Auto or manual - page 16

 
VVT:

Any calculation, be it of an indicator or anything else, is taken from the history, and the TS is tested on the history, which ultimately is the adjustment to the history, i.e. optimization)

The question is whether it will work in the future)

Will the optimizer find the right natural parameters of your Expert Advisor?

You can take those parameters that will show 100% ratio in the optimizer and trade with them.

Or maybe the optimizer will find the right natural parameters with the 80% ratio... and the right set will get lost somewhere...

The optimizer will just fit the patch of history where you're optimizing and pick those parameters that have the highest optimization ratio.



Or maybe your system is not trading as nicely as the optimizer has fitted it? Maybe it has larger drawdowns?
and so the optimizer will select some settings that will make your system trade beautifully in this segment, while in another segment with these settings it will not trade profitably.

 
Даниил Минин:

Will the optimizer find the right natural parameters for an EA?

You'll take those parameters that are 100% in the optimizer and trade with them.

Or maybe the right natural parameters are 80% in the optimizer... and the right set will get lost somewhere...

The optimizer will just fit the patch of history where you're optimizing and pick those parameters that have the highest optimization ratio.



Or maybe your system is not trading as nicely as the optimizer has fitted it? Maybe it has larger drawdowns?
and so the optimizer will select some settings that will make your system trade beautifully in this segment, while in another segment with these settings it will not trade profitably.

You know, here's a living example, Zhora, with his League, he is always optimizing something and is always losing money.
 
Unfortunately, only after trying or writing a bunch of their own experts (having gone over the rake themselves) do the "survivors " realise that the simpler the strategy and the higher the timeframe, the quieter and more profitable the trade. Ideally this is a clean chart on D1 and trading levels.
 
Даниил Минин:

Will the optimizer find the right natural parameters for an EA?

You'll take those parameters that are 100% in the optimizer and trade with them.

Or maybe the right natural parameters are 80% in the optimizer... and the right set will get lost somewhere...

The optimizer will just fit the patch of history where you're optimizing and pick those parameters that have the highest optimization ratio.



Or maybe your system is not trading as nicely as the optimizer has fitted it? Maybe it has a larger drawdown?
and so the optimizer will choose some settings that will make your system trade nicely in this segment, while in another segment, with these settings it will not trade profitably.

That's what I mean.)

Malik Arykov:
Unfortunately, only having tried or written a bunch of their own experts (having gone through the rake themselves) "survivors " understand that the simpler the strategy and the higher the timeframe, the quieter and more profitable the trade is. Ideally, this is a clean chart on D1 and trading levels.

If you want to trade on the demo for at least 3 months, then you should sleep well knowing that your Expert Advisor has lost your deposit.)