Machine learning in trading: theory, models, practice and algo-trading - page 1724

 
Maxim Dmitrievsky:

Regarding cycles... if we take the deviations of the minute closing prices (their increments with some lag) from the opening price of some hour:

the picture for the year for all minutes of the 7th hour, as an example

the distribution of all minutes

We can distinguish a certain regularity by adding all the increments for the seven hours:

you can see in what minutes of a particular hour it makes sense to sell, and in what minutes to buy (purely statistically)

For example, to sell at the 10th minute, to buy at the 31st minute, etc. You can check it in the tester.

It's like a certain statistical pattern that you can put the MO on, and so on for every minute of every hour.

I don't think it will work

 
mytarmailS:

I don't think that's gonna work.

just like why not, I'll sketch it out and see.

 
Maxim Dmitrievsky:

Just like, why not, I'll sketch it out, I'll take a look.

come on, it's interesting to watch anyway

 
mytarmailS:

Come on, it's interesting to see anyway.

it's so fucked up...

Well, here you have a cumulative amount of curveballs... take a bigger period and allow only purchases/sales on not bad watches. And the grail is in your pocket for a while

 
Maxim Dmitrievsky:

that sucks...

Well, you've got a cumulative amount of curveballs... take a longer period and allow only purchases/sales on a good watch. And the grail is in your pocket for a while

ahahah ) so you think i had enough brains to check every hour for a deterministic direction but not enough brains to create a system with two lines of code for which the check was needed ? )))) you're insulting )

 
mytarmailS:

ahahah ) So you think I had enough brains to check every hour for a deterministic direction, but not enough brains to create a system with two lines of code, which is what the whole check was designed for ? )))) you're insulting )

i'm sure you did it just yesterday, after my posts and articles... maybe a little earlier

so write the tc and KEJ the results

the example with the cumulative sum is interesting and illustrative, in some cases, i approve

i really think it looks like this for 1 hour. But I already have a bot on this strategy, not much deals


 
So STOPE, one thing I can not understand, if you found the minutes in which to buy and minutes that sell why do you MO, HC, AI, etc.?
 

I dug up the status on the round levels.

 
Mihail Marchukajtes:
So STOPE, one thing I can not understand, if you found the minutes in which to buy and minutes that sell why you need MO, NS, AI, etc.?

(I can't understand why you need MO, NS, AI, etc.)

 
Rorschach:

Now I'll tell you something even cooler, you can make money with no effort at all))

Come on, I'm looking forward to it...
Reason: