Machine learning in trading: theory, models, practice and algo-trading - page 3058

 
mytarmailS #:

Well, then there's nothing more to say.


Why ask what to do, but not do it, and argue?

I had a choice - to admit that R developers are fools and don't know how to support parallel working versions, or to admit that packages/libraries don't work properly on some versions. I chose the second option, because these libraries are written by users and it's difficult for them to provide compatibility with all versions.

In fact, we can see that everything worked correctly, so it was the incompatibility of the package versions with the versions of the language itself.

Let's get down to business. If we load it into MT5, I will be able to tell you whether these data are similar to real ones or not.

 

Shouldn't you, like the Paris Academy of Sciences, ban the consideration of perpetum mobile models, i.e. algorithms "profiting" from the HCS?

7 pages of the only sensible forum thread are wasted again.

 
Aleksey Vyazmikin #:

I had a choice - to admit that R developers are fools and don't know how to support parallel working versions, or to admit that the packages/libraries don't work properly on some versions. I chose the second option, because these libraries are written by users and it is difficult for them to ensure compatibility with all versions.

In fact, we can see that everything worked correctly, so it was the incompatibility of the package versions with the versions of the language itself.

Let's get down to business. If we load it into MT5, I will be able to tell you whether these data are similar to real ones or not.

Of course they are not. Random will easily go to 100 and -100. And for example EURUSD stays in the range of about 1-1.5. The influence of states on their currencies is not included in the random.
 
Schrödinger's Alexander, in a Poisson flow, easily traded on the SB, but could not on forex, the long tail got in the way. Then he was able to trade forex too and disappeared mysteriously. Apparently, his son-in-law forbade disclosure.
 
Maxim Kuznetsov #:

Shouldn't you, like the Paris Academy of Sciences, ban the consideration of perpetum mobile models, i.e. algorithms "profiting" from the HCS?

7 pages of the only sensible forum thread are wasted again.

and who said anything about profiting from the HSC?

Forester #:
Of course not. Random will easily go to 100 and -100. And for example EURUSD stays in the range of about 1-1.5. The influence of states on their currencies is not included in the random.

yes, this is a very important remark considering that the data is normalised every n candles before entering the model.

 
Forester #:
Of course they're not. Random will easily go to 100 and -100. And for example EURUSD stays in the range of about 1-1.5. The influence of states on their currencies is not included in the random.

I understand that there is a package for generating stock quotes. It is not necessary to consider a currency pair, you can also consider stocks. And then, the range of even EURUSD is quite large in points.

However, if this tool cannot make similar quotes, you need one that can.

The first thing to do is to collect statistics on candlestick combinations on different instruments, and from this distribution form a random of some kind. You can make it even more complicated - add statistics on the ZZ structure - to limit trends in one direction. In general, it is worth thinking about it.

 

AI question: which currency pairs are best combined in an index to create the most random price chart possible?

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To create the most random price chart possible, currency pairs that are not highly correlated with each other can be combined in an index. Here are a few currency pairs that you can consider:

  1. EUR/USD and AUD/JPY
  2. USD/CAD and GBP/CHF
  3. NZD/USD and EUR/JPY
  4. AUD/USD and USD/CHF
  5. GBP/USD and USD/JPY

These pairs have different fundamental and technical factors that affect their prices. Therefore, if you combine these pairs in an index, you can get a more random price chart. However, it is worth remembering that the currency market can be very unpredictable, so there is no such thing as a completely random price chart.

Custom Financial Instruments - For Advanced Users - Trading Operations - MetaTrader 5 Help

pow("EURUSD",0.16)*pow("AUDJPY",0.16)*pow("USDCAD",0.16)*pow("GBPCHF",0.16)*pow("NZDUSD",0.16)*pow("EURJPY",0.17)


 
Lilita Bogachkova #:

AI question: what are the best currency pairs to combine in an index to create the most random price chart possible?

-

To create the most random price chart possible, currency pairs that are not highly correlated with each other can be combined in an index. Here are some currency pairs to consider:

  1. EUR/USD and AUD/JPY
  2. USD/CAD and GBP/CHF
  3. NZD/USD and EUR/JPY
  4. AUD/USD and USD/CHF
  5. GBP/USD and USD/JPY

These pairs have different fundamental and technical factors that affect their prices. Therefore, if you combine these pairs in an index, you can get a more random price chart. However, it is worth remembering that the currency market can be very unpredictable, so there is no such thing as a completely random price chart.

Custom Financial Instruments - For Advanced Users - Trading Operations - MetaTrader 5 Help


It is desirable that it be as shaggy (antipersistent) as possible
 
Maxim Dmitrievsky #:
Preferably, they should be as chunky (antipersistent) as possible

If you want to create the most antipersistent price chart possible, it is best to choose currency pairs with a high degree of randomness and uncertainty in price movements. Some such currency pairs may include:

  1. USD/JPY and EUR/GBP
  2. USD/CHF and AUD/CAD
  3. NZD/USD and EUR/JPY
  4. GBP/USD and USD/CAD
  5. AUD/USD and USD/SGD

These currency pairs tend to have low levels of correlation and weak correlation between their price movements. This means that the movement of one pair will not significantly affect another pair, which can lead to a chunkier and antipersistent price chart. However, it is worth remembering that antipersistence does not guarantee success in the financial markets and traders should always research each currency pair cautiously and take into account the risks and potential returns.

)))

 
Lilita Bogachkova #:

AI question: which currency pairs are the best to combine

where did the formula come from? also from the answer?

Reason: