Machine learning in trading: theory, models, practice and algo-trading - page 1024

 
Renat Akhtyamov:

It's not surprising, that's the way it is.

How to define a crowd,

what is the essence of your logic

?

Well look, I told you that I will not give ready-made solutions, at least now .....

If in general, what do we all have in common in trade...? Think about it...

In fact the only thing that unites (besides fear and greed :) )

And this one thing is called statistics. The beginner trader looks through the charts, looking at what happened yesterday, the day before yesterday, a month ago, and the tough trader, who is already programming something, optimizing algorithms on the history, the first and the second traders are simply searching for some statistically significant things, as a result the market will "bump" both the first and the second, which is really funny, this will be a true pattern))

So with the help of neural networks or other MO you can simulate the actions of thousands of traders with "sufficient" accuracy, as well as the accuracy depends on the quality of the algorithm you wrote, i.e. predictors and target

 
Aleksey Vyazmikin:

I have this question, what is the target/result of your prediction - event occurrence, price, or number of pips to a level?

price as a result

 
mytarmailS:

Well look, I told you that I will not give ready-made solutions, at least now .....

If in general, what do we all have in common in trade...? think about it...

In fact the only thing we have in common (besides fear and greed :) )

And this one thing is called statistics. The beginner trader looks through the charts, looking at what happened yesterday, the day before yesterday, a month ago, and the tough trader, who is already programming something, optimizing algorithms on the history, the first and the second traders are simply searching for some statistically significant things, as a result the market will "bump" both the first and the second, which is the funny thing - this is the true pattern))

So with the help of neural networks or other MO you can simulate the actions of thousands of traders with "sufficient" accuracy, as well as the accuracy depends on the quality of the algorithm you wrote, I mean predictors and target

For example, on the EUR I said yesterday about the level of 1.1685. This is the future price level.

If you have the same level in your stash, respectively, my and your strategies are the same.

And recently, in one of the threads, on July 12, I said:

"Example - the eva will be at 1.1712, 1.1744, 100%."

Just a resource-intensive version of the strategy works, I want to simplify it somehow...

 
Renat Akhtyamov:

Let's say, yesterday I told about the level of 1.1685 on the Eva. This is the future price level.

and recently, in one of the threads, on July 12, said this:

"Example - the eva will be at 1.1712, 1.1744, 100%."

This is just resource-intensive variant of the strategy, I want to try something more simple.

Excellent accuracy, what can I say.

By the way, with me everything is still resource-intensive and not easy, unfortunately(

But the result is positively stable and there are no optimizations, this is a small victory
 
mytarmailS:

Excellent accuracy, what can I say.

By the way, with me everything is also resource-intensive and not easy, unfortunately(

well, i was joking about resource-intensiveness, of course, you are silent....

I agree, optimization is not necessary.

At least it shed a little light now.

what do you think about 1.1685 ?

 
Renat Akhtyamov:

Well, I was just joking about resource-intensive, of course, but you didn't say anything.... At least it shed some light now.

What do you think about 1.1685?

I don't know)) I didn't watch the market on Friday, and it's important. My levels are drawn real-time, i.e. one hour or two or three hours before the rebound.

I have two types of levels:

1) just a usual local rebound, i.e. a slight movement within the noise

2) A trend level, that is a level that starts a trend, immediately or the next day, and only after a while this level will show itself on the chart

For example on Thursday the EUR trend started, I knew it would start on Wednesday afternoon


My system distinguishes between these two types of levels, my system doesn't mean the neural network but my interpretation of its signals

 

Many people find this hard to believe, but the reasons for the reversal of the trend on the Euros were in the places where I drew, not on the extremes of the chart

The market is very good at fooling around((.

 
mytarmailS:

I don't know)) I didn't watch the market on Friday, and it's important. My levels are drawn real-time, i.e. one hour or two or three hours before the rebound.

I have two types of levels:

1) just a usual local rebound, i.e. a slight movement within the noise

2) A trend level, that is a level that starts a trend, immediately or the next day, and only some time later this level will show itself on the chart

For example on Thursday the EUR trend started, I knew it would start on Wednesday afternoon


My system differentiates between these two types of levels, my system doesn't mean the neural network but my interpretation of its signals

Yeah, it's not the neural network, and that's true again.

the fact that after some time the intended level will be, again, a plus.

You can only understand the above after you've gone a certain way, I agree.

and i understand what i have left to do, the trades on the previous page were, but not with me, but i clearly knew them.

will )))

The strategy naturally sounded, in just 2 words of yours, my heart bleeds, well, how can it not be understood (???) (not to my own address), through mountains of written prog comes

andi....

I don't use statistics, I don't look for overbought and oversold.

 
Renat Akhtyamov:

not looking for overbought and oversold.

I didn't look for it either, it just popped up on its own.

 
mytarmailS:

I didn't look for it either, it just sort of came up on its own.

Of course it will, how else could it not?

)

Reason: