the TS level or your TS knows how to determine it yourself, kudos and respect, I don't know how and am unlikely to learn it objectively.

 
fxsaber:

Let me explain. OnlyBuy is the value of an implicit input parameter. If this implicit input parameter is written in the EA, then it can be invariant.

I think you can easily make my EA-function OnlyBuy, cutting part of the code. This pocked up TC would be flawed.


Optimisation in that when you put OnlyBuy on a stock, you've done Optimisation before that at least by doing a visual evaluation of the D1 chart.

Well, there won't be invariance for a flip, you don't know ahead of time to put onlibuy or onlicell. If you did a preliminary analysis on D1, it confirms that there is no invariance anymore.