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  • in reply to: Performance Xeon workstation and SQX #241261 |
    Customer
    476 Posts

    Benchmarking is vanity; the actual production number is sanity.

    Just saying…no competition; not suggesting I’m better…

     

     

    Vanity

    Customer
    476 Posts

    I am certain you’ve considered this but I’ll mention it none the less:  it will be very straight forward to write a line of code to cancel one order should the other be triggered.  Which could be a workaround until the feature is included in SQX.

    in reply to: EURUSD on the 1 hour chart #241258
    Customer
    476 Posts

    Well, you want to keep as many as possible in order to diversify to later merge them so You can cover different market conditions. Being to tuf when especially doing MC you will only have a few strategies left that takes the same trades . If you ease up on this you can find 20 strategies on the same instrument and time frame that do not take the same trades and it does not mean they are curvefitted and MC have not been able to prove an improved performance going forward unfortunately. This is today easily tested using a taskflow having X amount of OOS years and then just Run different MC tests to see how this improved performance of the strategies going forward and You find that is has no effect at all. Well MC spread ( alone) with very tuf settings have a >70% performance on OOS unseen. Just want to add that i am still using MC even thought i have proved to my self that it has no effect .. :)

    A pleasure to read your post. In truth, I have no difficulty producing tradable models in abundance. I woke up this morning and decided I wanted to build a new class of model. Generated for 78 minutes produced 1700 models. SQ is currently frozen because I made the mistake of sorting by a stat. After it is unfrozen, 50% of the models (850) will be tradable and 200 will not be correlated. Figures based on my model building averages (SQ is still frozen so I cannot do this in real time as I planned). Sometimes when it freezes I simply just close SQ and lose all the models (for some reason on restart the files have been corrupted) because I am really not bothered about losing the models except I have lost 78 minutes of my time. In short, I have a different issue than you: my process is totally skewed toward getting rid of models I’d quite happily trade on a live account.

    Marcel,

    Now this is how idiotic it is sometimes:  I write the above to mabi; now when I was 6 to 12 months up the SQ learning curve, if I had read the above, I certainly wouldn’t have even noticed how it was written (the author is virtual so who cares); all my brain would have picked up would be the numbers.  More importantly, the obliteration of previously held model building limitations.  However, what we get here are posters missing the point and somehow believing I am in a competition or trying to be better.  Wrong!  These are just facts.

    Ilya is a relatively new user; this is a fact, not competition.  He is building models like a vet; most of his process (as per Aroon model description) is the old process I gave him (or did you lot think he woke up with years of SQ experience after using it for a few months?); in turn, he has handed my old process (without permission, but not a problem at all because it is an old process) to the community.  This is a fact not an attempt to prove I am better; it is a fact.

    In 4 to 5 years knowledge., concepts and model build progression displayed on these forums has extended the SQ Ebook on model building by about 1%.  There has virtually been no knowledge progression on the forums.  I study each and every post like a nerd, have done for years.  There is no knowledge progression…the greatest leap forward took place after Ilya passed on my old method.  These are facts.  When I refer to knowledge progression, I refer to broad conceptual changes with regard to model building not answers to noob questions on SQX GMT settings.    Again, facts…it isn’t even a matter of interpretation; if you read and analyze the forum posts it is impossible to miss.  Again, facts, not competition or me trying to prove I am better, what have I to prove to any of you?  However, I’ve noticed you’ve attempted to innovate by calling for an SQ meeting of all users, so perhaps some of my messages have hit home.

    The auto-optimisation code was posted to shift model building limitations not to prove I am better.  It is idiotic to completely miss the message because one’s ego is too busy being bruised by a person you’ve never seen,  spoken to and have only communicated with via an internet forum.  It’s an approach that stifles learning.

     

    Anyway, I really need to stop posting!!!!  I am a serial writer and poster!!!  Once I start…etc.  I won’t reply to any responses so feel free to flame.   ;)

     

    in reply to: EURUSD on the 1 hour chart #241255
    Customer
    476 Posts

    Or put differently:

    “I think everyone should first touch their own nose bevore someone ask the otherones to change the behavior.”

    in reply to: EURUSD on the 1 hour chart #241254
    Customer
    476 Posts

    Hello, Ilya, Thank you very much for your contribution. I’m already planning to publish one of my strategies in the documentation section…..I’m just not sure which one at the moment :) I would also use your text as a text template, if that would be ok for you? About the quality of the community: You have to keep the community in mind that it’s a comparatively very heavy program and although the manual says that it’s not a “holy grail” many people ignore that and think that after 3 days around experimenting they can immediately form an opinion and are experts (also in this threat you can see at least one of this…..pretty much at the beginning of the threat :) )……but under these measures there are a few people who have understood that the program was only understood after years of hard work……and I count you, Hankeys and notch as well as some others among them. But now the question is again in which quality these experts want to deal with each other? Do we want to tell each other that we know better than everyone else or do we want to participate from each other and help each other to what we all want? SUCCESS!

     

    Excellent post.

     

    Personally, I work better alone; I don’t work well in teams since I have a unique communication style and it takes effort to gauge the point I have made so people tend to mistakenly believe I’m trying to prove I am better than everyone instead of parking their self-esteem to scratch the surface of the actual comment I’ve made.  However, good luck to you all and may you all make loads of money.

    in reply to: EURUSD on the 1 hour chart #241251
    Customer
    476 Posts

    Yo Notch. Well, I fIlya

     

    Hi Ilya,

     

    Your Aroon model is a solid multi-pair strategy making money month in & month out.  EURUSD performance has dipped off some but continues to perform across many other pairs.

     

    The basics I showed you seems to be about 98% of your workflow from what I’ve read but hey…I am just glad to help.

     

    Keep it up, I have an appointment with an MT4 trading simulator,

    Notch

    • This reply was modified 14 hours, 19 minutes ago by  notch.
    in reply to: EURUSD on the 1 hour chart #241245
    Customer
    476 Posts

    Just so there aren’t too many hard feelings at my ugly truths, I’ve attached SQ3 MT4 code with auto-optimization although I’ve replaced the long and short rules with something more benign.  I have not had the chance to do the same for SQX, I still find the SQX generated code to be confusing and often replace chucks with the SQ3 code, however, my understanding of that code is improving daily.

    Who knows the attached code may actually start an original discussion but I’m not holding my breath and waiting for the inevitable “its nonsense” which typically comes when pitching above another’s head.

     

    Notch

    Attachments in this forum are visible only to Customers.
    in reply to: EURUSD on the 1 hour chart #241242
    Customer
    476 Posts

    Hey notch. Your bitter comments could be taken as unpleasants but your academic bias is amusing. Can’t get angry with you :) However not fair to say there aren’t worthly contributions on the forum. Strongly disagree

     

    We are all entitled to our opinion; even if it perceived as bitter and salty.  Perception and interpretation etc.  I don’t have an academic bias, I have an empirical bias.

     

    Someone posted a grid trading strategy the other week or month.  That was interesting…apart from that everything I’ve read seems to be the same as the past.  History repeating itself.  The proof is right here on the forums; I am not making this up or writing it to get on anyone’s nerves.  The empirical evidence is located here.

    Basically, no new questions, the same old answers and lots of generic trading platitudes.  If this is helpful for some, good for them; for me it was frustrating so I stopped visiting which is a good solution for me.    If going around in circles is satisfying, don’t let me stop you; knock yourselves out and make yourselves dizzy;  I am simply pointing out the ugly truth…again the evidence is right here in the posts on this forum.

    Apologies for stepping on a nerve and some hi-Jacory.

    Good luck in your trading and green pips to all.

    P.S. This is not a personal attack, It is about trading.

     

    in reply to: EURUSD on the 1 hour chart #241238
    Customer
    476 Posts

    Anyway, I’ve hijacked this thread for long enough.

     

    Green pips to you all and good luck in your trading and personal development.

    in reply to: EURUSD on the 1 hour chart #241236
    Customer
    476 Posts

    Gentlemen, i appreciate this lively conversation and i appreciate the diversity because i can give my part of knowledge and take something out of every variance. Please don’t get lost in a competition that is not one. We can all profit from each other and should do so because only in the community can we achieve what we all want……earn money…..as fast and as long as possible. Alone never one will be as strong as a community so let us work together and not against each other.

     

    Nice words and these words normally would be valid in just about every other endeavor.

    The reality is the community hasn’t made any progress in 4 to 5 years literally.  I think there may have been a small leap forward after Ilya (for some reason) introduced the power of shorter training periods with random MC and a few other basic work-flow innovations.   There has literally been zero progress apart from this ‘innovation’;  perhaps finally working out how to deploy 99 EAs at once can also be considered a step forward for many.

     

    I’m just laying it down flat.  No competition.

    in reply to: EURUSD on the 1 hour chart #241235
    Customer
    476 Posts

    Well, you want to keep as many as possible in order to diversify to later merge them so You can cover different market conditions. Being to tuf when especially doing MC you will only have a few strategies left that takes the same trades . If you ease up on this you can find 20 strategies on the same instrument and time frame that do not take the same trades and it does not mean they are curvefitted and  MC have not been able to prove an improved performance going forward unfortunately. This is today easily tested using a taskflow having X amount of OOS years and then just Run different MC tests to see how this improved performance of the strategies going forward and You find that is has no effect at all.  Well MC spread ( alone) with very tuf settings have a >70% performance on OOS unseen.

    Just want to add that i am still using MC even thought i have proved to my self that it has no effect .. :)

     

    A pleasure to read your post.

    In truth, I have no difficulty producing tradable models in abundance.  I woke up this morning and decided I wanted to build a new class of model.  Generated for 78 minutes produced 1700 models.  SQ is currently frozen because I made the mistake of sorting by a stat. After it is unfrozen, 50% of the models (850) will be tradable and 200 will not be correlated.   Figures based on my model building averages (SQ is still frozen so I cannot do this in real time as I planned).  Sometimes when it freezes I simply just close SQ and lose all the models (for some reason on restart the files have been corrupted) because I am really not bothered about losing the models except I have lost 78 minutes of my time.

    In short, I have a different issue than you: my process is totally skewed toward getting rid of models I’d quite happily trade on a live account.

     

    in reply to: EURUSD on the 1 hour chart #241231
    Customer
    476 Posts

    Deleted…giving too much away.

     

    This is no longer a free of charge community remember.  By the laws of probability, any interesting content posted here can and will increase subscription signups at Hankeys paid community.  Nah thanks!!!

    • This reply was modified 1 day, 17 hours ago by  notch.
    • This reply was modified 1 day, 17 hours ago by  notch.
    • This reply was modified 1 day, 17 hours ago by  notch.
    in reply to: EURUSD on the 1 hour chart #241229
    Customer
    476 Posts

    2

    Well, maybe we’re talking about obvious thongs but if @notch you say Genetic algorithm is not searching by improvement… well nothing to argue, look at wikipedia. And yes, curve fitting is worst nightmare. All of us are curvefitting, if not look at this sample of 3.000 strategies. They have an average Profit Factor = 1,6 aprox on 15 years. After the first 18 months this 3.000 strategies go to PF=1,4. That’s Mr curvefitting in action

     

    Oh no “why is the night dark has started”.

     

     

    1. Like most serious researchers,  I prefer academic journals over Wiki;

    2. I did not write GA do not search by improvement in relation to the objective function:

    “GE doesn’t “improve” a strategy at all unless you are referring to improvements born of the most extreme forms of data-mining bias beyond Aronson”.  

    Simplified means the improvements are driven by extreme data-mining bias or did you miss the clause about survivability; simplified real-world performance trumps fantasy performance stats contaminated with data-mining bias.

     

     

    There really isn’t anything else to discuss on this subject, we are at completely different locations on our journey.  This discussion is EXACTLY like the ones we had 4 to 5 years ago.  Some folks could have acquired a double Ph.D. in that time but here we are quoting Wiki; by now you should have the expertise to write Wiki and papers for quality academic journals but yet here we are still debating stuff from 5 years ago.  The forum gives us the ability to track the development of thought.   It’s embarrassing because there is none.

    • This reply was modified 1 day, 18 hours ago by  notch.
    in reply to: EURUSD on the 1 hour chart #241196
    Customer
    476 Posts

    MC tests are good to see worst performance that can be expected. Otherwise they have the tendency to remove huge amount great strategies. I think this using 50 % of RDD @95% is no good. I got much better result on unseen OOS using an fixed (2-3) RDD @100% instead and it also feels better knowing that on 300 simulated runs no one was a looser. This way the High RDD strategies are not deleted by MC test and those are the ones that performs best coming OOS and also among the few I have from SQ3 that actually have performed great on Real accounts.

     

    Makes sense.

     

    If I can produce 100000 strategies in a week, I’m okay with losing a huge amount of great strategies due to false negatives.  It comes with the research progress.

     

    in reply to: EURUSD on the 1 hour chart #241195
    Customer
    476 Posts

    Hey, debate is nice :) Regarding the strategies improvement I don’t like it. Strategy is improved enough with the genetic algorithim, in our business Improving means curve fitting and that’s worst nightmare

     

    The business of losing money is not attractive to me.  Like I wrote before:  ZERO progression here.  The above is a lazy generic statement I’ve read here for years.

     

    Strategy is improved enough with the genetic algorithim

    Seems traders haven’t even stumbled on the notion of DE-curve fitting yet.  By now one of you must have conducted an extensive empirical study of strategy survivability: random generation produced vs. genetic algorithm produced.  GE doesn’t “improve” a strategy at all unless you are referring to improvements born of the most extreme forms of data-mining bias beyond Aronson, GE/GA certainly gives you the correct haystack to focus on (from an infinite set of haystacks) which in itself is invaluable but some distance away from how many use this powerful tool.

     

    Anyway (before the ‘night is dark because’ debates start), I have a function to code.

     

Viewing 15 posts - 1 through 15 (of 436 total)