Machine learning in trading: theory, models, practice and algo-trading - page 809

 
Mihail Marchukajtes:

You have to input what is the reason for the price change, then any TS ...

Do you know the reason for the price change? What is it? And where should it be taken to give it as an input?

I will tell you right away - I don't know the reason for price changes. I am at a loss for words.

 
Mihail Marchukajtes:

If you want to enter something that is the reason for price changes, then any TS will work as it should. The price and everything that is built on it, including all kinds of distributions are not the reason for the price, that is, by definition, can not predict it. That's why you have these results..... IMHO...

you don't know about my results, don't write

 
Renat Akhtyamov:

You don't know about my results, don't write.

If you are feeding the input price or something from the price, and even from different TFs, then there is a possibility that you are unintentionally looking into the future. If you have a decent result, which is stable, etc. If the result is not stable, then most likely an accident.... Check everything very carefully, especially when you take data from other TFs

 
Yuriy Asaulenko:

Do you know the reason for the price change? And what is it? And where do you get it to put it on the input?

I'll tell you right away - I don't know the reason for the price change. I'm at a loss for words.

Already tired to write. The delta volume and open interest are the reasons for the price. First the prerequisites for the movement are formed there, and then this movement starts.....

 
Mihail Marchukajtes:

If you are feeding the input price or something from the price, and even from different TFs, then there is a possibility that you are unintentionally looking into the future. If you have a decent result, which is stable, etc. If the result is not stable, then most likely an accident.... Check everything very carefully, especially when you take data from other TFs

I don't use neuronics

I may be wrong

I showed what Alexander_K asked, but then again I don't use it myself

But I support the open source, there's money to be made on it
 
Mihail Marchukajtes:

Delta volume and open interest is the reason for the price.

Pardon my obtuseness, but what is "delta volume" (I think the article said something about it...) and "open interest"?

 
Alexander_K2:

Pardon my obtuseness, but what is "delta volume" (I think the article said something about it...) and "open interest"?

search the forecasts branch

key words: "open interest", "OM"

Myth gave links to where there are current OI numbers from the market

 
Alexander_K2:

Pardon my obtuseness, but what is "delta volume" (I think the article said something about it...) and "open interest"?

In short, the first thing an IO specialist should do is study the subject area in which he works....

clusterdelta.com and there you will understand everything...

 
Renat Akhtyamov:

search on the forecast branch

Key words: "open interest," "OI."

Myth gave references

Yes, yes... I remember something. It wasn't Article, it was Eidler who used it.

 
Alexander_K2:

Yes, yes... I remember something. It wasn't Article, it was Idler who used it.

Eidler used KD (Misha's post above).

And Myth used real numbers.

Reason: