Machine learning in trading: theory, models, practice and algo-trading - page 2197

 
elibrarius:
The farther the forecast, the less accurate it is. A lot can happen in 100 bars, an order of magnitude less than in 10.

Yeah, so what?

 
mytarmailS:

Yeah, so what?

it's gonna be 50/50.
 
elibrarius:
The farther the forecast, the less accurate it is. A lot can happen in 100 bars, an order of magnitude more than in 10.

It is possible to make predictions. But of course there will be no 100% guarantee. The price moves within certain limits, in certain labyrinths.

 
elibrarius:
will be 50/50

you think in a stereotypical way, the way you work with BP, unfortunately you did not understand what and what I wrote just now.

 
mytarmailS:

you're thinking in stereotypical, methods of working with BP, unfortunately you didn't understand what and what I wrote just now.

If successful, show it on the signal.
 
Uladzimir Izerski:

It is possible to predict. But of course there will be no 100% guarantee. The price moves within certain limits, in certain labyrinths.

It will be about 50%, not 100%.
 
mytarmailS:

these levels, it's so complicated...

Tell me, who would have thought that this section on the left could be the reason for this bounce on the right?

And how much extra information in between?

I'll brag a little and say that I suspected or was almost sure that it was so....

But this is not the main thing, the main thing is that there is no "out of the box" algorithm that could find such relationships .....

I searched a lot of scientific literature in search of solutions for similar problem with the market, but apparently there is no such a similar problem...

That's why there are no algorithms able to solve this problem...

And by the way, looking at the picture, you can understand that the market is not a time series, it's like written in a time series format, but you have to work with it in a different way, with understanding of its structure ...

That means that all known approaches don't work, which in principle is confirmed by practice...


I'm not advocating anything and I'm not trying to change anyone's mind ... I just wanted to write and I did.

I am very glad that your views are close to mine!

I believe that you need to saw the predictors yourself, and the combination of them can be entrusted to the methods of the MO, and that should be done wisely.

But, I don't agree that the market is not a time series, it's more global - the market is a time machine, where you can go back in time and influence the future - the return of price to past levels is just a return to the past....

 
elibrarius:
If you succeed, show me on the signal.

I will not, I am not good with mql, and I am not going to...

 
mytarmailS:

these levels, it's so complicated...

Tell me, who would have thought that this section on the left could be the cause of this bounce on the right?


And what is the maximum time gap between cause and effect, any statistics?

 
Aleksey Vyazmikin:

But, I don't agree that the market is not a time series at all, here....

No, in all respects the market is a time series, but in its internal structure it is not...


the market is controlled by orders, market and limit orders... ... it's the limit ones that create levels, channels, etc...

...Market orders control the market, market orders create levels, channels, etc...No method of working with BP, and there are lots of them, takes into account the effect of limit orders on the price (BP)

Reason: