Machine learning in trading: theory, models, practice and algo-trading - page 1485

 
Yuriy Asaulenko:
I`ve merged again? Stone Flower does not work?
Go to the next thread, where Volchansky is handing out a channel strategy.

Nah, it's okay. It's just boring. When the suffering people fight like gladiators, rather than draw some White Sea canals, it's much more interesting.

 
Alexander_K:

Max had already gone somewhere...

Sorcerer - on vacation, Alesha - killed, the Teacher - in the bath... Nothing to read...

Only simpletons and Asaulenka are left.

Oh... Ugh.

What's the point of writing? To whom? Asaulenka )) but why the hell not put it on an orthogonal sandwich?

 
Maxim Dmitrievsky:

What's the point of writing? Asaulenka or something)) and why the fuck not put it on a sandwich?

:))) That's right. However, the topic of machine learning has not yet exhausted itself. IMHO lacks the main thing - a trading signal from the participants of this branch.

If absolutely all researches in this area are recognized useless - welcome to a branch "From Theory to Practice". I should have with me - the results of modeling on the usual SB, on random processes like Gaussian or Laplace motion. Also it is desirable to have the initial knowledge about the nonlinearity of time in the market, about streams of events and their thinning. Some ideas are needed - how to use neural networks as an addition to channeling strategies.

 
Alexander_K:

:))) That's a yes. However, the topic of machine learning has not yet exhausted itself. IMHO the main thing that is missing is a trading signal from the participants of this branch.

If absolutely all researches in this area are recognized as useless - welcome to a branch "From Theory to Practice". I should have with me - the results of modeling on the usual SB, on random processes like Gaussian or Laplace motion. Also it is desirable to have the initial knowledge about the nonlinearity of time in the market, about streams of events and their thinning. I need a good idea how to use a neural network as an add-on to channel strategies.

It's too complicated, Alexander, we don't have degrees to derive formulas. It is easier to just fill in stuff out of the blue.

 
Maxim Dmitrievsky:

It's too complicated, Alexander, we don't have degrees to derive formulas. It's easier to make up stuff from scratch.

:)) I am patient - I will wait. I need an adequate replacement of asymmetry and kurtosis as indicators of degradation (as well as autocorrelation coefficients, Hirst, etc.). I.e. a neural network based on historical data should be able to classify trade entries when crossing the borders of the channel - with what probability there will be a return to the average.

However, there is a hope that the NS is able to cope with the market - so I carefully read this thread, and wait for trade signals from its participants.

 
Alexander_K:

:)) I am patient - I will wait. I need an adequate replacement of asymmetry and kurtosis as indicators of discontinuity (as well as autocorrelation coefficients, Hearst, etc.). I.e. a neural network based on historical data should be able to classify trade entries at crossing the borders of the channel - with what probability there will be a return to the average.

However, there is a hope that the NS is able to cope with the market - so I carefully read this thread, and wait for trade signals from its participants.

I read different traders' resources, I cannot find anything like that. I don't see any signals from them.

 
Alexander_K:

However, there is hope that the NS is able to cope with the market - so I carefully read this thread, and wait for trade signals from its participants.

It will not cope on its own, no matter how hard it tries.
 
Alexander_K:

:)) I am patient - I will wait. I need an adequate replacement of asymmetry and kurtosis as indicators of discontinuity (as well as autocorrelation coefficients, Hearst, etc.). I.e. a neural network based on historical data should be able to classify trade entries at crossing the borders of the channel - with what probability there will be a return to the average.

However, there is a hope that the NS is able to cope with the market - so I carefully read this thread, and wait for trade signals from its participants.

In general, the entire topic about MO for the channelers is not thoroughly disclosed, as well as the general practice of MO signals trading, as they are in reality, not in dreams or in Lern. And what is there to think about, most people do not think about such things, they just throw some stochastic with ATR and fytytes the parameters by genetics, why should they think?

I should think, I should fuckin' think...

 
Maxim Dmitrievsky:
there are no channels, there are only copulas

Copulas are a bit different, and they say that they do not really work, the latest crisis is proof of that

 
Gianni:

I think it is important to understand the difference between forecasts and real life.

i think you need to understand the difference between predictions and real life.

what about copulas or homunculi, how was the TS obtained or with the help of MO or with the help of the optimizer.... - it's a forecast, but it can't manage the real situation - the price

Reason: