Machine learning in trading: theory, models, practice and algo-trading - page 2715

 
I disagree) Price is not a time series, but a function of continuous time. But we work with series that can be obtained from the original function by discretising it in different ways. There are standard methods - ordinary bars or renko, for example. But nobody prevents us from doing translation into a series (discretisation) in any way. I would even agree with the term "events", if MT allows you to make your own events, and not only use the standard ones - ticks and timer.
 
Aleksey Nikolayev #:
I disagree) Price is not a time series, but a function of continuous time. But we work with series that can be obtained from the original function by discretising it in different ways. There are standard methods - ordinary bars or renko, for example. But nobody prevents us from doing translation into a series (discretisation) in any way. I would even agree with the term "events", if MT allows you to make your own events, and not only use the standard ones - ticks and timer.
No matter how you paint a donkey, it will not become a significant event in your life.
 
Aleksey Nikolayev #:
I disagree) Price is not a time series, but a function of continuous time. But we work with series that can be obtained from the original function by discretising it in different ways. There are standard methods - ordinary bars or renko, for example. But nobody prevents us from doing translation into a series (discretisation) in any way. I would even agree with the term "events", if MT allows you to make your own events, and not only use the standard ones - ticks and timer.

What is missing, of course, are events of a more meaningful nature - opening a bar or opening/closing a trading session, for example.

 
Maxim Dmitrievsky #:
No matter how you paint a donkey... it won't become a significant event in your life.

I'm sure dyeing a donkey will be an event for both the donkey and the dyer 😁

 
In principle, I like the fact that people's thoughts have left the real plane and have been hovering in the clouds for a long time. In general, this should be a normal strategy of behaviour on a competitors' forum - to confuse others. It turned out to be a kind of relativity theory for traders, where nobody understands anything and is detached from reality. And there should be more of them. Let them believe in psychopole quanta, fictitious events and all of the above.
 
Aleksey Vyazmikin #:

That's my nature - I always want to help those who are suffering.....

They don't suffer from eating cactus, they enjoy it.)
 
secret #:
They don't suffer from eating cactus, they enjoy it).

Yes, of course, we shouldn't forget that - everyone is different.

 
Maxim Dmitrievsky #:
In principle, I like the fact that people's thoughts have left the real plane and have been hovering in the clouds for a long time. In general, this should be a normal strategy of behaviour on a competitors' forum - to confuse others. It turned out to be a kind of relativity theory for traders, where nobody understands anything and is detached from reality. And there should be more of them. Let them believe in psychopole quanta, fictitious events and all of the above.

Are you pretending to be a valenok when you say that the market is nothing meaningful and you can only try to kill it by random selection, while you yourself are playing with signals and DSP under the blanket? Well, to steer competitors the wrong way. You are a clever beaver))

 
vladavd #:

Are you pretending to be a valenok when you say that the market does not represent anything meaningful and it can only be choked by random search, while you yourself are playing with signals and DSP under a blanket? Well, to steer competitors the wrong way. Clever beaver)))

Just don't tell anyone
 
Aleksey Vyazmikin #:

One of the reasons is to increase the forecasting horizon, because if you determine the cause with a high probability, you can immediately take into account the outcome. As a consequence, it will allow to position TP and SL more precisely, which will raise the expectation matrix and make a working tool from a test grail.

The result of data processing is the same data. The dimensionality and type of data are the same. It is possible to assume that behind some sequences of prices there are some events and call this sequence an event, but in my opinion the term will be confusing. This is too general understanding of events, in the common understanding it is still concrete actions). And the type of these events and prices are quite different.

Reason: