Machine learning in trading: theory, models, practice and algo-trading - page 1766

 
Valeriy Yastremskiy:

From the code, too, you can look if something there is equal, then replace it, and see what they replace it with. In any case, to make sense it is necessary to understand the compression algorithm and compression character codes and to analyze the result of compression. So we understand that some regularities the archiver finds and that's all. Send me a link to the open source code of the archiver, I'll look at it.

https://sourceforge.net/projects/sevenzip/files/7-Zip/19.00/

https://ru.wikipedia.org/wiki/7-Zip
 
Maxim Dmitrievsky:
Rorschach:

In the DOC folder 7zFormat.txt look. It's not easy.Maxim Dmitrievsky needs help, if you're not too lazy))))

Files:
7zFormat.txt  8 kb
Methods.txt  4 kb
readme.txt  6 kb
src-history.txt  19 kb
copying.txt  27 kb
 
Valeriy Yastremskiy:

In the folder DOC 7zFormat.txt look. It's complicated. Maxim Dmitrievsky help , if not lazy))))

Maybe one of supported algorithms may be LZMA, LZMA2, PPMd,Bzip2, Deflate and Deflate64. Or am I missing something?
 
Valeriy Yastremskiy:

First of all, I would like to define the signs, I don't feel good about one increment and time. It is necessary to sit down to write the thoughts at least the formulation of the problem))) So far, just a few thoughts...

Make a PCA decomposition of prices in a sliding window of size 10, for example, without any normalization, then make a prefix on the new data, if you do I'll tell you what to do next, what would get netbed...

I wish Maximka would trust me )))

Otherwise I can not finalize anything, but now generally engaged in such things that the hair bends))).

I decided to imitate with AMO the actions of market participants (by placing orders), in short I created something like a "book of orders", I've just got the first flight yet, but it's very interesting.


 
Rorschach:
Maybe you should use one of the supported algorithms - LZMA, LZMA2, PPMd, Bzip2, Deflate and Deflate64. Or am I missing something?

Yes, that's right, there are algorithms for everything, we don't need video and sound. Dictionary methods are like that. Igor Pavlov should write)))

 
Valeriy Yastremskiy:

Yes, that's right, there are algorithms for everything, we don't need video and sound. Dictionary methods are like that. Igor Pavlov should write)).

Okay, figured out what to look for. What to look for, hex editor?

 
mytarmailS:

Make a PCA decomposition of prices in a sliding window of size 10, for example, without any normalization, then make a prefix on the new data, if you do I'll tell you what to do next to get a notbed...

I wish Maximka would trust me )))

Otherwise I can not finalize anything, but now generally engaged in such things that the hair bends))).

I decided to imitate with AMO actions of market participants (placing orders), created something like a "book of orders", so far only the first flight, but it is very interesting.


I can't do it yet. I have not studied R yet. I have stopped on python for now. I am still learning. I will do it later. It is a pity that I have never reached the logic of the end. How do you calculate the orders volume?

 
Rorschach:

Okay, we have figured out what to look for. What do you search with, a hex editor?

A one-time search is not good enough. You can even use Mql. String search, highlighting the beginning of the end and binding to the time and back to look at the graph.

 
Valeriy Yastremskiy:

I can't yet. I haven't studied R yet. I've stopped on Python for now. I'm learning. I will do it later. It is a pity that I have never reached the logic of the end. How do you calculate the order volume?

It's a complicated song, in brief - a lot of AMOs (about 100) predict the future rebound and at what price. In fact this is the significant order that will stop the price, and the prices of these significant orders tries to predict them at many TFs and as a result we get something like a pile of forecast prices

 
mytarmailS:

It's a complicated song, in a nutshell - a lot of AMOs (about 100) are predicting the future rebound and at what price. The future rebound is in fact that significant order that will stop the price, so the prices of these significant orders and tries to predict the AMO at many TFs simultaneously and as a result we get something like a book of predicted prices

I don't really like 100 algorithms. I don't like it very much. Although in the end it is necessary to look at the probability of forecast of course, and on what this probability depends to analyze. Then it will be good.

Reason: