Machine learning in trading: theory, models, practice and algo-trading - page 2463

 
Mihail Marchukajtes #:
No it's a trade for the last month real account, ostensibly!!!
So monitor the signal and stop the hysteria
 
He has increased his deposit by 20% in a month, and he is running around hysterical.
Or there is no increase - then it is clear why he is hysterical....
 
Dmytryi Nazarchuk #:
He has increased his deposit by 20% in a month, and he is running and hysterical.
Or there is no increase - then it is clear why he is hysterical....
What do you mean he is hysterical? You have said that OM, delta and RV do not work, and it turns out that only you do not work. So we got to the point, how do I use this data to get useful information out of it? Naturally, I don't use this information directly, but use this data to build indicators. For example, I am interested in the stochastic component in the cumulative delta or accumulation and distribution of the Open Interest, or at least in the standard deviation of the delta from the price, as an example. These indicators are calculated on the basis of the above-mentioned data.
 
And it is silly to claim that the information generated by the market in the course of trading has nothing to do with the instrument. Well, like we have traded a giant volume, whatever the indicators of this volume anyway does not solve anything, and then what does? The phases of the moon? Yusuf indicator?
 
Mihail Marchukajtes #:
What do you mean, hysterical? You said that OI, delta and RV don't work, but it turns out that only you don't work. So we got to the point, how should we use this data to get useful information out of it? Naturally, I don't use this information directly, but use this data to build indicators. For example, I am interested in the stochastic component in the cumulative delta or accumulation and distribution of the Open Interest, or at least in the standard deviation of the delta from the price, as an example. Regularities that are applied to the input of the network are calculated exactly in the results of indicators construction that are based on the above-mentioned data in their turn.
That's great! Now the question - if everything works, why search for other variables?
 
Dmytryi Nazarchuk #:
Great! Now a question - if everything works, why look for other variables?
Because there is more information that affects the future price movement, which I do not use, and I would like it very much, it would increase the reliability of the resulting models!!!
 
Mihail Marchukajtes #:
Because there is more information that affects the future price movement, which I do not use, but I would like very much, it would increase the reliability of the resulting models!!!
Don't worry about reliability, just monitor the signal and go to war!
 
Dmytryi Nazarchuk #:
Don't bother yourself with reliability - monitor the signal and go to battle!
Okay, as you say!!!
 
Andrei Trukhanovich #:

so did you finally teach me how to park?

Parking, no. Park side by side.

But the target is set so - the distance from the wheels to the corners of the perfectly parked rectangle.

 
Mihail Marchukajtes #:
Okay, whatever you say!!!

And through which broker do you get access to the Moscow Exchange using MT?

Reason: