Machine learning in trading: theory, models, practice and algo-trading - page 1084

[Igor Makanu]

Yuriy Asaulenko:

Igor, didn't you show the distribution with the ears? I lost it.

Let me see it again and tell me what it is from and how it was obtained.

No, I did not show a distribution with ears, but search my posts I think I called these ears tits

[Yuriy Asaulenko]

Igor Makanu:

No, I didn't show the distribution with the ears, but look through my posts I think I called those ears titties

Yes, yes, that's right))

[Maxim Dmitrievsky]

Renat Akhtyamov:

it?

https://www.forexfactory.com/showthread.php?t=278340

You are so far from objective reality that it makes no sense to even look at your links, especially since they don't work.

[Maxim Dmitrievsky]

Igor Makanu:

Renko is not ZZ, Renko will hide small movements inside the bar - it works on the breakdown of the Renko brick by the value of the Renko brick, it lags, but there will be no time component and no noise components

You yourself started about fractality, I gave the method I read a week ago on hobrehabre

What does fractality represent? Nobody knows, I think that this estimation is similar to entropy, and all that can be found in both fractality estimation and entropy is that there was a change in the market, but you can see it with the naked eye)))

I'm just studying the box-counting dimension, I haven't written it in code yet, I'll write it, maybe something will show up... but I doubt it

Minkowski or Hausdorff dimensions give only understanding of volatility inside of fractal formation, and explication of fractal sets have fractional dimension that they are neither line nor plane but something between :D or evaluation of how curve fills plane

Then there is a notion of generalized Brownian motion, which can take different fractal dimension (from 0 to 1), it is more interesting there. Like the fractal structure of generalized Brownian motion is a market memory (Hirst) and the Minkowski fractal dimension is a random component (noise) that not only affects the structure but also modifies it (in contrast to classical noise interpretation in econometrics)

[Igor Makanu]

Maxim Dmitrievsky:

Minkowski or Hausdorff dimensionality gives only understanding of volatility inside fractal formation, and explication that fractal sets have fractional dimensionality, that they are like not line and not plane but something between :D or evaluation of how curve fills the plane

Then there is a notion of generalized Brownian motion, which can take different fractal dimension (from 0 to 1), it is more interesting there. Like the fractal structure of generalized Brownian motion is market memory (Hirst) and the Minkowski fractal dimension is a random component (noise) that not only imposes on the structure but also modifies it (in contrast to the classical interpretation of noise in econometrics)

Thank you! I liked the way you explained it, it was quite understandable.

here is the ready code on foreign forumhttps://www.mql5.com/en/code/9676

and the author's blog on the subjecthttp://fractalfinance.blogspot.com/2010/05/variation-of-hurst-exponent.html

I still need to deal with the code, but the blog is pretty interesting

[Renat Akhtyamov]

Maxim Dmitrievsky:

You are so far away from objective reality that it makes no sense to even look at your links, especially if they don't work.

You've already shown your knowledge in objective reality on the signal, on the demo, proving your success in creating cool slvators

But don't get upset, you'll get it someday.

(If you swear, I will kick you in the face)

And the link really stopped working ...

By the way, there was a polynomial trend indicator without MA

[Maxim Dmitrievsky]

Renat Akhtyamov:

You've already shown your knowledge in objective reality on the signal, on the demo, proving your success in creating cool slvators

But don't get upset, you'll get it all someday.

(if you keep cursing, I'll punch you in the face)

And the link really stopped working...

By the way, there was a polynomial trend indicator without MA

You shouldn't go to the woods, sweetheart, with your polynomial trend

[Maxim Dmitrievsky]

Igor Makanu:

Thank you! I liked the way it was explained, quite understandable

here is the ready-made code on a foreign forumhttps://www.mql5.com/en/code/9676

and the author's blog on the subjecthttp://fractalfinance.blogspot.com/2010/05/variation-of-hurst-exponent.html

I still have to deal with the code, but the blog is quite interesting

Yes, I saw, there are indicators for mt5 in Kolbase, but it's not the same. The usual lagging indicators

[transcendreamer]

As usual, the search for the grail is accompanied by the participants pulling each other's hair

[Renat Akhtyamov]

transcendreamer:
As usual, the search for the grail is accompanied by the participants pulling each other's hair out

I call this condition "putting on rose-colored glasses".

but

the real trade starts up and the glasses fade.

at the same time.

the arrogance of the one who put on those rose-colored glasses cools down

so

only the state from the real trade can sound convincing and nothing else