Machine learning in trading: theory, models, practice and algo-trading - page 1027

 
Aleksey Vyazmikin:

It is necessary to get a bunch of indicators that form levels, and try to determine from which level of the set there will be a bounce. In other words, the classification should work here.

It's true, only one indicator is enough. We do not need a lot. I summarize your words about the rebound in a more correct definition. Let's define the level. Support or resistance (blue or red). Therefore, we bounce from support if it is below the price and break it if it is higher. From resistance, we bounce if it is above price and break it if it is below. To be more exact ....

 

But any level can be a corrupt bitch and completely change its status several times, how to be in this case, let's look at an example: Suppose we have a level that breaks repeatedly and kotir balks around him like a Marquette schooner. What should we do in this case?

The conclusion suggests itself, the target for the NS should look like this in order to profit from it.

Where the blue line above the rate we buy. The red line under the quote - sell. As a result, the level has changed its status, but at the time of the change you were at a favorable price. This is one of the moments, of which there is a considerable set. But of course this is a large set and having mastered it (working with the levels in the NS) you can get quite a good TS, which will easily go from level to level, starting from those from which it is necessary and break through the levels that require it. The main thing is the purity of approach to the TS in principle. That there should be no mistakes. And listening to your versions.....

 
Mihail Marchukajtes:

That's right, only one indicator is enough. You don't need a bunch. And I'll sum up what you said about the bounce with a better definition. Determine what level it is. Support or resistance (blue or red). Therefore, we bounce from support if it is below the price and break it if it is higher. From resistance, we bounce if it is above price and break it if it is below. To be more accurate....

Well, just to share my experience - I spent a lot of time solving the problem of finding a rebound level (support/resistance - unnecessary terms here, giving only a vector of movement, which is not important), and so I used a set of indicators, and the algorithm used different methods to choose one or another level, taking into account the density of these levels. I used it to determine take profit. I used it because I wasn't betting on a real account, I was just working on a project that hadn't moved in a year. This is why I thought it would be good to look for some indications with the help of MO that would indicate the level at which the correction will happen. There are many indicators for this purpose: pivots, gaps, fibs, RSI levels, standard deviation channel, different floating channels, ATR, and so on. The bounce may come from some of the existing indicators, but the question is what.

 
Mihail Marchukajtes:

It's clear that once you have suggested that I should start.

.....

This is a good and correct screen.

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Machine learning in trading: theory and practice (trading and not only)

mytarmailS, 2018.07.21 20:57

A lot of people find this hard to believe, but the reasons for the trend reversal on the eu were where I drew, not at the extremes of the chart

The market is very good at fooling around((.

Will it help to begin?

 
Mihail Marchukajtes:

Excuse me, my friend, but I'm going to quote from the famous cartoon "You're a ball of fools!!!!" (c) Why?

Dude))) Sorry, but if you draw the curves on the randomly generated row and look at any targets on it, then you're wooden at least up to your waist :)

Before replying to the post, it's a good idea to read it.

Aleksey Vyazmikin:

I also took into account the density of these levels.

And how did you calculate the density? How did you calculate it in general?
 
mytarmailS:

(Man))) sorry, but if you draw curves on a randomly generated row and see any targets on it, then you're wooden at least up to your waist :)

you want to force to do the right thing, I understand

make me.

i've got a sour grip on it before i fill the urn with pins (?), no doubt about it )))

However, you think it's so easy, just take it and figure out how to do it without a chart???? )))

"Here it's not enough to see, here you have to think, here you have to stare........" //+++
 
Renat Akhtyamov:

You want to make it right.

Oh shit, Renat... )) Let me explain again...

I generated a random (THIS IS NOT THE PRICE) series with a trend component and painted it with figures of technical analysis, to show that post factum classical TA can be described even by Random), and that even in Random this TA is sort of, but it's not there, it's just a property of series with a trend component.Any reversal can be described by TA figure, it will always be either a head, shoulders, or double or triple top, even in Random, but at the same time it does not give any predictive properties to these figures

And Mikhail took the randoms and said to me - you just drew the wrong lines))) in randoms, you see? wrong)) ahaha

 
mytarmailS:

Oh, shit, Renat... )) Let me explain again...

I generated a random (THIS IS NOT THE PRICE) series with a trend component and painted it with figures of technical analysis, to show that post factum classic TA can be described even by Random), and that even in Random this TA is sort of, but it's not there, it's just a property of series with a trend component.Any reversal can be described by TA figure, it will always be either a head, shoulders, or double or triple top, even in Random, but at the same time it doesn't give any predictive properties to these figures

and mikhail took that random and tells me, you just drew the wrong lines )))) in random, you know? wrong)) ahaha

i'm not arguing

hahaha

)

 

I wonder if anyone knows how to tell the difference between a randomly generated BP and a real price one, explain if anything...

 
Ivan Negreshniy:

I wonder if anyone knows how to tell the difference between randomly generated BP and real BP, explain if anything...

I do not know how

Reason: