Machine learning in trading: theory, models, practice and algo-trading - page 3120

 
Lorarica #:

I have a brilliant idea.

We take two slippery averages, one called the bear and one called the bull.

Make the bear blue and the bull brown.

So as not to confuse them, we race this market up and down until we achieve fabulous results.

Polina.Zlotova.

Using tick. And only the tick one from MT5 deals analyser.

Everyone starts with this brilliant idea.

sometimes they come back

and then forget it forever

 
Renat Akhtyamov #:

everyone starts with this brilliant idea

sometimes come back

and forget it forever

Give a girl a taste at the beginning.

it would have been much worse, a scary maniac would have taken her away from the shop.

 
Evgeni Gavrilovi #:

Constituent in the calculation of importance.

In this case shows the bundles of two signs, the greatest weight is the relationship of two moving averages with period 74 and 137 for the prediction Close[i+1]-Close[i]

This is a wonderful example.

I know for a fact that moving averages do NOT have predictive power for price increment, i.e. for the target - price increment - moving averages are just noise.

catbust as well as other packages have calculated the importance and established a relationship between the two noise predictors! This is a classic about the meaning of importance in models. You can play around with removing predictors and easily get the highest importance for a completely not just useless, but harmful predictor.


When I wrote my first post that I don't know of any models where you can specify the relationship between predictors, I meant that relationship as an input to be used in fitting the model. Your example is the result, not the input data.

 
СанСаныч Фоменко #:

I know for a fact that moving averages do NOT have predictive power for price increments, i.e. for target - price increments - moving averages are just noise.

I thought the same way 5 and 10 years ago....

Now I look at it differently, I understand that chaos is a measure of my lack of understanding and if you don't understand something, it's not chaos, it's you who don't understand....

If you put the fly "as it is", then of course nothing will happen, but there are a billion other options you don't want to think about ...


input - moving average is one of the main signs.


entry is a moving average of one of the main signs.

 
mytarmailS #:

I thought the same thing 5 and 10 years ago.....

Now I look at it differently, I realise that chaos is a measure of my lack of understanding and if you don't understand something, it's not chaos, it's you who don't understand....

If you give the mashka "as it is", then of course nothing will happen, but there are a billion other options you don't want to think about....


input - moving average is one of the main signs.


input - moving average of one of the main signs

With experience comes the understanding: the market is harmonious - chaos is in a person's head.


 

The point isn't the thermos (7th grade physics), it's the misconceptions.

What else do you have in your arsenal?

Besides slippery averages?

P.Z..

That's the point.

 
Lorarica #:

The point isn't the thermos (7th grade physics), it's the misconceptions.

What else do you have in your arsenal?

Besides slippery averages?

P.Z.

That's the point.

There can be infinitely many derivatives of a series. Averages are the simplest. And series is a separate science, not comprehensible to most people)))))

Pauline, stop it))))

 
Valeriy Yastremskiy #:

There can be infinitely many derivatives of a series. Averages are the simplest. And series is a separate science, incomprehensible to most people)))))

Pauline, stop it))))

This is a misconception.

And more specifically, an example.

You want to throw Arrey pits.

P.Z.

I don't mind, as long as you understand their point.

And what is __ Pauline, stop it))))))

Is it a threat? Or is it just rudeness?

 
Lorarica #:

It's a misconception.

And more specifically, and an example.

You want to throw pits at Arrey.

P.Z.

I don't mind, as long as you understand their essence.

And what is __ Pauline knock it off)))))

Is it a threat? Or is it just rudeness?

No, of course, a wish for a kinder tone in communication.

Apart from averaging from the row, there is a lot more to pick out that is not regular, but that is another topic.

 
Valeriy Yastremskiy #:

No of course not, wishing for a kinder tone in communication.

Besides averaging from the row there is a lot more to pick out not regular, but that's another topic.

You haven't thought about the fact that I'm trying to help.

P.Z..

To the lost and needy?

I write, you are lost, and then as you wish.

Reason: