Machine learning in trading: theory, models, practice and algo-trading - page 306

 
Mihail Marchukajtes:

Machine Learning is the Way to Riches!

Why isn't there a single trade report in your article, at least from the tester?

Not a single run on history and forward is shown. Not a single one!

 
pantural:

You gentlemen put me under the table :)

You're under the table because that's where you belong! You've already written here about risk-free arbitrage, what have you earned a lot, huh? a trader with balls ahahahah)) hilarious ... You better go to school or your mother will scold you.
 

mytarmailS:

and no primitive delta will help here, in fact the delta is the same price increments, there is no useful information there

If you don't understand something, it doesn't mean it doesn't work. And those who say that the market always has an equal number of buyers and sellers are either stupid or at least deceitful because the price is formed only and exclusively by active market participants, the limit orders participate in price formation if and only if they are matched with a market order.

 
Combinator:

Just because you don't understand something doesn't mean it doesn't work. And those who say that there are always an equal number of buyers and sellers in the market are either dumb, or at least deceitful, because the price is formed only and exclusively by active market participants, limit orders participate in price formation if and only if they are matched with a market order.


Yes not just they count all orders and including MM Let's break down the example again: There are 100 contracts.....

Of these, 30 buyers and, respectively, 30 sellers MM. That is, in order to buy 30 contracts, the market maker sold them these 30 contracts. That is, the number of buyers and sellers are equal. Then

there are 70 sellers and accordingly 70 buyers with the Market Maker. Also all is equal. However, in this case, the Market Maker's operations to provide liquidity are not considered, since these are technical positions and do not relate to profit. And, in fact, if we take out the technical orders, it will turn out that we have 30 buyers and 70 sellers, and there is no other. If you take into account technical orders that Market Makers place to provide liquidity, then the flank is up to you. But the fact is, the number of NUMERICAL positions is rarely equal. Unless it's a coincidence and the delta is zero, but there's still a difference between buyers and sellers and you shouldn't mislead people. You first sort out what you want to see in the market, and then speak.

Well, and a question for the literate. Bought 100 contracts and sold 100 contracts, where the price will go?????: I'll tell you right away, where will the price go, because there is no bias. The price changes because there are more buyers or sellers. If you take into account technical orders of market makers to ensure liquidity, then this has nothing to do with market analysis. Read the Clusterdelt project, which is known to thousands of traders. And you think they are so stupid to think that the number of buyers and sellers is different. And you come out from who knows where and let's convince everybody that the number of buyers and sellers is always equal, mixing in this concept of the technical part of the market that is not really necessary for analysis. So, you're on your own. My friend. Go learn the basics of the stock market and do not dare to read the project cluster delta, there is nothing interesting for wax, if you are deeply convinced that the number of buyers and sellers is always equal....... Good luck!!!!

 
mytarmailS:
You're under the table because that's where you belong! You've already written here about risk-free arbitrage, what have you earned a lot, huh? a trader with balls ahahah)) hilarious ... You better go to school or your mother will scold you.

You are paid to misinform the public. You do not understand much about commerce, but you are as emotional as all charlatans and if I have to do my homework, you have to suckle, or eat from a pipette, I do not know how they feed you. Again, don't fall for provocation:

Machine learning is the way toDIFFERENCE!

 
pantural:

You are paid to misinform the public. You do not understand much about commerce, but you are as emotional as all charlatans and if I have to do my homework, you have to suckle, or eat from a pipette, I do not know how they feed you. Again, don't fall for provocation:

Machine learning is the path toDIFFERENCE!


Machine Learning is the Way to Riches!!!!

 
Combinator:

Because the price is formed only and exclusively by active market participants, limit orders participate in price formation when and only when they are matched with a market order.


We are talking about a market participant, it's a fact and there is nothing to argue about, that means the number of buyers and sellers is always equal, it's like 2+2, this is easy to understand if you don't distinguish between a Limit and Market participant (who cares who entered the market using Limit or Market price).

2) And again you are wrong, limiters are also involved in the formation of the price.

Example :

1) we have 100 buyers who buy on the market and 100 limit sellers who sell at different prices .

2) We have the same 100 buyers at the market who buy from 100 small traders but all the small traders are at the same price.

So who is lying?

 
mytarmailS:


We didn't say who makes the price, we said for each market order there is a limit order, it's a fact and there's nothing to argue about.

2) And again you are wrong, limiters are also involved in the formation of the price.

Example :

1) we have 100 buyers who buy on the market and 100 limit sellers who sell at different prices .

2) We have the same 100 buyers at the market who buy from 100 limousine salesmen, but all limousine salesmen are at the same price.

So who is telling the truth?


Ok, then answer what is Delta????? Well just wondering, WHAT IS A DELTA?????? What do you think?
 
pantural:

understand, but emotional....

I don't know any other way to deal with narcissistic morons

Mihail Marchukajtes:
Okay, then answer what is Delta????? Well just wondering, WHAT IS A DELTA?????? What do you think?

I wrote above, read it...

I also have a counter question, what is a technical order? You came up with this notion and you believe in it yourself, it turns out that every Limit order is a MM Limit order? (technical order) ??? are you serious??? Yes in the real market probably more than 60% use a limit and I'm including, so I'm a market maker turns out? huhaha))) funny...

 
Mihail Marchukajtes:

Okay, then answer what is delta????? Well just wondering, WHAT IS A DELTA?????? What do you think?
There is no delta, there are no volumes in forex, this is the number of ticks generated by DT from the background at best, or deliberately to confuse. It is the same at CME, the market is decentralized, like forex, there are dozens of exchanges and dozens of dark pools, those volumes that are in plain sight are usually just a fiction to deceive. There is only the price and the trader, one-on-one, who based on his experience and intuition makes deals, all the rest is deceitful.
Reason: