From theory to practice. Part 2 - page 14
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Read above I have already posted.
https://www.mql5.com/ru/forum/366487/page17#comment_21702052
I already know she's going to flip.
Yes, I think Eugene has already posted it:
Let's choose sliding window of data = 7200 values, which corresponds to weekly sliding window on prices, for example, CLOSE M1.
At each step we calculate the sum ofSUM increments in this sliding window.
Then D = +/- (2.5758 * b* Sqrt(7200)), where b is the average value of increments in the sample
Buy if SUM < -D close if SUM >= 0
Sell if SUM > D closing at SUM <= 0
So post the result on the training sample here!
Did I generate 1,000,000,000 values for nothing?
Well, they showed you how to make money on SB and so what? Д
No, they didn't.
While you are spinning like a frying pan for a few hours.
This system will fail, even on a training sample.
I am more interested in the psychology of traders who work with SB.
I do not understand why it is necessary. Well, they showed you how to make money on the SB and what? The next step, obviously - to reduce the real price series to the SB and the deal is done. But that wasn't the case! I've spent at least a year on this task - nothing has worked...
Horrendous trends, detrimental to counter-trend strategy, are almost impossible to eliminate.
The market is much more complex than SB. Full stop.
So post the result on the training sample!
Did I generate 1,000,000,000 values for nothing?
For the experiment to be statistically valid, its length should be measured in the number of trades, not the number of points. And he only got ten trades. We need at least a few dozen, or better, a couple of hundred.
Let's check it out.
I am more interested in the psychology of traders who work with SB.
I do not understand why they need it at all. Well, they showed you how to make money on the SB and so what? The next step, obviously - to reduce the real price series to the SB and the deal is done. But that wasn't the case! I've spent at least a year on this task - nothing has worked...
Horrendous trends, detrimental to counter-trend strategy, are almost impossible to eliminate.
The market is much more complex than SB. Full stop.
The statement is not new, I've heard it here before... Explain the difference between market and SB. Show me some examples. I know how) and I can't say it's more complicated, rather the opposite. But I would be happy to read an outside opinion.
And secondly. I do not want to read the whole thread, but there is potential in theory. Our task is to find patterns in the market and trade them. But in case of a chart, it may be unclear what process we are dealing with and what we need to do to find the patterns. That is why I propose to develop a mechanism for finding regularities on charts with already known characteristics. For example, take a fractal chart like this
And create an algorithm that will find the patterns on this chart by itself. Do not simply optimize the Expert Advisor to find the right parameters, but develop a mechanism that detects the patterns. Then we will complicate the task and adapt it to the real market.
If needed, I can download a data file for this chart and everyone will be able to load it into the terminal.
You can use any other fractal function, such as Weirstrasse.
What's this?
This conversation is making me sick to my stomach... I'm out of here...
No, not 10 deals.
Well done! Looks like... And what did you get?
Looks like? Do I have to count for you?