The Reliability of Signal
Forum on trading, automated trading systems and testing trading strategies
Sergey Golubev, 2022.09.26 08:22
There is the thread about it:Signals - Reliability
Cengiz Atay:
Hello everyone, I have a question. Tried many things but couldn't find the answer.
What it makes signals more or less reliable?
Let's say that reliability is the difficulty of being able to pick up the signal along the way. For example, if the positions have a lot of correlation between them at the time of closing, you will necessarily have non-existent positions which will be ordered to be closed. Example a grid system is difficult to connect.
For signals where the positions do not have a grid or correlations between the positions, it is more easily reliable.
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Hello everyone, I have a question. Tried many things but couldn't find the answer.
What it makes signals more or less reliable?