Machine learning in trading: theory, models, practice and algo-trading - page 475
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I have an account at Otkritie. What else can I add? Volume is the first thing that comes to mind. It does not exist in Forex. And as far as I know, there is nothing else in the terminal except price and volume. It turns out that we need data from outside? I've tried to analyze zigzag reversals on the RTS Index, Sberbank and Siska. The results are not very good. Many signals are missed. In some cases there are a lot of false signals. I tried to predict the price of the next bar using Siska. The results are not very good either. In general, everyone can play with my research if he wants. If you have a desire, I will describe how to set up and what to run. There are three steps: export of data from MT scrap, training of network (Python script), observation of results in MT (ready indicator). To work with networks, you must install the library from Microsoft's site. And with Python language support.
I have an account at Otkritie. What else can I add? Volume is the first thing that comes to mind. It does not exist in Forex. And as far as I know, there is nothing else in the terminal except price and volume. It turns out that we need data from outside? I've tried to analyze zigzag reversals on the RTS Index, Sberbank and Siska. The results are not very good. Many signals are missed. In some cases there are a lot of false signals. I tried to predict the price of the next bar using Siska. The results are not very good either. In general, everyone can play with my research if he wants. If you have a desire, I will describe how to set up and what to run. There are three steps - export of data from MT scrap, training of network (Python script), observation of results in MT (ready indicator). To work with networks, you must install the library from Microsoft's site. And with Python language support.
In addition to price and volume, there are a few more threads. In MT5, they have no history, so it is necessary to accumulate them.
It is better to predict the specific entries (ideally) IMHO, but you can also start with a zigzag. If you want to avoid unsubstantiated data it would be better to show a picture:
This is all data in MT5 (not counting the glass). The exchange gives some additional data, but it is not critical.
I don't know how to place an order on an Expert Advisor in order to buy it. When I get my hands on it (and they will), then I won't offer any data).
Tell me how to get this data in MT5 for Forts. I will do the rest. And the most important thing is the length of this data in bars. The more history the better. If I cannot get this data myself, I will not be interested in making a network on it. I will not be able to use it in my trading.
In addition to price and volume, there are several more streams. In MT5 they are without history, so I have to accumulate them.
It is better to predict the specific entries (ideally) IMHO, but you can start with a zig-zag. If you want to avoid unsubstantiated data it would be better to show a picture:
This is all data in MT5 (not counting the glass). The exchange gives something in addition, but it's not critical.
As for playing - if I had the time, I would not offer. When I'll get my hands on it (and I will), I won't offer it).
All your data are lagging or appear simultaneously with changes in quotes, you have to take a price series and work only with it through different manipulations.
All your data is lagging or simultaneously appearing with changes in quotes, you need to take the price series and work only with it by various manipulations
The data is not mine, it's the stock exchange's. They do not lag behind price in any way, but they are the cause of its change (one of them).
Or do you think (along with Yusuf and J.Dow) that everything is already accounted for in the price?) Then yes, take one price.
The data is not mine, but the stock exchange's. They do not lag in any way relative to the price, but are the cause of its change (one of them).
Or do you think (along with Yusuf and J.Dow) that everything is already accounted for in the price?)) Then yes, take one price.
Well, yes, everything is taken into account. How can open interest be a reason for price changes?
Tell me how to get this data in MT5 for Forts. I will do the rest. And the most important thing is the length of this data in bars. The more history the better. If I cannot get this data myself, I will not be interested in making a network on it. I will not be able to use it in trading.
Well, yes, everything is taken into account. How open interest can cause price change?
I didn't argue with Yusuf, but I will answer you. If everything was accounted for, the price would either stand still or jump from level to level. Do we see it? Even at the opening?
By what logic is it by leaps and bounds or in place? something happens in the market is instantly reflected in the price, the theory of an efficient market :)
By what logic is it by leaps and bounds or in place? something happens in the market and is instantly reflected in the price, the theory of an efficient market :)
This is the theory of the spherical horse in a vacuum)) What does the word "instantly" mean for you?