The fall of Outperforming Long Bots

• 04/27/2025 at 12:47 PM #246467
  JS

  Yes, I use a “moving average”, but I don’t see it as an “indicator”. To me, it’s just a simple calculation where you add and divide values, like in basic arithmetic…
  (I don’t see why you would immediately label a basic averaging calculation as an indicator)

  

  JS

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  04/27/2025 at 1:00 PM #246470
  LucasBest

  JS wrote:

  (I don’t see why you would immediately label a basic averaging calculation as an indicator)

  I have not labelled it as an indicator… even if it can be labelled as an indicator, or even as a non recursive filter.
  I am not against indicators at all. And i think RSI is the best one and it is not so dependent on time period. 🙂

  

  LucasBest

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  04/27/2025 at 1:06 PM #246471
  JS

  It was more of a general comment (not meant personally)…
  Of course, if you believe in indicators, you should definitely continue using them…

  

  JS

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  04/29/2025 at 3:52 PM #246525
  GraHal

  Hi JS

  Is your System(s) always onmarket?

  If Yes, is this due to Close > x or Close < x ? 🙂

  Also does ‘GRAPH x’ show weird values on chart axis (even though resulting in profits)?

  

  GraHal

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  04/29/2025 at 5:21 PM #246534
  JS

  Have you seen the backtest results?
  That’s right — my system is “always on market” about 99% of the time. When it’s briefly out of the market, it’s because it was stopped out by the emergency stop…
  I’ve run a lot of tests, and the system turned out to be surprisingly stable with no unexpected outcomes…
  Of course, the win rate is only 60%, so I take into account that on average, 4 out of 10 trades will result in a loss.
  The image shows the system running live since April 21…

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  GraHal

  

  JS

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  04/29/2025 at 5:41 PM #246541
  JS

  The settings visible in the image:
  Starting capital = 2000
  Maximum position size = 10
  Minimum position size = 0.2
  Margin percentage = 0.05
  1.7 = threshold setting
  1.6 = threshold setting
  Lookback period = 100
  …

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  GraHal

  

  JS

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  04/29/2025 at 9:54 PM #246553
  JS

  The minimum I need to know to build a DSP system:

  1. General DSP notation – Essential for understanding formulas and interpreting technical literature.
  2. x[n], y[n], domains – Fundamental concepts for system modeling (e.g., time, frequency, or spatial domains).
  3. Convolution – A key operation in linear time-invariant (LTI) systems for calculating system output.
  4. Impulse response – Critical for describing how a system reacts to a unit impulse input.
  5. Decomposition / Superposition – Important when analyzing linear systems or separating/combining signal components.
  6. Standard deviation – Useful for measuring signal variability and setting dynamic thresholds.
  7. Statistics / Probability – Necessary for handling noise, performing filtering, and making decisions under uncertainty.
  8. Basic mathematics – Required as a foundation for all DSP concepts.
  9. PRT code – Essential for implementing the system logic within ProRealTime.

  

  JS

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