Machine learning in trading: theory, models, practice and algo-trading - page 2888

 
Uladzimir Izerski #:

Here, recognising patterns or market patterns is the first brick.

It can be done with MQL tools, but with MO this method will be more advanced and progressive.

P.s.

We can look into the future more boldly.

Are MO and MQL incompatible?) or can't MO be written in MQL?

MO (ML) is not a programming language, but a field of knowledge.

 
Aleksey Nikolayev #:

It may have worked when the bulk of the money was managed by visualisers. Now it's mostly run by matstats and MOs. The fact that we have a predominance of retired visualisers here on the forum should not confuse you.

So where has visualisation suddenly hidden or disappeared from view? Strange.

Andrey Dik #:

Are MO and MQL incompatible?) or can't MO be written in MQL?

MO (ML) is not a programming language, but a field of knowledge.

I meant recognising a model, its variants and expectations.

 
Aleksey Nikolayev #:

It may have worked when the bulk of the money was managed by visualisers. Now it's mostly run by matstats and MOs. The fact that we have a predominance of retired visualisers here on the forum should not confuse you.

I am just throwing out variants of solutions, I will not take up such a task myself.

About matstat. I get that there are no correlations. Trendiness in Europe and flatness in Asia can be easily explained by the number of ticks per unit of time. You and zigzags seem to have come to the same conclusion. BUT, on smradlab buybuy got positive correlation for stocks and negative for forex. And I have a legitimate question, is he telling the truth?

 

How do you make yourself hold your position longer? Who's struggling with that?

I know how to wait.

I know how to pony up.

I know how to walk in

I don't know how to hold--


The main problem, after entering, there is often a reverse signal...

If you ignore it (keep holding it) it triggers almost always.

If you don't ignore it, the movement develops (you should have held it).


Off-topic, of course, but there's no one to ask.

And from these trades we could have squeezed out obviously more

 
Aleksey Nikolayev #:

It may have worked when the bulk of the money was managed by visualisers. Now it's mostly run by matstats and MOs. The fact that we have a predominance of retired visualisers here on the forum should not be confusing.

Above you write that the state through the Central Bank influences the trades to a greater extent, and here you write that matstat and MO rules - are you really sure that the Central Bank does not use technical analysis?

A couple of years ago I posted a "methodology" from the Central Bank, where it was stated what "indicators" are recommended to use for decision making, and back in 2014 the head of the Central Bank of Russia spoke about the Mashka 360 as a measure for making trading decisions.

 
mytarmailS #:

Off-topic, of course, but I don't really have anyone to ask.

And you could have got more out of these deals.

You can't squeeze more out of these trades - the closing is generally correct, another thing is that you need to think about the correct points of profit taking and breakeven.

If there was no entry signal in the opposite direction, you can enter in the direction of the last signal with searching for the minimum point of SL setting.

 
Aleksey Vyazmikin #:

A couple of years ago I posted a "methodology" from the Central Bank, where it was stated what "indicators" were recommended to use for decision making, and back in 2014 the head of the Central Bank talked about the Mashka 360 as a measure for making trading decisions.

A methodology from the Central Bank ?? where the Central Bank uses mashka to make decisions ???

Thank you !!! You made my day!!! I haven't laughed so hard in a long time

 
elibrarius #:

It makes no difference, the order of sorting of elements will not change during transformations, i.e. splits in trees will be in the same places. If you use neural networks, it should be the same, but I'm not sure....

PS. It won't. Firstly, everything is scaled to the range 0...1. Secondly, if you logarithmise any series, the order will not change, but weights and offsets are used there. After logarithmisation of a series with the same weights and offsets it will have a different effect (perhaps by orders of magnitude). But this is more of a minus of neural networks than a plus.

With logarithmic data of course weights will be different, smaller values will be taken into account less, larger ones, more than in series of absolute or relative increments or data. This is for different decision problems after all.

 
mytarmailS #:

retournals are the difference x[i] - x[i-1]

and sometimes you need x[ i] - x[i-1044 ]

Seems to me the first option is increments with equal / constant / fixed increments, and the second option is increments with dynamic increments.

 
mytarmailS #:

A methodology from the Central Bank ??? where the Central Bank uses the mashka to make a decision ???

Thank you!!! You made my day!!! I haven't laughed so hard in a long time.

I don't think the laugh is appropriate. As CBs sometimes buy exactly at the tops and sell at the lows.

For speculators the meaning of this action of the Central Bank will not be clear for a very long time.) Learn economics.

Reason: