Experiment - page 45

 
Maxim Kuznetsov:

PS/ the screenshots are of a clean coin (undermined robot) during debugging on a demo. The performance of a successful algorithm should be much better


Is this the way to do it? Or I just don't know that word.

https://www.mql5.com/ru/forum/71458

идея недерменированного индикатора
идея недерменированного индикатора
  • 2016.01.17
  • www.mql5.com
идея недерменированного индикатора.
 
Evgeniy Chumakov:

Is that how it's supposed to be? Or I just don't know that word.

https://www.mql5.com/ru/forum/71458

in this case "undetermined" means that the robot makes partly chaotic/random/probabilistic decisions. That is, on the same input data, different runs will have different inputs/outputs.

Non-terminated, i.e. not nailed to the input stream by a rigid logic.

 
CHINGIZ MUSTAFAEV:
I've already read that, I thought you'd developed something of your own... And there's, well, you know what's in there.
Yes very pretty words, but nothing, that is, nothing at all in terms of statistics. If predictions, what percentage of predictions come true and what percentage don't.
Is there anything at all besides your words? Or are you suggesting that all readers just take your word for it?

"Dow's prophecy that "price takes into account everything", being only a guess, under the pressure of hard facts, is recognized as an axiom, but miraculously. has received its theoretical confirmation and one can and should enter this Dow axiom into the category of proven axioms and henceforth call it the Dow Theorem!"

Don't you think that's a bit much?

ptrs://www.mql5.com/ru/articles/250

Then, see the original article

 
Yousufkhodja Sultonov:

I've read that too and reread it more than once.

Thank you for the link.

Well... It's a good idea, especially the exponential dependence and the rate of price change,

But there's another problem...

Market movements simply have no variance at all.

It goes from zero to infinity. It's constant. It has no defined boundaries.

If the variance varied even slightly in a regular way, then yes, you could determine something and even select a sample independently, no problem.

That's why you will never be able to figure out whether the market has run out of fuel or not, either with PNB or with anything else. You will always only be able to state a fact and nothing more. That is why it is almost impossible to predict what will happen to the market next.

If you had just gathered the statistics from the start, rather than being tempted to make assumptions, you would certainly have seen it coming. And maybe then, PNB would have worked.

PS: So in essence the current price is both future and past and present at the same time. Of course because of the fractal structure of price fluctuations you can make up so to speak combinational and repetitive movement patterns and build only on that. For this purpose the quotes history should be divided into self-sufficient, identifiable and accordingly independent from the sampling (all the same infinite variance, otherwise it will be another fitting to historical data), and then combinational schemes of interaction of such parts should be composed.

 
CHINGIZ MUSTAFAEV:

I've read that too and reread it more than once.

Thank you for the link.

Well... It's a good idea, especially the exponential dependence and the rate of price change,

But there's another problem...

Market movements simply have no variance at all.

It goes from zero to infinity. It's constant. It has no defined boundaries.

If the variance varied even slightly in a regular way, then yes, you could determine something and even select a sample independently, no problem.

That's why you will never be able to figure out whether the market has run out of fuel or not, either with PNB or with anything else. You will always only be able to state a fact and nothing more. That is why it is almost impossible to predict what will happen to the market next.

If you had just gathered the statistics from the start, rather than being tempted to make assumptions, you would certainly have seen it coming. And maybe then, PNB would have worked.

PS: So in essence the current price is both future and past and present at the same time. Of course because of the fractal structure of price fluctuations you can make up so to speak combinational and repetitive movement patterns and build only on that. For this purpose the quotes history should be divided into self-sufficient, unambiguously determined and consequently independent from the sampling (all the same infinite variance, otherwise it will be another fitting to historical data), and then combinational schemes of interaction of such parts should be composed.

Fact
 
Renat Akhtyamov:
Fact

Here, a fact:


 
Here we go, here we go! I'm keeping my fingers crossed.
 
Aleksei Stepanenko:
It's on, it's on! Keep your fingers crossed.

That's right, dirty! Let the doubters watch.

 
Yousufkhodja Sultonov:

Here, a fact:


Analyzed your TS according to advertised trades. The signal reproduced one-to-one, but with completely different mathematics. It is an ordinary one. That is, the EA sells when it is too late to sell and buys when it is too late to buy. All applied lag symptoms are on the face of it, again I agree, a fact.
The prediction is as follows: Equity growth will equal drawdown at best.
 
Renat Akhtyamov:
Analyzed your TS according to advertised trades. The signal was reproduced in the same way, but with completely different mathematics. It is from the rank and file. That is, the Expert Advisor sells when it is too late to sell and buys when it is too late to buy. All applied lag symptoms are on the face of it, again I agree, a fact.

Rena, it seems to us that something is wrong. Let the PNBs sort it out for themselves. About the other maths - interesting. Explain the meaning, please. What's the difference?

About equity growth - let's wait and see how much it grows.