Machine learning in trading: theory, models, practice and algo-trading - page 659

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elibrarius:
You're the one who deleted the time)))

Well, in short, as he is in the pictures there is drawn )

(see previous post)

 
Maxim Dmitrievsky:

Well, in short, as he is in the pictures there is drawn )

(see previous post)

In the pictures the vertical line is logarithmic, i.e. prices. It seems that Alexander confused you with his logarithm by time.
 
elibrarius:
In the pictures the vertical is logarithmic, i.e. prices.

Yeah, how do you make one? What to logarithm with what)

Right, Alexander's fault :)

 
Maxim Dmitrievsky:

Well yes, how to make one? what to logarithm with what)

There's just log(price), not from price delta
 
elibrarius:
There just log(price), not from price delta

just Log10 is visually no different from the price (as with increments)


 
Maxim Dmitrievsky:

Maybe it makes sense to run bots on such charts :)

The price has grown a lot over a long period of time. And the logarithm has reduced the strong price change to a small one - to a more linear view of the chart.
I am fond of intraday trading... It's boring to wait for years to make a profit. I'm not going to change the price many times during a day.
The logarithm can be used only for detrending, like in your case. Or you can remove the outliers. But the outliers can be removed by the root and you can just cut the level.
 
Maxim Dmitrievsky:

simply Log10 is not visually different from the price (as with increments)


Because the change in price is not in times, but less than 10%.
 
Elibrarius:
Because the price change is not in times, but less than 10%

The log on the increments makes at least some sense (though I don't understand what))). The price log makes no sense at all - all the same, but slightly flattened graph.

Why fight with tails, if they are the most important thing)).

 
Yuriy Asaulenko:

The log on the increments makes at least some sense (though I don't understand what))). The price log makes no sense at all - it's the same, but slightly flattened...

I'm just cutting off the increments by level, but someone here advised to use logarithm of the increments.
 
elibrarius:
I'm throwing out increments just by the level, but someone here advised the logarithm of the increments.

Somebody advised it. Yes, they may have a completely different task.

I personally from the tails in general enjoy: the more - the better.))) And you fight them with the whole world.))) It's funny.

Detrend, and sit back, beat your tails, and you don't have to predict anything.

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