I watch your videos.
It is nice you are playing with things, this is how you learn and I can see
you are a good coder. But your understanding of trading is incredibly naive
and you don't get it yet.
You move your slider (changing parameters) around again and say, ah this
looks nice, let me leverage this. LOL. To 25x, lol. I don't want to be rude
but the problem is you come to public spaces and make crazy claims. What
you are doing is the definition of overfitting to the extreme. You choose
parameters for a 24 h stretch of data like it is a "PROOF" of anything. It
is fine to play around like that to give a feeling of the possibilities and
gain some intuition (that is great) but do you really believe a 24 h
stretch where you change parameters as you like until you find something
nice is proof of anything? What you do is: 1) Test your strategy with a
range of parameters and show the final result after 100s of trades in a
heat map. You have already 3 parameters so it will be complicated to
visualize. You can also different techniques to show what the most
influential parameters are. Show how the results change as you change
smoothly the parameters. Sliders are fun but not a serious way to test
trading algos. 2) Add leverage later after you pick your best set of
parameters and try maybe different leverages and see how the final result
changes. You will get a convex curve that will give your max leverage (it
is an optimization problem). This topic is called Kelly's criterion and it
is well understood. Very few trading systems can sustain leverages up to
5-10x and 25x (the one you use in your video) is absurd. It will make you
lose a lot of money over time.


On Wed, Oct 5, 2022 at 1:54 PM stefan.reich.maker.of.eye via AGI <
agi@agi.topicbox.com> wrote:

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