Machine learning in trading: theory, models, practice and algo-trading - page 1542

 
Aleksey Vyazmikin:

In terms of marking up the financial result or imitating the spread?

The target ones themselves are somehow incorrectly sampled

And yes, in MT5 the spread was taken into account... we should also add it here.

I have no idea what to do with my EA - it won't work, because spread eats everything. I will have to remake it

 
Maxim Dmitrievsky:

The targets themselves are somehow incorrectly sampled

And yes, in MT5 the spread is taken into account... I should add it here too.

If you do not know what to do with this EA, it will not work, because spread eats everything. I will have to re-do it.

If I wanted to use pivot tables, I would have to add them in MT5 and then add them to date set, and then I would not use quotes anymore. I usually obtain the same results, with few exceptions that are negligible.

 
Maxim Dmitrievsky:

The bug was not in the code ))

without markups.

add a spread

some more

Another confirmation that the price in the forex is a random wandering to an outsider.
It is possible that the owners of the money know where the stops accumulate and drive the price behind them.

 
elibrarius:

It is possible that the owners of the money know where the stops accumulate and drive the price behind them.

If you follow your assumption, then the owners of sports lotto - know what balls will fall out of the lotto machine, and the owners of roulette, know where the ball will be the next rotation of the wheel

Maybe everything is much simpler arranged? ;)

 
Igor Makanu:

If you follow your assumption, then the owners of sports lotto - know what balls will fall out of the lotto machine, and the owners of roulette, know where the ball will be the next rotation of the wheel

Maybe it's simpler than that. ;)

The main point of my post is that the market is SB. It's just the fact that everything is simpler.

But we cannot rule out manipulation in the form of unusually long trends. Naturally, these are assumptions and we can argue endlessly about what something may or may not be.
It is not very interesting to argue about it.
Interesting - how to make money. Apparently - no way, except temporarily, given a lucky set of circumstances.

Well, you can play with balls, magnets, displaced center of gravity, too).

 
elibrarius:

The main thing from my post is that the market is SB. This is just to the point that everything is simpler.

I wrote it not long ago, but I found it:

Igor Makanu:

SZY: I like to solve all problems by searching for analogies in the physical world - that's why I read TV forum, more and more I am convinced that searching for mathematical formulae of market is like searching for a way to guess the next card in a deck of cards in a card game..... but without knowing what the next card in a deck one can often win against the opponent, right? ;)

card game is sb?

i think we're just looking in the wrong place - trying to guess where the price will go, rather than looking for a strategy that has a good expectation of maturity

ZS: looked at my collection of literature in recent years.... only my Günther is directly related to trading, all the rest (1,9 Gb = 191 books) you can safely delete ))))

 
elibrarius:

The main thing from my post is that the market is SB. It's just to the point that things are simpler.

But we cannot rule out manipulation in the form of unusually long trends. Of course this is speculation and we can endlessly argue that something may or may not be.
It is not very interesting to argue about it.
Interesting - how to make money. Apparently - no way, except temporarily, given a lucky set of circumstances.

Well, it is possible to play with balls, magnets, displaced center of gravity, too).

Automat Ylexander_K has assured that the SB is not a hindrance to the trader.

 

In general, I corrected the mistakes, made a normal tester, compared the last deals with real trades - they are similar.

It turned out this way (training + test 50/50), training at the end

Everything seems to be correct, but I will have to check it again. The result on the CB is nice.


 
Maxim Dmitrievsky:

In general, I corrected the mistakes, made a normal tester, compared the last deals with real trades - they are similar.

It turned out this way (training + test 50/50), training at the end

Everything seems to be correct, but I will have to check it again. The result is good in CB.


It looks interesting, have you created it yourself or is there a library, I mean the graphic component and the financial calculations.

As for the results, it seems that profitability and Sharpe Ratio are not sufficient - there is almost no margin for slippages and commissions, if there are any.

 
I found aninteresting site about the application of MO in different fields of science.
Reason: