Auto or manual - page 10

 
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.

I would not be so categorical, these are different tasks. Determining the state can also bring a profit. So can the search for patterns).

 
Vladimir Baskakov:
By the way, he spends half his pension to keep the whole system running, the iron also requires expenses, electricity

Well, if he likes it, that's fine, he spends his money for his own pleasure)

 
Valeriy Yastremskiy:

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?

Of course I haven't met reasonable solutions) This needs to be developed.

Global patterns, that's not what I mean here. The distinction of market charts from random walks and their asymmetry. They are present in all market charts, but the more liquid the asset, the smaller these differences are.

The correlation needs to be reduced not between the instruments themselves (how can it be reduced?) but in the trading decisions made. In March 2020 there was a crisis, many stocks collapsed, it is not desirable to have a simultaneous impact on trading, it is desirable to make a wrong decision on only one out of the whole portfolio, not on the whole portfolio at once. Also, the 2008 currency crisis led to sharp moves in all currencies. Ideally this should of course be used and calculated, but for now the goal is to reduce the impact.

 
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.

No, you can make a profitable structure out of the league. I did a similar experiment a long time ago. In general strategies can be plum, it's not that important, but with natural selection you can keep them in profit. You need to create a population of strategies with different parameters and run natural selection in real time. That's how I managed to keep the strategies on the mashcas in the black. But without commissions and there was a lot more to do, I put the idea aside for someday. You just have to do it, but the problem is, using this principle and you don't actually need a league), it's better to replace it with a strategy generator. So this strategy generator is the most interesting thing

 
Maxim Romanov:

1 Certainly not met reasonable solutions) This needs to be developed.

2 Global patterns, that's not what I mean here. Distinction of market charts from random wandering and their asymmetry. They are present in all market charts, but the more liquid the asset, the smaller these differences are.

3 Correlation needs to be reduced not between the instruments themselves (how can it be reduced?), but in the trading decisions made. In March 2020 there was a crisis, many stocks collapsed, it is not desirable that this would synchronously affect the trading, it is desirable that only one out of the whole portfolio was wrongly decided, not the whole portfolio at once. Also, the 2008 currency crisis led to sharp moves in all currencies. Ideally this should of course be used and calculated, but for now the aim is to reduce the impact.

1. Nobel)

2. It is unrealizable in forex, more so for stocks. for crypto too, as long as there is liquidity)

3. this is the selection into a portfolio of instruments with no links to each other. But there is a global BUT that cannot be taken into account, an external factor affecting several instruments at once. The goal is the right one.

 
Maxim Romanov:

No, it is possible to turn the league into a profitable structure. I did a similar experiment a long time ago. In general, strategies can be plum, it's not that important, but with natural selection you can keep them profitable. You need to create a population of strategies with different parameters and run natural selection in real time. That's how I managed to keep the strategies on the mashcas in the black. But without commissions and there was a lot more to do, I put the idea aside for someday. You just have to do it, but the problem is, using this principle and you don't actually need a league), it's better to replace it with a strategy generator. So this strategy generator is the most interesting

Generator of logics is a complicated topic. Generator of parameters of given logics is a solvable one so far. But it is interesting too).

 
vladavd:

Do you not 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 "if you see a black cat - you are in trouble", it is irrational and absurd in the absence of correlation between the phenomena.

What is wrong with that?

The idea is simple - if the TS shows an unacceptable behavior that has never been recorded on history, then it does not fit the market. And it should be readjusted. Therefore performing a rotation is not only natural, but even reasonable. In no way can I call it a "coin".

And what to replace it with - I have already said more than once - I have no clear criteria. It's not exactly a "coin" either, but I suspect it's not much different.

And yet, I think this methodology is quite justified; I would have long since dumped everything if it didn't make sense.

 
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 has long been written about it by many people, but the pointless and merciless Sisyphean work continues.

Not "accidentally" ! I'm telling you that the removal is strictly according to specific criteria.

Installation - yes, there are some problems. But judging by the results - on the whole a small positive result is quite possible. If the result was "zero" the spread would have eaten all the deposit a long time ago.

 
Maxim Romanov:

No, it is possible to turn the league into a profitable structure. I did a similar experiment a long time ago. In general, strategies can be plum, it's not that important, but with natural selection you can keep them profitable. You need to create a population of strategies with different parameters and run natural selection in real time.

That's pretty much what I have in mind.

Any TS "lives" in the system only as long as it has not shown "unacceptable" behaviour. As soon as such behaviour is detected, the system is immediately 'eaten up'. In its place, a new system of the same type, re-tested on history, is put in place.

 
Maxim Romanov:

No, it is possible to turn the league into a profitable structure. I did a similar experiment a long time ago. In general, strategies can be plum, it's not that important, but with natural selection you can keep them profitable. You need to create a population of strategies with different parameters and run natural selection in real time. That's how I managed to keep the strategies on the mashcas in the black. But without commissions and there was a lot more to do, I put the idea aside for someday. You just have to do it, but the problem is, using this principle and you don't actually need a league), it's better to replace it with a strategy generator. So this strategy generator is the most interesting

more details about the strategy generator? is it in the sense of choosing a random number generator from a pool of plummeting flat deals :-) sharable, which may prove to be profitable in real trading?

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I've seen a strategy generator here somewhere before... I think so, you set the conditions - and it generates stratagems...

Can you tell me more about the generator you have in mind?