6/17 (Mon) Main Logic and Sub Logic (Filter)
EA developers are Reiwa-era doubles and ones who say this.
Today’s article is below.
【Main Logic and Sub Logic (Filters)】
EA developers started in 2016,
For example, at that time,
even if you optimize for the best parameters from 2000 to 2016 and operate them,
for example, if you optimize most recently from 2006 to 2024,
the parameters will be optimized with somewhat different values.
In other words, the best parameters vary depending on the time.
That does not mean the EA's logic has completely stopped working,
but rather that the optimal parameter values change with the market environment depending on the price movements at that time.
From this perspective,
Main Logic and Sub Logic (Filters)
can be explained in relation to each other.
The main logic is the core logic,
the sub-filter serves to emphasize the outline of that main logic.
In other words,
you validate the core main logic and check whether it no longer works in the current market.
If it is still valid, you can use it by improving the sub-filter.
Think of it as renovating a house.
Keeping only the main framework and renovating it,
there are times when you completely tear down the original house and rebuild a brand-new one from a vacant lot,
that would be a totally different EA.
Keep only the main framework and rebuild the house to suit that era,
live in a house built for that era,
and sometimes renovate a two-story house into a single-story house,
remove partitions,
and in that way, rebuild and continue living in a house that fits you now.
Wouldn’t you call this an update?
See you!