Machine learning in trading: theory, models, practice and algo-trading - page 1655

 
Vizard_:

My teacher -
The forgotten past - the arrows...
Enlighten me...


What's there to enlighten you? You're a scientist yourself, let's better listen to our colleague, it's interesting to be happy for your colleague, we go side by side. Today I am sitting in the pluses. Boring :-(
 
Vizard_:

The transformation and its prediction. Are there any correlations with the initial time.
How much. Whether it's worth the cost...

In order not to mislead, I confess that what I am doing now has nothing to do with the post that you quoted.


Now on the subject of the post... What I used to do.


An elementary trading system based on the intersection of two bars (I don't even know why I chose it)

We go to history and find out which wave periods will be the best in the next 10 or 20 bars(I don't remember) in terms of profitability. We save these periods in a vector.

So we have the values of "ideal parameters", the chart, as I remember, was more stationary than not, I didn't train AMO (it hadn't occurred to me then), but it is definitely possible and will definitely work better than with prices because: I applied spectrum analysis to the obtained chart and saw a strong dependence on price volatility(which is basically obvious), and as you and I know volatility is very easy to forecast. It turns out that volatility forecasting may turn out to be a great feature for AMO forecasting "an ideal period".

 
mytarmailS:

In order not to mislead, I confess that what I am doing now has nothing to do with the post that you quoted.


Now on the subject of the post... What I used to do.


An elementary trading system based on the intersection of two bars (I don't even know why I chose it)

We go to history and find out which wave periods will be the best in the next 10 or 20 bars(I don't remember) in terms of profitability. We save these periods in a vector.

So we have the values of "ideal parameters", the chart, as I remember, was more stationary than not, I didn't train AMO (it hadn't occurred to me then), but it is definitely possible and will definitely work better than with prices because: I applied spectrum analysis to the obtained chart and saw a strong dependence on price volatility(which is basically obvious), and as you and I know volatility is easy to predict. It turns out that predicted volatility may turn out to be an excellent feature for AMO predicting "an ideal period".

Let's put it this way. Let's say the exact value of future volatility is not easy to predict, unlike the future volatility sign.

1. What do you use to predict volatility?

2. I think there is a good reason for that. I mean to use future volatility as one of the system inputs.

 
Mihail Marchukajtes:
Some people even promote JPrediction_v15.0. What kind of people there are now. Right?

I had no doubt that you would mention him, as if "as a joke", eh Yura, Yura... He has gone completely feral, does not communicate with people, has ceased to understand the subtleties of human psychology, he cuts off his shoulders.

 
Kesha Rutov:

I had no doubt that you would mention him, as if "as a joke", eh Yura, Yura... He has gone completely feral, does not communicate with people, has ceased to understand the subtleties of human psychology, cuts off his shoulders.

Yeah especially Reshetov would use Sequenta... He really loves this strategy, doesn't he? Kesha, Kesha.... you're so stubborn... All right. I understand that you're just trolling me and you don't think so yourself for a long time. Just trolling a colleague is a nice thing to do.... if you ask me :-)
 
Kesha Rutov:

I had no doubt that you would mention him, as if "as a joke", eh Yura, Yura... He has gone completely feral, does not communicate with people, has ceased to understand the subtleties of human psychology, cuts off his shoulders.

Innokenty, don't bullshit. Misha is Misha, Yura is Yura, God rest his soul...

 
mytarmailS:

ok

 
Vizard_:

Innokenty, don't bullshit me. Misha is Misha, Yura is Yura, God rest his soul...

Yeah, well, if he was all right, he'd be on version 20 by now, instead of my pathetic likeness. May he rest in peace..... Too bad :-(
 
Okay, I've closed all the deals, I'll go as a tea party a couple of shots, or rather mugs I wanted to say ... I wish you the same. It's a piitnik, after all. And next week's the week off. But I encourage everyone to stay indoors. That's why Opener's warning about more volatility next week, because people will be home. So I'm thinking about putting some kind of shooter. I wonder if they will work under Ubuntu or not?
 
Vizard_:

Innokenty, don't bullshit. Misha is Misha, Yura is Yura, God rest his soul.

Mihail Marchukajtes:
Well, yes, if it were all right with him there would be the 20th version by now, not my pathetic semblance. May he rest in peace..... Too bad :-(

No shit no shit, that's what I believed, it's all made up, Jura thinks he's a rock star like Elvis and thinks that death is the best PR, but he's far from Elvis, he's more like an attacking leader.

Reason: