Machine learning in trading: theory, models, practice and algo-trading - page 1583
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that is... If we look at trading from the point of view of the game theory, it's very important to choose parameters of TS which will correspond to the optimal game
And if we look at trading from the position of some found regularity on the history, then it is trading according to the forecast - how the forecasting is carried out... You may knock on a shaman's tambourine, or you may selectively thin out the ticks to fit the same shaman's tambourine )))
All the same parameter fitting turns out but the results are interpreted worse
Just, I think, that the price is corrected to "regularity" by impulses, which can be during the news and other events, and between them chaotic accumulation/distribution.
it's all the same parameter fitting, only the results are worse interpreted
I'm not arguing, you had an argument for a test in 10 years, didn't you? - I showed that it's not a problem at all if you have the tools
and about the predictions.... imho there is no correlation in the adjacent bars or bars that will have a shift equal to a constant period - i mean indicators
I think there is some illusion that history repeats itself, yes it does, but not the nearest history, but the one that is deep in history, i.e. here it's possible to use some graphical primitives as a forecasting method, everything else, regardless of statistics oreconometrics will not be better and no worse than my simulations with GA
I'm not arguing, you had an argument test in 10 years, didn't you? - I showed that it's not a problem at all if you have the tools.
and about the forecasts.... imho there is no dependence in the nearby bars or bars that will have a shift equal to a constant period - I mean the indicators
There is some illusion that history repeats, yes it does, but not the nearest history, but the one that is deep in history, i.e. here it is possible to use some graphical primitives as a forecasting method, everything else, regardless of statistics or econometrics will not be better and no worse than my simulations with GA
I'm for understanding what exactly the robot trades with and for reducing TS parameters. I guess all the differences are the same.
In my observations it is vice versa. In pair trading or for several currencies on a calm market they diverge and then often converge. But after the news currencies disperse so strongly that they often do not even converge. Or in some months, which the swap will not let to sit.
Interesting - we look at the same thing, but we see different things, although I draw conclusions when trading on the exchange, and I'm more likely to talk about intraday movements.
Interesting - we look at the same thing and see different things, although I draw conclusions when trading on the stock exchange and I'm more likely to talk about intraday movements.
Yes, I mean the 7 major currencies. I have not got to the stock market.
Yes, I mean the 7 major currencies. I didn't get to the exchange.
Why 7 major currencies and not 8?
Why 7 main ones and not 8?
7 currencies relative to the dollar.
Ok. The confusion seems to be due to the fact that the greenback, like other currencies,
in the regular currency basket have no special privileges.
All the same parameter fitting turns out, only the results are worse interpreted
Not really. Igor is very correct in what he says. I realized a long time ago that we should divide the trading strategy into parts. To put it simply.
Primary - this is how we define the situation when to enter and when to exit.
Secondary is how we enter and exit, ... averaging, fractional, partial closing, maintenance in short.
The primary one - a minimum of parameters and maximum simplicity for stability. We use it to put all of our understanding of the market and all types of analysis and experience.
The secondary - the market has nothing to do with it, there is a pure game theory to maximize your winnings. The main thing is not to touch the parameters of the primary one.
I hope I explained the idea clearly.