Some signs of the right TCs - page 24

[Maxim Romanov]

fxsaber:

This result is so far only of theoretical interest. It is difficult to interpret.

The symbol code is there, so anyone can try their TS on an inverted symbol if they wish.

It is interesting. I will try it on forward and backward quotes, then I will post it.

[fxsaber]

Aleksey Mavrin:

In general, it is obvious to me that this requirement is fulfilled in a very narrow case when the instrument itself is invariant relative to the so-called reversal of symmetry, i.e. the patterns on buy and sell are the same.

It's completely unclear to me what you mean by this. You take ANY symbol, run my EA on it. Then flip the symbol and run it again. Compare.

It takes one minute to check it: compile the EA and run two passes.

[Алексей Тарабанов]

Hot Estonian guys have been discussing in all seriousness for about 10 pages why buying dollars for euros is as good as buying euros for dollars at the same time. Let me explain: invariance is a kind of absolute resistance to some factor. The wind blows, even a hurricane, and the plane flies where it flies. Not a single participant in the discussion paid attention to the mention by the author of the idea (not obsessively embarrassing) of the presence of an "implicit input parameter". "Numerical series" without this parameter doesn't cut it. In trading, this parameter is called the trend. If up - OnlyBuy, down - OnlySell.

[Aleksey Mavrin]

fxsaber:

I am completely unclear as to what you mean by this. Take ANY symbol, run my EA on it. Then flip the symbol and run it again. Compare.

It takes one minute to check it: compile the EA and run two passes.

Just to clarify, the result was clear to me, you have a symmetric TS, you have proved that the above manipulations do not change the TS result.

I tell you that this approach (concerning the flipping) is not applicable in practice, because in the process of improving TS you will inevitably cometo the separation of the buy strategy and sell strategy for most classes of TS.

That's all.

[Алексей Тарабанов]

Aleksey Mavrin:

For clarification - the result of the test was clear to me, you have a symmetric TS, you have proved that the manipulations you have given do not change the result of the TS.

But I say that this approach (concerning flipping) is not applicable in practice, because in the process of improving the TS you will inevitably come to the separation of the buy and sell strategy for most classes of TS.

That is all.

Why?

Recognise the trend and trade using the same tactics as for a reverse trend, only in reverse.

[Vladimir]

Алексей Тарабанов:
Hot Estonian guys have been discussing in all seriousness for about 10 pages why buying dollars for euros is as good as buying euros for dollars at the same time. Let me explain: invariance is a kind of absolute resistance to some factor. The wind blows, even a hurricane, and the plane flies where it flies. Not a single participant in the discussion paid attention to the mention by the author of the idea (not obsessively embarrassing) of the presence of an "implicit input parameter". "Numerical series" without this parameter doesn't cut it. In trading, this parameter is called the trend. If it is up, it is called OnlyBuy, if it is down, it is called OnlySell.

The trend, in case of changing CP(t) into F (CP(t)) with monotone F, will remain as it is defined by segments between extrema, while the moments of extrema are preserved. So will the directions of price movement between them - the trends. This is not the case with the time inversion. This has already been pointed out. Another question arises when implementing time reversal - what to consider as the moment of reaching an extremum. If it is the first touch of its level, then the moments of extrema will change because the first touch when moving from the left to the right may not be the first touch when going from the right to the left.

[fxsaber]

Aleksey Mavrin:

in the process of improving the TS you will inevitably come to a separation of buy and sell strategy for most classes of TS.

I have never practiced it. Moreover, I consider such TS mathematically defective, because it is impossible to conduct research of DVP on them through the Optimizer.

For example, OnlyBuy-TS cannot reveal the potential of 1/S&P500 symbol through the Optimizer.

There are several stages of formation of a battle Advisor, I will highlight several indicative ones

1. Research TS. It is the one that should be mathematically correct.
2. On the basis of point 1, patterns are found.
3. Perhaps some of them pass the filter of their requirements.
4. A combinational TS is built based on these patterns, where various fitting variants are possible, including separate settings for Buy and Sell.

I'm talking about a research TS. Combat stumps are 5% of an algotrader's work.

[fxsaber]

Vladimir:
The trend in case of replacement of C(t) with F (C(t)) with monotone F will remain as determined by the sections between extrema, and the moments of extrema are preserved. So will the directions of price movement between them - the trends. This is not the case with the time inversion. This has already been pointed out. Another question arises when implementing time reversal - what to consider as the moment of reaching an extremum. If it is the first touch of its level, the moments of extrema will change because the first touch when moving from the left to the right may not be the first touch when going from the right to the left.

The time inversion was an interesting brief digression from the topic. The inverse symbol = 1/EURUSD is discussed here.

[Алексей Тарабанов]

Vladimir:
The trend in case of replacement of C(t) with F (C(t)) with monotone F will remain the same, as it is determined by sections between extrema, and the moments of extrema are preserved. So will the directions of price movement between them - the trends. This is not the case with the time inversion. This has already been pointed out. Another question arises when implementing time reversal - what to consider as the moment of reaching an extremum. If it is the first touch of its level, the moments of extrema will change because the first touch when moving from the left to the right may not be the first touch when going from the right to the left.

Vladimir, the move between what is the current trend?

[...]

Only after reading the blog post did I realise the invariance needed :)

h ttps://www.mql5.com/ru/blogs/post/734084

A flip strategy that takes nothing but signals into account.

Minus - it does not allow to maximize profit, because the amount of each trade is constant, and the signal allows only to open or close, shares are excluded.

Maximum profit or loss depends solely on the indicator that provides the signal.

In other words, the invariance condition limits the use of various money management variants.