Machine learning in trading: theory, models, practice and algo-trading - page 1836

 
Rorschach:
What does 1 bar mean for Ma(100)? But such a shift is enough to make the dumbest system work (although logically it should be at least 50). Careful with bikes and cycles.

It happens)))) Sometimes even one bar is important))))

 
Valeriy Yastremskiy:

It happens)))) Sometimes even one bar is important))))

It does not happen. It is purely by chance and nothing more. If this bar led to improvement. It's local....
 
Mihail Marchukajtes:
There is no such thing. It's purely an accident and nothing more. If this bar led to improvement. Then it's local....

How long)))) and how to determine when the luck ran out)))

 
Valeriy Yastremskiy:

How long)))) and how to determine when the happiness is over)))

The market exists in the moment. Here and now. And the situation is formed so that there are so many sellers and buyers here and now. No more.....
 
Mihail Marchukajtes:
The market exists in the moment. Here and now. And the situation is so because there are so many buyers and sellers here and now. No more.....

I disagree. The market is a concept describing the actions of traders in relation to the outside world, to put it very narrowly. And no one can ever cancel the inertia, this is a natural phenomenon. The cutlets sizzle after the gas is turned off by inertia))))))

 
Valeriy Yastremskiy:

I disagree. The market is a concept that describes the actions of traders in relation to the outside world, to put it very narrowly. And no one can ever cancel inertia, it is a natural phenomenon. Cutlets sizzle after the gas is turned off by inertia))))))

OOO Buddy glad you are on the subject. But I want to upset you. The current price is formed through the momentary presence of buyers and sellers here and now. Their number and strength (volume of transactions) here and now form where the price will be in the near future. Before you continue your discussion, please watch this video. We'll continue there. Okay? You just watch it to the end. No hackwork. That's where the insight will come in. I'm waiting......!!!!
"Улыбка волатильности. Мифы и реальность". Лекция Владимира Твардовского, Ай Ти Инвест
"Улыбка волатильности. Мифы и реальность". Лекция Владимира Твардовского, Ай Ти Инвест
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Работа с улыбкой волатильности: причины возникновения, свойства, моделирование улыбки, реставрация функции распределения будущих цен. http://www.itinvest.ru ...
 
Mihail Marchukajtes:
The current price is formed by the momentary presence of buyers and sellers here and now. Their quantity and strength (volume of transactions) here and now form where the price will be in the near future.

Their number and strength (volume of transactions)

The silly question, and who forms the SB or can it somehow estimate or we must admit that there are specific factors that we cannot take into account today and they influence something. Bringing the series to stationarity for its miscalculation is an assumption. Losing sometimes significant information for the result))))

 
Valeriy Yastremskiy:

Their number and strength (volume of transactions)

Silly question, who forms the SB or can be estimated or we must admit that there are specific factors that today we can not take into account and they affect something there. Bringing the series to stationarity for its miscalculation is an assumption. Losing sometimes significant information for the result))))

Are you a fool or are you just pretending? No seriously???

There is a delta, volume and OM that form the future value of the asset and do not fuck with my brain with your fantasies, I beg you!!!!!!

Moreover, we agreed that we will continue the discussion after you watch the above video ... But apparently you ignored that too.... Sadness...

 

Trading system through the eyes of an algotrader

> inspect(head(rules.sorted,20))   
     lhs                                         rhs   support    confidence lift     count
[1]  {(11)(10)(-1),(3)(2)(-1),(34)(32)(-1)}   => {BUY} 0.01007600 0.3608563  1.330182 118  
[2]  {(3)(2)(-1),(34)(32)(-1),(8)(7)(-1)}     => {BUY} 0.01016139 0.3606061  1.329260 119  
[3]  {(2)(1)(-1),(34)(32)(-1),(7)(6)(-1)}     => {BUY} 0.01007600 0.3586626  1.322096 118  
[4]  {(5)(4)(-1),(8)(6)(-1),(8)(7)(-1)}       => {BUY} 0.01058834 0.3542857  1.305962 124  
[5]  {(30)(28)(-1),(7)(6)(-1),(8)(7)(-1)}     => {BUY} 0.01127145 0.3529412  1.301005 132  
[6]  {(17)(16)(-1),(20)(18)(-1),(6)(5)(-1)}   => {BUY} 0.01075912 0.3519553  1.297371 126  
[7]  {(18)(16)(-1),(2)(1)(-1);1}              => {BUY} 0.01075912 0.3500000  1.290164 126  
[8]  {(18)(16)(-1),(2)(1)(-1),(2)(1)(-1);1}   => {BUY} 0.01075912 0.3500000  1.290164 126  
[9]  {(12)(11)(-1),(17)(16)(-1),(37)(36)(-1)} => {BUY} 0.01007600 0.3491124  1.286892 118  
[10] {(12)(11)(-1),(39)(37)(-1)}              => {BUY} 0.01383315 0.3483871  1.284218 162  
[11] {(34)(32)(-1),(4)(3)(-1),(8)(7)(-1)}     => {BUY} 0.01024678 0.3468208  1.278445 120  
[12] {(12)(11)(-1),(2)(1)(-1),(34)(32)(-1)}   => {BUY} 0.01007600 0.3450292  1.271841 118  
[13] {(2)(1)(-1),(3)(2)(-1),(34)(32)(-1)}     => {BUY} 0.01135684 0.3445596  1.270109 133  
[14] {(3)(2)(-1),(34)(32)(-1),(5)(4)(-1)}     => {BUY} 0.01050295 0.3445378  1.270029 123  
[15] {(2)(1)(-1),(34)(32)(-1),(8)(7)(-1)}     => {BUY} 0.01007600 0.3430233  1.264446 118  
[16] {(11)(11)(-1),(22)(21)(-1)}              => {BUY} 0.01110067 0.3430079  1.264390 130  
[17] {(43)(43)(-1),(5)(4)(-1)}                => {BUY} 0.01289386 0.3424036  1.262162 151  
[18] {(12)(11)(-1),(26)(26)(-1),(3)(2)(-1)}   => {BUY} 0.01024678 0.3418803  1.260233 120  
[19] {(13)(12)(-1);2}                         => {BUY} 0.01110067 0.3412073  1.257752 130  
[20] {(13)(12)(-1);1,(13)(12)(-1);2}          => {BUY} 0.01110067 0.3412073  1.257752 130  




R - you're just apuenenen! :)

 
mytarmailS:

Trading system through the eyes of a trader



R - you're just apuenenen! :)

Cool toy))))

Reason: