Machine learning in trading: theory, models, practice and algo-trading - page 3676

 
mytarmailS #:

Just one question, why is the price going up if most people are selling?

The more sold, the less left. ))))
The less remains, the more expensive the remainder.

Scarcity, though. )))

Happy New Year! )))

 
mytarmailS #:

Just one question, why is the price going up if most people are selling?

This majority is too small compared to the whales that move the price. The main thing here is to guess what they have in their plans, maybe it is not expensive for them and they will move the price again, so that the small traders can follow in their footsteps.
And in general, Forex was invented so that small traders could add liquidity, so that there would be someone to buy from. Without them, the price would be even more volatile. But some of the small traders manage to get a foothold. As San Sanych threw down statistics recently - less than 1% of short-term traders.
 
Forester #:
That majority is too few compared to the whales that drive the price.

But the price is inversely correlated with plankton positions, not whales.

Forester #:
It's all about guessing what they're planning.

so you don't have to guess what the whales are doing.

 
Grigori.S.B #:

The more sold, the less remains. ))))
The less remains, the more expensive the remainder.

I don't think the concept of scarcity works in futures, they will sell as much as you want to buy.

And if you want to buy 100 million, you buy the whole glass up, so the price should go up, not down....

 
mytarmailS #:

But the price is inversely correlated with plankton positions, not whales

Rather, plankton correlates with price.)

 
Forester #:

It's more like plankton correlates with price)

is accepted

 
mytarmailS #:

I don't think the concept of scarcity works in futures, as long as you want to buy as much as you want to sell.

And if you want to buy 100 million, you buy the whole glass up, so the price should go up, not down.....

That's true.
That's why there were smiley faces in the comments, more than once.

 
mytarmailS #:

Thus, observing the trading of a large ensemble of "profitable on the history" TSs, one can simulate the actions of a group of primitive players, of which there are many


code for creating the rattle of the TS generator and creating the oscillator + visualisation attached...

It looks like a beginner's mistake when clustering on all data was done. I didn't see in the code that clustering is done only on trace data.

 
Maxim Dmitrievsky #:

Looks like a rookie mistake when clustering on all data was done. I didn't see in the code that clustering is done only on trace data.

There is no clustering in the trade....

Clustering was used according to the author's method to separate types of technical indicators into oscillators and indicators.
Those that do not need to be normalised and those that need to be normalised.
 
mytarmailS #:
There's no clustering in the trade....

Clustering was used according to the author's method to separate types of technical indicators into oscillators and indicators.
Those that should not be normalised and those that should be.

Then there are no variants in what the catch is )