Machine learning in trading: theory, models, practice and algo-trading - page 281

 
Mihail Marchukajtes:
I have to confess, I didn't fully understand what you wanted to say. Or rather, I don't understand it at all :-) In principle, ZigZag can be used as an output variable, but in a very narrow context. The only thing you got right, is that you need to choose a moment for analysis. At what point will you analyze the reversal of ZZ???? If every bar, then I'll tell you right away this is utopia. The market should be analyzed at the moment of its refraction. When the refraction has already occurred, because there will always be a place for a pullback, from which we will enter. Is not it?

This is exactly what I wrote and as I understand it we are talking about the same thing

Taking the reversals to short (selling). The teacher for selling is NOT what is after the reversal, but BEFORE and AFTER the reversal, which is cut off by the orange line. Similarly with longs.

Let's take a long - purple line. It cuts off everything below the price line that predicts a future reversal, which is at a certain fixed value - the potential profit. I.e. we predict a profit, not a trend.

 
mytarmailS:

Tell me, do you write any kind of oanda story in any form?

for everything I have on oanda there is a story available to download out of the box. It's probably been almost a year of 20-minute stories and almost another year between an hour and a day
 
SanSanych Fomenko:

For some reason you ignored the second part of the post.

In trend trading, one should predict the continuation of the trend, not reversals.

It is the lot of masters, virtuosos of their craft, who can be counted here on the fingers, if they exist at all.
 
Combinator:
For everything I have on oanda there is a story available to download from the box. It's probably been almost a year of 20 minutes and another almost a year between an hour and a day

How and where can I download? What is the box?

 
mytarmailS:

How and where can I download? What is the box?

In my profile you will find everything you need. Out of the box means that you download the product immediately get regular access to all available historical data.
 
Combinator:
In trend trading, you have to predict trend continuation, not reversals.

In this case, it is the place of masters, virtuosos of their trade, who are very few, if any, here.

Trend continuation is not clear, since there is a prediction error that tears the trend to pieces.

Look at my post above. We don't catch the trend, we predict future profits. we predict and wait.

 
Combinator:
in trend trading, you need to predict the continuation of the trend, not reversals.

It is up to the masters, virtuosos of their craft, who are here on the fingers, if they exist at all.

Of course it is harder to teach reversals as target prices and not using ZZ because ZZ catches extremums not at all where the major began or finished pressing the price. The kinks (knees) of ZZ, points are usually unremarkable in terms of distinguishing them in the feature space.

 
SanSanych Fomenko:

Trend continuation is not clear, since there is a prediction error that tears the trend to pieces.

Look at my post above. We don't catch the trend, we predict future profits.

The errors will be everywhere, the "reversal" will be much noisier, as it is usually poorly pronounced in the feature space, it is poorly predicted and only as an auxiliary meta-feature, a reversal is an inversion of the trend forecast, the trend prediction is inverted and so is the reversal, when teaching the reversal it usually cannot be distinguished from a pullback.
 
toxic:

Do you predict the price or do you work on the movement? Does the MO predict where the price will be in the future or is the algorithm trend-following?

 
Combinator:
In my profile you will find everything you need. Out of the box means that you download the product immediately get regular access to all available historical data.
Thanks but not familiar with MT at all, maybe there is a way to just get the history in some file?
Reason: