Machine learning in trading: theory, models, practice and algo-trading - page 307

 
mytarmailS:

I don't know any other way to deal with narcissistic morons.

I wrote above, read it...

I also have a counter question, what is a technical order? You came up with this concept yourself and you believe in it, it turns out that every Limit order is a MM Limit order ??? (technical order) ??? are you serious??? Yes in the real market probably more than 60% use a limit and I'm including, so I'm a market maker turns out? huh huh))) funny ...


A technical order in my understanding is a market maker's counter-order to your position. Ie you bought MM you sold, you sold MM you bought. It is not possible to buy if no one sells to you. This is the sense of MM, providing liquidity. And if you take into account these orders, then yes. The number of buyers and sellers is equal in this case. But it's all because of the substitution of notions. I am not interested in MM orders for liquidity provision because they are purely technical and have nothing to do with market analysis and MM may stay in losses as long as it is necessary. This is his job.

Market analysis usually doesn't take such orders into account. If you've put a limit order in the market, it won't affect the price until it's executed by the market. Well this is my understanding.....

 
mytarmailS:

You are very inattentive in your reading.

Well, it's up to you, stay in your dark woods.

 
pantural:
There is no delta, there are no volumes in forex, this is the number of ticks that are generated by DT from the background at best or deliberately to confuse. It is the same at CME, the market is decentralized, like forex, there are dozens of exchanges and dozens of dark pools, those volumes that are in plain sight are usually fiction to deceive. There is only a price and a trader, one-on-one, who based on his experience and intuition makes deals, everything else is a sham.


Do not open a real account with such concepts. Save your money!!!!!! CME is a decentralized market, that's what amused me the most :-) I mean Chicago is in every city????

Only a fool doesn't change his mind. If you don't know how to use delta and look for its benefits, that doesn't mean it doesn't work. You just don't know how to cook it :-)

 
mytarmailS:


Yes in the real market probably more than 60% use limits and I'm including, so I'm a market maker turns? ahahaha)) funny ....

No, who is who, but you're definitely not a market maker and you never will be, and who doesn't know who he is, he's a loser.
 
Mihail Marchukajtes:

Um, counting all limits as market maker orders is, uh, naive, to say the least.

The notion of a market maker is not necessary for normal volume trading at all.

 
Mihail Marchukajtes:

You just don't dare to open a real account with such notions. Save your money!!!!!! CME is a decentralized market, that's what amused me the most :-) So Chicago is in every city????
No, there are many exchanges that trade the same or similar instruments and volumes only CME shows little about general trends.
 
Combinator:

Um, to think of all limits as market maker orders is, uh, naive, to say the least.

For normal volume trading the notion of market maker is not needed at all.


That's where I agree, just a couple of people are not making the right sense for this group of market participants. MM is designed to provide liquidity and that's all. You need to buy, it will sell you, you want to sell, it will buy from you and ALL!!!!!! That's what it's for, and the number of buyers and sellers in the market is always different.

Guys, what are we arguing here, let's organize a poll, I'll make it now, and let the forum judge us.

 
pantural:
No, a lot of exchanges that trade the same or similar instruments and volumes only CME show little about general trends.

Here I agree with you. Futures on MICEX on the pound is also traded on other exchanges, and in theory the volumes of all exchanges should be added together to get a real idea, but it is enough to watch the CME ONLY and be in the know.
 
Mihail Marchukajtes:

Here I agree with you. Futures on MICEX on the pound is also traded on other exchanges, and the volumes of all stock exchanges should be added together to get a realistic idea, but it is sufficient to watch only CME and be aware of it.

It's not enough to win, you can watch. And machine learning is not needed, the strategy should be yours and suited to you personally, it should be the fruit of your experience and not a strict algorithm.


PS: And where do you get realtime volumes from CME?

 
pantural:

It's not enough to win, you can watch. And machine learning is not needed, the strategy should be yours and fit you personally, it should be the fruit of your experience and not a strict algorithm.


PS: And where do you get real-time volumes with CME?


Clusterdelta dot com
Reason: