Some signs of the right TCs - page 32

 
Vladimir:

This thread is not about how people panic. It's about algorithms that are resistant to various changes in the properties of the incoming rate stream. Now I looked at it, the deposit is already 2617884. In three days out of 10 thousand against the background of the unexpected chattering in these flows.

Sorry to hear that.

 
fxsaber:

Made.

OnlyBuy's best pass goes perfectly on OnlySell. And vice versa.

Combining the best passes of each direction gave the same result as the best pass in both directions.

All in all, in this particular case, no point in adjusting for each direction.


ZY Highlighted is a bit of a surprise to me, as I was sure that combining two such trims should give better results than one trim. Perhaps it's the magic of GA.

Why is it unexpected, if TS enters equally in buy and in sell. It follows by definition - this is also a result).

What do they say about the LA LP symbols or in the PM, I am not familiar with other forums.

 
Aleksey Mavrin:

What's so unexpected about that, if the TS enters equally in both buy and sell. It follows by definition, I'll give you the same result).

Different input parameters - different TS inputs.

 
fxsaber:

Different input parameters - different TC inputs.

Maybe I've got it wrong.

Like this:

If the TS sees the symbol as symmetric, i.e. the conditions are the same buy and sell.

You optimize the buy symbol, flip the symbol and optimize the sell. The results are the same.

If the symbol is truly symmetrical, the buy optimizer will also work for sell. You must be surprised, as I understand it now, yes, it means that the symbol is symmetrical indeed for those patterns that your TS follows. That's some result, yeah.

Got it right? hmm. about that question? thank you.

 
Aleksey Mavrin:

Have you got it right?

The posts here seem to be interpreted differently. Look at what was being talked about.

Three Optimisations: OnlyBuy, OnlySell, BuyAndSell. Combining the first two best passes is not superior to the best of the last Optimisation.

 
fxsaber:

The posts here seem to be interpreted differently. Look at what was being talked about.

Three Optimisations: OnlyBuy, OnlySell, BuyAndSell. Combining the first two best passes is not superior to the best of the last Optimisation.

I see. I think this leads me to the conclusion that the symbol is symmetrical and the optimum buy parameters are good for sell. Just for this TS (Well, because the TS itself is symmetrical). Parameters all three are slightly different, I understand.

Have you tried the parameters of one variant and tried them on the other variant?

And if you also try the same on e.g. SP500 I wonder - probably already there will be a big difference.

 
fxsaber:

The posts here seem to be interpreted differently. Look at what they were talking about.

Three Optimisations: OnlyBuy, OnlySell, BuyAndSell. Combining the first two best passes is not superior to the best of the last Optimisation.

By what parameter are you looking at the result of the optimization? If by profit, it should be equal, and if by some relative units, it should be equal. If it is the same in terms of profit, then it is really strange, something is wrong with the optimisation.

 
Valeriy Yastremskiy:

What parameter are you looking at for the optimisation result? If by profit, it should be the sum, if in some relative units, it should be the same. If it is the same in terms of profit, then it is really strange, something is wrong with the optimisation.

I optimized by the relative profit. Absolute and relative profits coincided with each other within the accuracy margin: BestProfit_OnlyBuy + BestProfit_OnlySell == BestProfit_BuyAndSell.

 
fxsaber:

Optimised by relative profit. Absolute and relative profits coincided with the accuracy: BestProfit_OnlyBuy + BestProfit_OnlySell == BestProfit_BuyAndSell.

And the input parameters of the TS in the best passes were also the same?

 
Valeriy Yastremskiy:

Were the TC input parameters the same in the best passes too?

Different, but probably close in value. I can only guess now, as the data is no longer available. I am not ready to repeat the experiment.