Machine learning in trading: theory, models, practice and algo-trading - page 1585

[Maxim Dmitrievsky]

mytarmailS:

Of course, I mean something else....

Roughly speaking, there is a pattern, a graphical one, from the price... It repeats (fractality) but always in different parameters, speaking the language of DSP, the pattern always has different amplitude and frequency, so it turns out that this pattern never repeats ))))

This is a problem, it must be solved before you solve all subsequent ones.

you answered your own question :)

If you mean one of properties of fractals "selfaffinity", i.e. self-similarity, it simply means that patterns are similar purely figuratively. I.e. all cucumbers are similar, all tomatoes are similar, all charts of currency rates are similar, etc. That doesn't mean they're necessarily predictive (although sometimes they really are)

[Maxim Dmitrievsky]

If it were not crap demo servers with constant requotes and inadequate spreads then would have shown normal monitoring, but so on forex do not trade))

[Forester]

mytarmailS:

Roughly speaking, there is a pattern, a graphical one, from the price... It repeats (fractality)

Did you check it yourself or did you believe another guru?
If you checked it, then show me the proofs.

My test results are here https://www.mql5.com/ru/forum/86386/page994#comment_7904395
Show me yours.

[Kaivit Somsret]

Maxim Dmitrievsky:

Yes, I think I will, as soon as I get a normal computer for that

I'm hooked on someone's streams myself)

[Maxim Dmitrievsky]

Kaivit Somsret:

Still making do with laptops and glad I didn't buy crap for questionable purposes

[Maxim Dmitrievsky]

Alexander_K2:

In order not to be hopelessly sad, I once again attach Kolmogorov's work on BP forecasting.

From it, it is simply obvious that we should work with the first and second price differences. And if the expectation of returnees is always strictly = 0, then with the second differences we need to work - to do such a tricky (according to Aleshenka - exponential) sampling, so that the ACF took some tricky form (I was not familiar with it).

And voila - the Grail was taken from crying Alyoshenka and distributed to the suffering people.

And here Alexander has grasped the essence, although I don't understand why the sample should be exponential. In my understanding seasonal cycles are enough. Well, the main thing is to believe in the grail with all your heart and everything will work out. The bright bright minds have left the forum. Ugh.

[Aleksey Nikolayev]

Matstat and politics.

I hope I don't get banned)

[Maxim Dmitrievsky]

Aleksey Nikolayev:

Matstat and politics.

I hope I don't get banned)

I haven't read it all the way through yet. But in general, the greenhouse effect greatly affects the average temperature. For example, Venus is hotter than Mercury because of PE, though it is closer to the sun.

[Aleksey Nikolayev]

Maxim Dmitrievsky:

I haven't read it all the way through. But in general, the greenhouse effect greatly affects the average temperature. For example, Venus is hotter than Mercury because of PE, even though it is closer to the sun.

I'm not at all ready to get into another pointy-end versus dumb-end argument)

In my opinion, the article is a good illustration of how statistical conclusions without proper validation can be completely opposite on the same raw data. Especially if the researcher is biased.

[Boris]

Maxim Dmitrievsky:

Let's skip all this mush, the main thing in predicting BP is patterns (read: recurring atomic events that can be predicted). If you have something to say on the subject, I'll listen and even pretend to sympathize.

By the way, there are some statistics

the length of the observation period of the synthetic affects the time during which the synthetic is "stationary"