Machine learning in trading: theory, models, practice and algo-trading - page 1111

 
Yuriy Asaulenko:
To unravel the kotir you need all the transactions and their volumes.

why?

Don't you believe in the "efficient market"?

 
mytarmailS:

why?

don't you believe in the "efficient market" ? the price takes everything into account

This has nothing to do with anything here.
 
Yuriy Asaulenko:
This has nothing to do with it.

let me explain....

take the "table of all trades" or "time and seals" in bourgeois...

This will be your ---"you need all the trades and their volumes. "

There and the deal and the direction and volume of the deal!

Then make a cumulative sum of volume of buyers and make a cumulative sum of volume of sellers.

Then you calculate the difference between the two sums

.....

You get the same price.

Which is logical

----------

I'm just saying there's no point in analyzing it, unless you trade on time frames of less than a second

 
mytarmailS:

I'll explain....

take the "table of all trades" or "time and seals" in bourgeois...

This will be your ---"you need all the trades and their volumes. "

There and the deal and the direction and volume of the deal!

Then make a cumulative sum of volume of buyers and make a cumulative sum of volume of sellers.

Then you calculate the difference between the two sums

.....

You get the same price.

Which makes sense, actually.
Who has doubts? As many as were bought, exactly as many were sold.
 
Yuriy Asaulenko:
Who has doubts? How much has been bought and exactly the same amount has been sold.

So I say, what is the point of these volumes. trade the price and do not bother yourself, it already takes into account everything

 
Vizard_:

It is a natural desire to dig out and see what the cotier consists of. Before that, it is quite
It is logical to try to assemble it (SB topic) and check the kotier. Generate, unscrew,
to look from a different angle can be different. Below is a different decomposition...


What distribution comes out at the end?

 
Vizard_:

I know what the distribution of the trend in the last picture is.

And what is it?

... What is the situation here? Earlier they clamped the Graals, then they started using profitable TS for stashing, then they got to the point where you can hardly ask for non-wasteful TS.... and now there's no way to find out the distribution?

))))

 
Igor Makanu:

And which one?

.... and now there's a distribution you'll never know?

))))

Why do you need to know it? It will always be different for different implementations. Yes, it's already history, anyway.
 
Igor Makanu:

and which one?

... Where are we going? Earlier they clamped the Graals, then they started to use profitable TS for the stash, then they got to the point where you can hardly ask for non-drainable TS.... and now there's no way to find out the distribution?

))))

nowadays, there may be consequences even for a simple story about grails

 

Hi all... I see you guys are in full swing, keep up the good work.

Now I'm checking my hypothetical, and here's the strange thing... The indicator showed an arrow up, but the EA sold. The question is why. When I ran the EA in the tester with all input data commented. The data coincides and the Expert Advisor trades according to the indicator. Why did it sell (which was correct: good) in real trading, when it should have bought in the Strategy Tester and in the indicator? If you consider that I don't use not only 0 bars, but also a bar with index 1, that is, the trades are taken even from 2 bars????

I have to draw one conclusion: there was a correction of the data on the CME if you consider that I get them there.

Reason: