Machine learning in trading: theory, models, practice and algo-trading - page 1021
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I am not saying that they do not exist, they are secondary, descriptive, they are like pictures on TV, you do not influence them. Market figures are made by politicians and oligarchs who make dark deals and manipulate the market, to predict such actions you need to understand what they do and why, how can you not understand, the motives of big money are primary, not past price patterns, we need to learn to predict what decisions will be made at various summits and meetings of the big five (10, ...) politicians and business masters, due to the current world and market situation, how interest rates will change, what will be regulated and so on. These are the engines of price, not the wanking over past charts.
If you think that besides price and secondary data we need economic data, interest rates, let's add them to the training sample, even personal data of politicians and oligarchs, even traders, the main thing that would not rack our brains about dependencies and regularities - let the black box find and determine everything:)
For some reason I remember the old movie "The Fly" part 1 (1986), the situation when the main character drove a monkey into the teleporter and got a piece of quivering meat, then the scientist taught the machine on the piece of raw meat to make molecular connections correctly... and then jumped into the teleporter himself, but the result was still deplorable ))))
ZS: I have already suggested several times, first to look for those indicators which can find more than 90% of optimal entries/exits in a generated instrument, and then to transfer such indicators to real quotes - so to say to teach the machine on "a piece of raw meat", If i've got the symbol of a zigzag, i don't know if i'll use it, but i'll compare it with a real indicator, if i'll have to.
If i dont know mql then all i need is close prices of one symbol but real time, or maybe someone has a simple code which saves the quotes in a text file, i need to have 40k last close prices
This expert has to be opened on a chart with the right symbol and timeframe. A price file will be created on a new bar (or the old one will be overwritten). The Close from the last bar is not written to the file, because almost every tick changes.
The file will be saved somewhere at the standard path c:/users/username/applicationdata/metaquotes/terminal/common/
In R it is necessary to check in the loop whether the file was created. If it was created, just wait a couple of seconds just in case the file recording is finished. Then read the prices and delete the file. New file will be created by terminal only on the next new bar.
For some reason I remember the old movie "The Fly" part 1 (1986), the situation when the main character drove a monkey into the teleporter and got a piece of quivering meat, then the scientist taught the machine on the piece of raw meat to make molecular connections correctly... and then jumped into the teleporter himself, but the result was still deplorable ))))
ZS: I have already suggested several times, first to look for those indicators which can find more than 90% of optimal entries/exits in a generated instrument, and then to transfer such indicators to real quotes - so to say to teach the machine on "a piece of raw meat", If i've got the symbol of a real market, then i don't want to doubt its quality, but i don't want to fake it, and i don't want to slip it into a real market, if i've got the symbol of a real market, then i don't want to slip it into a real forex.
anything is possible, because no one has yet figured out the market, so your proposal surprises - do you already know the secrets and can generate a test model of market quotes?)
My message was - if your method of analysis can find a profit on a pseudo-random function, then this method can be applied to market data, if it cannot, then you are cheating and everything that you found on a financial instrument is an accident
that's all
SZZ: I read a lot in the last couple of months about so-called methods of analysis of financial instruments and I'm just amazed when they take any formula (mathematical model) and "pull" it on a financial instrument and the research result is a certain outcome. I have seen a lot of such pseudoscientific research on hubrehabre, and there are many dissertations on the Web... In general, there is nothing new - it is a shame that the authors of pseudoscientific methods do not even think about how their apparatus is able to work with large amounts of stochastic data.
I saw a lot of clever articles about Hearst's index, well as if there is logic in it, but how applicable it is to financial series? I think that even using Monte Carlo method will estimate stochastic series more accurately than the Hearst index - it was selected randomly and in principle to not quite random data - predicting droughts and rains (Wikipedia)
Well, the test model I posted in this thread, using Wehrstrass function, any pseudo-random function can be generated, my message was - if your method of analysis can find profit on a pseudo-random function, then this method can be applied to market data, if it cannot - then you are self-deception and everything that you found on a financial instrument is a fluke
If market movements are random, then there is no point in predicting them. I think that the market movements are not random, there is a vector and there is a movement technique (the average algorithm of strategies used).
If market movements are random, then there is no point in predicting them. I believe that the movement of the markets is not random, there is a vector and there is a technique of movement (the average algorithm of strategies used), this is the technique I am looking for.
An average algorithm of strategies? )))) then like an average hospital temperature - and in general trading in the markets is quite profitable for all participants ))))
all that can be found is just a strategy by which the chance of winning is greater than the chance of losing - i.e. the mathematical expectation of winning
And about the vector, it seems like economic processes are involved here, but to what extent and for how long? - This goes in the direction of the fundamental analysis, but there is no profit without the insider
You need to open this Expert Advisor on a chart with the necessary symbol and timeframe. A price file will be created on the new bar (or the old one will be overwritten). Close from the last bar is not written to the file, because almost every tick changes.
The file will be saved somewhere at the standard path c:/users/username/applicationdata/metaquotes/terminal/common/
In R it is necessary to check in the loop whether the file was created. If it was created, just wait a couple of seconds just in case the file recording is finished. Then read the prices and delete the file. The new file will be created by the terminal only on the next new bar.
Thank you very much.
the average algorithm of strategies? ))) then as the average temperature in the hospital - and in general trading in the markets for all participants is quite profitable ))))
all that can be found is just a strategy by which the chance of winning is greater than the chance of losing - i.e. the mathematical expectation of winning
And about the vector, it seems like economic processes are involved here, but to what extent and for how long? - This is in the direction of the fundamental analysis, but even there is no profit without the insider
The average algorithm, is a set of trading actions that affect the market at the appearance of certain trading situations. Thus, if most of the participants with more money consider the situation to be important and the signs coincide, it will be an average strategy. For example, the rebound at the same time from the upper channel of the standard deviation, the RSI level and the ATR of 100% and at the same time the time of 10 pm.
The study of fundamental data is also practiced with the help of MO, and if it can give results manually, it should be used.
The average algorithm, this is a set of trading actions affecting the market at the emergence of certain trading situations. Thus, if most of the participants with more money consider the situation important, and the signs coincide, then it will be an average strategy. For example, the rebound at the same time from the upper channel of the standard deviation, the RSI level and the ATR of 100% and at the same time the time of 10 pm.
The study of fundamental data is also practiced with the help of MO, and if manually it can give results, it should be used.
My opinion is that there has never been an average strategy in the markets and there never will be, it's like a game without rules:
You thought we were playing checkers, I thought we were playing backgammon, and then a market maker, who plays "Chapaev", showed up and scattered all our chips.
))))