Machine learning in trading: theory, models, practice and algo-trading - page 2864

 
Aleksey Nikolayev # :

Some are against the trend, but most apparently believe that trend is your friend.

Well, the chart shows that the majority of people are always against the trend, and their counter agent ( stock exchange, market maker, doll, big player....ipt...) is always against the trend....

Aleksey Nikolayev # :

In my game models I always proceeded from two axioms:

(1) the price moves more likely to the side chosen by the minority.

Well, this is what we see on the position chart, that's right.

Aleksey Nikolayev # :

(2) among those who have not guessed the direction, a larger share of those who have guessed changes their opinion than among those who have guessed. The first axiom speaks about market unfairness, and the second axiom speaks about the average behaviour of the crowd. These axioms seem too obvious to abandon.

For a complete market model these axioms are of course missing, as they do not take into account news and the behaviour of nations.

The axioms are logical, I agree with them.

BUT! Our conversation is about the primary influence on the price.

1) delta of participants (balance of open interest of buyers/sellers) that moves the price

2) the price itself, which forms the opinion of participants (delta) and affects the price, i.e. the price affects itself.

 
elibrarius #:

The crowd hardly has any desire to trade against the trend.

And nobody asks the crowd.


If 40% bought and 60% sold (for whatever reason).

then the counter agent has on his hands

40% of sales and 60% of purchases.

Where will the price go?


This is exactly what the delta chart, the chart of physicists in the SOT, the statistics of drained deposits, the TS dying right after the start.... confirms.

 
Aleksey Nikolayev #:

Some are against the trend, but most apparently believe that trend is your friend.

In my game models I have always proceeded from two axioms: (1) price moves more likely to move in the direction chosen by the minority, (2) among those who did not guess the direction, a larger share of those who did guess changes their opinion than among those who did. The first axiom speaks about the unfairness of the market, and the second axiom speaks about the behaviour of the crowd on average. These axioms seem too obvious to abandon.

For a complete market model these axioms are of course missing, as they do not take into account news and the behaviour of nations.

The second condition is of course, but the first one depends on many external factors and I don't think it is an axiom) It is possible to use it for models, but other options for studying are also important.

Even the GPT has responded to Max:

It is important to note that the actions of individual traders do not necessarily determine the overall direction of the market. Market movements can be influenced by many factors,.... )))

Feedback is a tricky thing)))))
 

where does this data come from? If from a futures exchange or DC, these transactions do not participate in pricing on forex spot in any way, but simply show the distribution of positions of participants within the exchange

Futures quotes are derivatives, I am not talking about DCs at all.

there are makers who create liquidity on the exchange, so that the change can sell in a growing market, so they buy back.

Even though it has been written 100 times that these deals do not affect the quotes, it's all the same what went and what went.
 
Maxim Dmitrievsky #:

where does this data come from? If from a futures exchange or DC, these transactions do not participate in pricing on forex spot in any way, but simply show the distribution of positions of participants within the exchange

Futures quotes are derivatives, I am not talking about DCs at all.

there are makers who create liquidity on the exchange, so that the change can sell in a growing market, so they buy back.

Even though it has been written 100 times that these transactions do not affect the quotes, it's all the same what went and what went.

Most likely this is the data of logical reasoning and observations.

 

so there is an imbalance in transactions - physical persons want to sell, makers give them an opportunity to do so.

Makers are not at a loss because the exchange pays them.

and the whole thing is tied to spot prices + rate, i.e. the prices are simply streamed from the interbank. Whether you can open trades on them is the task of makers inside the exchange.

The fact that forex is decentralised is also a myth. There is a consortium of banks, within which the forex spot price is fixed. The rest are sticklers, like suppliers of all sorts of liquidity.

At none of the stages specifically your transactions have no influence on price changes. And everyone in this chain is making money, but not you 😀

And Rena is an epic forum dickhead.

 
mytarmailS #:

Well, the chart shows that the majority always stands against the trend, and their counter agent ( stock exchange, market maker, kukl, big player....ipt...) accordingly stands always on the trend.

Well, the delta on the chart is for an extremely small share of market participants, and there is no special trust in DCs as sources of information. But I may well be wrong - it is foolish to claim that you know how it all works "really". Perhaps there are differences for different types of instruments, etc.

 

The arguments of some market traders!

What if it's not the harvest? What if the right guys set the right price?

What's it got to do with what the crowd bought and sold? What they offered, they bought and sold.

And about the currency, it's a mess.

Take the ruble, back and forth. Does anyone believe that the movement comes from the crowd buying and selling something?

 
СанСаныч Фоменко #:

The arguments of some bazaar vendors!

What if it's not the harvest? What if the right guys set the right price?

What's it got to do with what the crowd bought and sold? What they offered, they bought and sold.

And the currency thing is a mess.

Take the ruble, back and forth. Does anyone believe that the movement is due to the fact that the crowd bought and sold something?

Only observation can be an argumentation of logical conclusions)))) Of course not, no one rejects external factors. Besides, the logic of TS algorithms depends on these observations quite indirectly)))))

 
For those who are particularly stoned, it is suggested to find information on the website of the Moscow Exchange, who or what is the data (read, quotes) provider for the futures fx section
For general erudition, so to speak.
If this doesn't help either, then forget it.
Reason: