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Machine learning in trading: theory, models, practice and algo-trading - page 1506

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Yuriy Asaulenko:
He who knows wins in the market. It is not necessary to believe, and it is even harmful.

Believes in the Grail, of course. What did you think? :))

And people are not supposed to know about Him.

Alexander_K:

Believes in the Grail, of course. What do you think? :))

And people are not supposed to know about Him.

And this is unnecessary. It doesn't make any difference.
Yuriy Asaulenko:
And this is unnecessary. Yes or no, makes no difference.

Genius :)))

But if a man believes in Kumysov (or whatever his name is?) as the Grail Lamb, then it must be so.

Alexander_K:

Genius :)))

But if one believes in Kumysov (or whatever his name is?) as the Grail Lamb, it should be so.

We (Igor and I) have said our opinion. Then it's up to them. Not ours.)

Forum on trading, automated trading systems and trading strategies testing

Machine Learning in Trading: Theory and Practice (trading and not only)

Maxim Dmitrievsky, 2019.06.18 15:09

The teacher now on finam treats?


Completely agree with Koldun. Only not the stop control systems, but the "trend/float" recognition systems. Our entry into trades is helped by the theory of random processes. A certain channel relative to some average and that's it. And to understand what state of the market is now - that's it! This is a supertask, but the Grail won't solve it so easily...
Alexander_K:
But to understand what state the market is in now - that's aaaaah! This is a super-task, but the Grail will not let it be solved so easily...
Don't use unnecessary creatures. (c) And the task will become much easier.
And you won't have to sit for years).
Yuriy Asaulenko:
Don't Involve Unnecessary Essences. (c) And the task will become much easier.
And there will be no need to sit for years.)

I can report that without the coveted "trend/flit" parameter on EURNZD today no channel with a return to the average would have helped. There would have been a severe loss of the entire deposit with the toilets. But with this one, it is another matter. We hope, we search, we believe.

Alexander_K:

I can report that without the coveted "trend/flit" parameter on the EURNZD pair today no channel with a return to the average ...

Yeah.
It is impossible to determine the trend before it has begun. There is no way to determine the trend. If it has begun, it is already visible.)
The end of a trend is similar.
It's impossible to determine the flop until it has begun. Not in any way. It cannot be detected when it has not started.
If it has begun, it does not need to be detected - everything is visible anyway.
The end of the flat is the same. When it ends, then we will see. We do not need to look for the key.
At least give me a clear definition of the trend and the flat, as you understand it. And everything will fall into place.
And now it's like, "Go there, I do not know where.
Yuriy Asaulenko:
M...yes.
A trend cannot be detected until it has begun. No way. If it has begun, you can see it anyway.)
The end of the trend is the same.
It is impossible to define a flat until it has begun. Not in any way. It cannot be detected when it has not started.
If it has begun, it does not need to be detected - everything is visible anyway.
The end of the flat is the same. When it is over, then we will see. We do not need to look for the key.
At least give me a clear definition of the trend and the flat, as you understand it. And everything will fall into place.
And now, this, like, go there, I do not know where.

From the point of view of the theory of random processes, a trend is the sharpest deviation of the parameters of a random process from the same. A certain regularity appears - a directional, deterministic motion. These parameters are the so-called "discontinuity indicators" - entropy, Hurst, AFR, or anything else. You should look for it, find it, and post it here.

Alexander_K:

I can report that without the coveted "trend/flit" parameter on EURNZD today no channel with a return to the average would help.


Which way was the signal itself?

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