Auto or manual - page 9

 
vladavd:

Can't you see the difference between a pattern and just some conditionality? Regularity, by definition, allows you to judge the future with some probability other than 0.5; if you do not make such judgments, then there is no regularity, and the criteria for making decisions are just a fiction. Therefore your decisions are random, although formally they are conditioned by something. This is logic of the level of "when you see a black cat, you are in trouble", it is irrational and absurd in the absence of correlation between phenomena.

What do regularities have to do with it, Zhora has a definition of robot states, profitable or draining, he has no regularities in his work logic.

 
Maxim Romanov:

Here's an example on 28 stocks with no leverage, netting, commissions

looks terrible to be honest.

 
Valeriy Yastremskiy:

Kind of like the point that any robot has finite periods of earning and draining))) You certainly don't have any and it's the result of long and painstaking work. The problem is that the boundaries of states are blurred and the task of automating the boundaries has not yet been solved in the real world... Although what I'm talking about and to whom, you already know that))))

There is a problem, of course, but it can be solved, and there is a workaround. You do not have to define the boundaries, you may use global laws and the only thing you need is to minimize correlation between the tools. But you also need to avoid synchronisation between instruments, because it can occur with zero correlation.
 
Andrei Trukhanovich:

looks terrible to be honest.

What's so terrible about it? It works in fully automatic mode without any optimization on history, all in real time on any instrument. Just put it in and it works itself.
Plus it's trading without leverage, I thought I didn't need to explain what that meant. It means no stopout.
The thread is about the manual or automatic way of trading. Automatic is possible, here it is, all by itself.
And the weaknesses, well I know them and am working on them.
This is not for sale, but for money management, you need not pretty pictures, but the real situation. You can look at pretty pictures in the marketplace.
 
Maxim Romanov:
And what is so terrible?

a 50% drawdown on stocks in the portfolio. a lot. comparable to the profits.

Maxim Romanov:

The thread is about the manual or automatic way of trading. Automatic is possible, here it is, all by itself.

No question in that vein. If the strategy is automated, automation is possible and necessary.

 
Andrei Trukhanovich:
a 50% drawdown on the stocks in the portfolio.
Yeah, March 2020. Did you see how much the stock sagged there? And not all of them have recovered yet. And the robot has recovered and continued to make money.
 
Maxim Romanov:
There is a problem, of course, but it can be solved, and there is a workaround. You do not have to define the boundaries, you may use global regularities and the only thing you need is to minimize correlation between the tools. But you also need to avoid synchronisation between instruments, because it can occur with zero correlation.

Zhora manually monitors 700 robots. He has a different understanding)))

I haven't seen any reasonable solutions in TA or in other areas.

Global is no longer TA, and external data is a different task) or am I misunderstanding that there is a GZ

I've never understood why to minimise correlation between tools, and how to do it if the tools are on their own. Or does it mean picking the instruments with the lowest correlation?

 
vladavd:

Your breakdown criterion is a series of losses of some length. Does this information allow you to judge when this series will stop (or the next one will start) and the system will start earning again? No, it does not. So, no conclusions can be drawn from it; it is just a belated statement, like trading in the direction of the average trend. Yes, we had a trend, so what next, it will continue or will it reverse? We do not know. On what, then, are the conclusions and decisions based? On nothing, it's not an analysis, but an imitation of analysis and self-deception.

You have an accidental switch, it's not a pattern, is it? No. Well then it's random, and it's just a matter of time before you flush with that set. Which one exactly - well, how can you know? But with your inputs (random selection from a set of deliberately draining robots) it will happen one day anyway. In the picture in the last post, as you can see, there are weakly successful simulated implementations that turned out to be in the positive area, apparently this is your case when a randomly losing system turns out to be profitable . But 1) why do we need such an inefficient trade? no losses, but also no profits, while time and effort are wasted 2) how can we seriously rely on randomness where the probability of success is knowingly and significantly lower than the probability of failure? Risk is necessary when it is justified, otherwise it's just foolishness and relying on chance.

Exactly right + we have to catch these wild cards and put them into trades, and the fact that they will trade profitably is not a fact! (especially after optimization and demo... :-) It's definitely time to go to the sinkhole, and they are going to be traded for real... :-) )

 
Valeriy Yastremskiy:

And what do patterns have to do with it, Zhora's definition of robot states, profitable or draining, he has no patterns in his operating logic.

I understand what he's doing, so I'm trying to make it clear that random decisions about a set of randomly working experts are absurd and irresolute and will end up fluffing the earth. But apparently it is useless, he has been written about this for a long time and by many people, but the pointless and merciless Sisyphean work goes on.

 
vladavd:

I understand what he's doing, that's what I'm trying to convey, that random decisions regarding the recruitment of randomly working experts is absurd and indecisive and in the end the ground is fluffed. But apparently it's no use, he's been written about this for a long time by many people, but the pointless and relentless Sisyphean work goes on.

By the way to maintain this whole system, he spends half his pension, the iron also requires costs, electricity