Machine learning in trading: theory, models, practice and algo-trading - page 3693
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staples
only not through a shitty left bybit :-)
PS/ and creativity, because EURt/USDt vs EUR/USDt is academic but hasn't worked for a long time.well it's more about forex here
the author of that article wrote that MO is inaccessible for an ordinary trader, we need to refute this statement somehow.It's back to doing everything yourself :) like stat arbitration on the MoD.
But at least something relatively new.
Not exactly forex either - spot and perpetual currency futures with fundings taken into account. Theoretically, you can do it on MT5 in F....
But at least something relatively new.
At first I will try it as in the article. If nothing interesting turns out, we can consider this option.
Another example of a strategy for strongly trending markets:
https://www.mql5.com/ru/articles/17755
Not a bad book on data analysis in Python. Just came across it.
https://learningds.org/intro.html
Enjoyed the article. I may try to add machine learning to the strategy.
The spread distribution is very strange. Is this how it should be? :)
xauusd - (xaueur * eurusd), hourly.
since 2024 it is almost always > 0
Well, it works in general, you need to adjust the parameters.
The biggest profit corresponded to 23y, where volatility was maximum. You can see a stronger growth on the balance curve.
If you teach for the 1st half of 2024, you can see how the DO trade changes
The spread distribution is very strange. Is this how it should be? :)
xauusd - (xaueur * eurusd), hourly.
since 2024 it is almost always > 0
I don't understand. Isn't that kind of a triangle named after Renat Akhtyamov? )
Maybe try using logarithms? Like log(xauusd) - log(xaueur) - log(eurusd).