Machine learning in trading: theory, models, practice and algo-trading - page 700

 
SanSanych Fomenko:

It turns out that the grail is blurred.

But I don't understand how to use it, and no one does.

All right, time to watch TV.

You don't know what you're talking about.

It's like sending two bytes. It's Newton's binomial.

 
sibirqk:

No, I think that still in the prediction SanSanych somewhere implicitly spying on the future value. Therefore, it is a little early to clean the pockets.

+100500

But we should not dismiss it, if by chance the man had an epiphany.

 
Nikolay Demko:

+100500

But you shouldn't dismiss it as an accidental epiphany.

Is an epiphany when something falls on your head?

There is no mystery.

The result that is posted is not exactly a wrecking ball.

It's an SMA whose values are calculated through the ARIMA model, which is presented as a model of state space. Briefly, in contrast to mashka, the model takes into account the error, i.e. the formula looks like:

Secrets no: package smooth::sma

Could be wrong, since the result of fitting and prediction is more than intricate.

 
SanSanych Fomenko:

Is an epiphany when something falls on your head?

There is no mystery.

The result that is posted is not really a mashka.

It is an SMA whose values are calculated through the ARIMA model, which is represented as a state-space model. Briefly, in contrast to mashka, the model takes into account the error, i.e. the formula looks like:

Secrets no: package::sma

Could be mistaken, as the result of fitting and prediction is more than intricate.

<yt> - is this the price value or the SMA?
 

https://cran.r-project.org/web/packages/smooth/smooth.pdf page 57

The beginning seems to be clear.

Yt is the price at the t-th bar
n is the period of autoregression?
j - iterator by bars


the rest (w,v,e,F,g) is the AR model, I'm done here.

 
Vizard_:
Doc, check for cracks, because my eyes are getting slippery.
Fa, check the forecast for tonight.
Max, go get a beer, because your friend Yurik promised
to come over and teach us how to predict the forecast by 70%)))
Misha! It's Wednesday already! Where are the signals promised on Sunday?)

The trade is active, but it is not gaining yet, but it is not losing either. Because of the long signal history, the tail is not visible....

Now I think it will start to set. It happens that in the beginning it stalls, and then it catches up!!!!

This is one of the estimates of the TS working capacity, it does not plummet on jouster. It can hold the balance of the diet in an unfavourable laying out of basic strategy

 
Vizard_:
Doc, check for jamming, because my eyes are getting slippery.
Fa, check the forecast for tonight.
Max, go get a beer, because your friend Yurik promised
to come over and teach us how to predict the forecast by 70%)))
Misha! It's Wednesday already! Where are the promised Sunday signals?)))

Ouch, I'm sick of this science, all the same reason

dip multiagent coolerning nada there's all sorts of Markovian states with memory

https://pdfs.semanticscholar.org/992d/9978e274a9475e5d6e6f44b81f6cebef1dcb.pdf

 

Yesterday I figured out how to search for maximal data set with maximal sampling length adapted to output variable. Yesterday evening I made a script, but R something glitched. I ran it again today and it worked. Need more tests!!!!!

 

There's only one thing to say

Semyon, Semyonych..............

 
Mihail Marchukajtes:

There's only one thing to say

Semyon, Semyonych..............

You take a bottle of vodka, mix it with jaguar and add a Baltika 9 to taste.

you drink it, raise your hand up, then lower it sharply... :)))

Reason: