Machine learning in trading: theory, models, practice and algo-trading - page 1647

 
mytarmailS:


He who knows what the crowd is thinking now has a forecast one step ahead

Today's realities make this disappointing. Here's why:

1. The "crowd" is always divided into two camps: buyers/sellers. They can think whatever they want, but their predictions are always opposite. So we already have 2 mutually exclusive opinions.

2.We don't know how or what will make one of the "camps" more active than the other and they (to their detriment) will start taking the market price instead of waiting with limiters. After all, it's the initiative that gets the movement going, and the initiative, is the Market Bids. They are less profitable, but they take a step forward by showing determination. The one who takes the Market Bid is more certain of the direction of the move than the one who waits with the Limit Bid. We don't know how many of these "resolves" there are at the moment.

Also, robots have flooded the market without emotions and their "decisiveness" is not caused by their motivation but by their algorithm. We do not know the algorithms of robots in the market.

4. Modern traders have long lost touch with market events and trade on all sorts of formulas/indicators that use derivative parameters and have nothing to do with world events and therefore, their decisions are NOT predictable.

5. There are counterparties that can stop/reverse any movement using huge liquidity. Especially in weak markets. In this case, it's better to know what the counterparty wants, not the crowd.


So, it's a little more complicated than that.

 
Aleksey Nikolayev:

A good replacement for the Automat grows)

It remains to wait until the man starts to graph the cumulative sum of the coin's outcomes, to predict with Fourier, wavelets and other DSP. After all, this graph is some function of price versus time, discretized in time, quantized, in digital form.
 
You are so pessimistic.
 
sibirqk:
It remains to be seen when the person starts to graph the cumulative sum of the coin's outcomes, to predict with Fourier, wavelets and other DSPs. After all, this graph is some function of price versus time, discretized over time, quantized, digitized.

+++)))

 
Maxim Dmitrievsky:
You are our idiots

do you have them?

 
Aleksey Nikolayev:

do you have them?

I've written before, they're all flooded) I'm just too lazy to do it myself

clustering by any available means rules

buy Eurobucks in April and sell them in May)

 
Tag Konow:

Today's realities make this disappointing. Here's why:

1. The "crowd" is always divided into two camps: buyers/sellers. They can think whatever they want, but their predictions are always opposite. So we already have 2 mutually exclusive opinions.

2.We don't know how or what will make one of the "camps" more active than the other and they (to their detriment) will start taking the market price instead of waiting with limiters. After all, it's the initiative that gets the movement going, and the initiative, is the Market Bids. They are less profitable, but they take a step forward by showing determination. The one who takes the Market Bid is more certain of the direction of the move than the one who waits with the Limit Bid. We don't know how many of these "resolves" there are at the moment.

Also, robots have flooded the market without emotions and their "decisiveness" is not caused by their motivation but by their algorithm. We do not know the algorithms of robots in the market.

4. Modern traders have long lost touch with market events and trade on all sorts of formulas/indicators that use derivative parameters and have nothing to do with world events and therefore, their decisions are NOT predictable.

5. There are counterparties that can stop/reverse any movement using huge liquidity. Especially in weak markets. In this case, it's better to know what the counterparty wants, not the crowd.


So, it's a little more complicated than that.

It's much easier, believe me you can, everything is possible)) You just need to write a lot of text to explain everything, but the bottom line is that you can predict and it's not difficult ...

Crowd is like that))... easy to predict) just like some of the inhabitants of this forum

 
Maxim Dmitrievsky:

I've written before, it's all over the place) I'm just too lazy to do it myself

clustering by any available means rules

buy Eurobucks in April and sell in May )

they promise a collapse of everything)

like the recent collapse of the global collapse thread)

 
Aleksey Nikolayev:

They're promising a collapse of everything.)

for example, there was a recent collapse of the global collapse thread)

they promise us something all the time )

 

Trained for "one hour". According to the backtests trained better than 15 minutes. How in practice will be seen when the story piles up. Now I have a drawing for the night.

This isBTCUSD on M2. Network polling every 2 minutes. Every point has a forecast for 60 minutes, but it is very relative. The network is simply asked the question "what will happen in an hour?" and it answers the expected magnitude of the price change. The upper line is the downward movement, the lower line is the upward movement, and the thickness of the line is the degree of confidence. Later I will give a link to an expert with such a prediction.