Machine learning in trading: theory, models, practice and algo-trading - page 1648

 
Here is the Expert Advisor for MT5.
Be sure to read READ_ME.TXT
On the M1 timeframe it draws a forecast for a conditional "next 15 minutes".
On the M2 timeframe it generates a forecast for the conditional "next 60 minutes".
These are different forecasts!
On other timeframes it does nothing.
NeuroExpert_v3.zip
NeuroExpert_v3.zip
  • yadi.sk
Посмотреть и скачать с Яндекс.Диска
 
Tag Konow:

No, it is subjective, not arbitrary, because the trader wants to make money, not waste all "life" in the GTA.

Subjective is in relation to the trader, arbitrary is in relation to the price series.

mytarmailS:

a function of price versus time ??? YES!


The methods of digital signal processing is DSP.



No, it's a multifactor predetermined function of everything but time. Just tied to time or tick number.


Even pure random from minus infinity to plus can be digitally processed, the main thing is what to look for. But the main thing is the correct description of what to look for in ticks or their possible averaging and thinning, and what parameters to use for logic and conditions. And you will be happy. But if what to look for is clear, but how ... ... no. Conditions of MI is set by a person; the algorithm of MI is set in the system of MI. They are different in different systems. NS and GA are algorithms, too. Of course we know that NS and GA lost in chess to MO. But this gives us nothing. Chess is a game with certain rules between a finite number of players, two.

And another thought. The application of game philosophies and sciences in the analysis of series. A game is, after all, different from the analysis and prediction of a series. In a classic game, a player's actions lead to consequences in other players, and their number is countable. So sometimes the application of game science and knowledge does not give results in the prediction.

 
Evgeny Dyuka:
Here is an Expert Advisor for MT5.
Be sure to read READ_ME.TXT
On M1 timeframe it shows a forecast for a conditional "next 15 minutes".
On the M2 timeframe it generates a forecast for the conditional "next 60 minutes".
These are different forecasts!
On other timeframes it does nothing.

Will there be something for the Eurobucks?

Let it be even on the hour markers

 
mytarmailS:

Will there be something for the Eurobucks?

Even if it's on the hour markers.

Yes, I'll try to do
 
Valeriy Yastremskiy:

. But it's clear what to look for,

You don't say. The market is a problem in which the main thing is just to understand "what to look for," and the rest is "a matter of technique.

 
Wizard2018:

You don't say. The market is such a problem, in which the main thing is just to understand "what to look for", and the rest is "a matter of technique".

To put it in words is simple: we fix the price difference (for me it would be better to fix the relative difference, but it may be absolute) in the price values for the time period with the condition of fixation of the beginning and the end only on the new tick and considering the loss in a two-way quote and of course considering the direction of fall. If you guessed it, the difference is positive, if you did not guess it, the difference is negative. The number of trades can be any number of fixes. And the sum of differences, our goal, is the largest. It is harder to formalize in mathematics, of course.

The problem on the history is, to put it very simply, a saw, and it is up up up down down. We have to calculate, taking our conditions into account, what is better, to fix the minima of maxima upwards and downwards or to fix all the extremums of the saw. It is clear that when the distance between saw-tooth extrema decreases less than the spread, we have a loss. But there is equality somewhere and there are conditions when the saw is better.

But this is on the history. And here we have a probabilistic forecast))). It would be easy, the exchanges would be the most useful tool for target sales, rather than non-productive earnings. Statistical analysis is a complicated and poorly understood science. But even with it, success is not guaranteed.

 
On page 697 there was a discussion on how to retrieve the price from the sma. But only one bar price was not known there. Is it possible to recover all prices with only sma. It seems that ticks come smoothed, it is possible with sma. sma introduces a lag, the longer the period, the bigger the lag. By getting prices from sma it is possible to "look" into the future.
 
There's no future, nowhere to look.
 
Wizard2018:
There's no future, nowhere to look.
I would quote Sarah Conor. "The future is not certain, there is no destiny that we choose for ourselves."
 
Wizard2018:
There's no future, nowhere to look.
The world was created with time as one dimension. The end is no different from the beginning and the future exists just like the past and is no different. In this sense Creation is unchanging, it's just that we are inside along one of the dimensions - along time. And being material creatures we can't get out of it and look from the outside or move in the opposite direction.
Reason: