Machine learning in trading: theory, models, practice and algo-trading - page 3724

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Rorschach #:
To get that statistic, 20 bars won't be enough.

And she thinks the flat is eternal or something.

Generalised information that flat instruments are predicted better, on average. From a time series perspective, without external signs.

Turns out to be useful in the long run, so as not to get frustrated with MO in forex when experiments are done on trend symbols to no avail :)

 
Maxim Dmitrievsky #:

Flat: high predictive power

Why it works:

  • Stationarity.

Imho, the system is simply non-stationary on flat, different than on trend) Rare but apt outbursts can wipe out all the profit (along with the deposit). I remember Alexander_K who showed it in practice.
 
Do AGI and ASI already stop travelling the empty spaces of Promptus' heads? )

love goes away,
tomatoes are withering
nonsense goes silent
[Deleted]  
Aleksey Nikolayev #:
Imho, on flat it is just a non-stationarity of a different system than on a trend) Rare but accurate outbursts can wipe out all the profit (along with the deposit). I remember Alexander_K who showed this in practice.

Yes, the search of different flat pairs has shown that not all of them are equally good. The simplest TS that pass cross validation work on some pairs, and nothing works on others

But on trending pairs almost never anything works :) provided that trends change.

One graal flat currency pair, on which it makes almost no difference for what period to do training. After the vertical line is the forward. Roughly, one year of training and 9 years of forward.

As a consequence, the algorithms need to be overfitting of instruments.




 
Maxim Dmitrievsky #:
One grail flat currency pair, on which it is almost indifferent for what period to make training. After the vertical line - forward. Roughly, one year of training and 9 years forward.
Perhaps it will continue to grail until they suddenly change the rules, like 10 years ago).
 
Aleksey Nikolayev #:
Do AGI and ASI already stop travelling the empty spaces of Promptus' heads? )

love goes away,
tomatoes are withering
nonsense goes away
It's also been a long time since we've heard about Hollywood's inevitable bankruptcy due to its loss in the competition with Promptus' film masterpieces about Nina without a veil and without a skirt.
 
Aleksey Nikolayev #:
Perhaps it will continue to grail until they suddenly change the rules like 10 years ago).
Remind me, who and what rules were changed in Forex 10 years ago?
 
Alexey Volchanskiy #:
Remind me, who and what rules changed on Forex 10 years ago?
I don't remember such a thing) everything worked as it did and still does)))

 
Alexey Volchanskiy #:
Remind me, who and what rules changed in Forex 10 years ago?
It seems that not only everyone remembers what happened to the Swiss franc in '15.
 
Aleksey Nikolayev #:
Seems like not just everyone remembers what happened to the Swiss franc in '15.
Show me. I'm curious
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