Discussion of article "Grokking market "memory" through differentiation and entropy analysis" - page 4
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I thought that it would not be interesting to cite all kinds of statistical studies, screenshots of which I showed in other topics on the forum.
Your topic of information search in price series is quite fresh and relevant, you really have an author's approach, not another "compote" of googled material, I would still advise you to write a separate article about the found entropy or lack thereof in the CR - there are many articles on this topic in the network, but some of the articles are abstracts or supplementary materials for dissertations, in general, they write and rewrite each other's rubbish )))).
There was no purpose to post a ready robust algo, the purpose was to show a possible direction.
and there is no need for a Grail, even if you find it and put it in the public domain, there will still be those who will be dissatisfied ))))) - people are like that, and to expect gratitude from others, imho, the most ungrateful business - according to my observations always operates a ratio of approximately as: for 2-3 thanks, get 50 spits in the back )))).
Your topic of information search in price series is quite fresh and relevant, you really have an author's approach, not another "compote" of googled material, I would still advise you to write a separate article about found entropy or lack thereof in the CR - there are many articles on this topic in the network, but some of the articles are abstracts or supplementary materials for dissertations, in general, they write and rewrite each other's nonsense ))))
then it will be possible at once to make with non-standard tick TFs, and to compare with clozes, to show why clozes are a bad choice (through the same entropy). Maybe later
50 per cent
Somewhere a random character was put when they corrected the source code.
Valahol egy véletlenszerű kódot állítottak be, a forráskód uralkodott.
thx, solved!
Totally agree. CLOSE/OPEN M1, M5, ..... is no help to us. But transition to ticks and their thinning is a delicate thing, you need to know how to work with it.
In general, Max has a lot more to do, but as a first swallow, the article is good.
You don't need to thin anything. If I understood the algorithms described in the article correctly, it is enough to take a sample by timer, for example, once per second, for forex. For stock trading probably not, I can't say.
Only you will have to change the sample size upwards.
P.S. I wonder how many forum members have read the article and understood something? :)) I so hardly...
You don't need to thin anything. If I understood the algorithms described in the article correctly, it is enough to take a sample by timer, for example once a second, for forex it is enough. For stock trading probably not, I can't say.
Only you will have to change the sample size upwards.
P.S. I wonder how many forum members have read the article and understood something? :)) I so hardly...
Ahhhh.... First person who understands what to do with tics. Exactly - work with ticks with sampling rate of 1 sec and higher, depending on the broker. My respects, Alexey!
As for understanding what you have written - first of all you should familiarise yourself with the literature, links to which are given in the article.
- Where do I go from here?
- Where do you want to go?
- I don't care, as long as I get somewhere.
- Then I don't care where I go. You'll get somewhere.
( Alice in Wonderland )
Ahhhh.... First person who understands what to do with ticks. Exactly - work with ticks with sampling rate of 1 sec and higher, depending on the broker. My respects, Alexey!
As for understanding what you have written - first of all you should familiarise yourself with the literature, links to which are given in the article.
It's just the way my scalper works, exactly with the frequency of 1 Hz, I have experimentally picked up that it is optimal in terms of minimal load on the processor and sufficient reliability of data. Well, it is not by opening prices to scalp :)))
This article brings to mind.
- Where do I go from here?
- Where do you want to go?
- I don't care, as long as I get somewhere.
- Then I don't care where I go. You'll get somewhere.
( Alice in Wonderland )
The funny thing here is that you don't really need all these clever methods to make money. I have a scalper who knows nothing about statistics, yesterday he made 7.4% profit from the depot, today he made five and a penny. It is enough to competently determine the rate of price change for the correct entry and the channel in which we work. Well, a few more pluses are necessary. So far I have implemented them on a semi-automatic machine, the automatic one is not working out yet. But I earn enough for bread. I've been a slacker for 10 years, I need to feed myself somehow)).