Machine learning in trading: theory, models, practice and algo-trading - page 661

 
elibrarius:
What do you think about detrend? Anything based on the MA?

Polynomial regression. Well, in general, it's the same MA, only in profile).

 
Yuriy Asaulenko:

Well, this is already different approaches to the projectile.)

Once again I publish a picture.

On X - time, on Y - price, normalized from 0 to 60 - the usual time-price graph. On Z - the probability density distribution of price in time.

We can see that the distribution is formed around a certain price, then the price "jumps" to another level and the distribution is formed around another price.

If we keep up with it, we are always in the vicinity of the center of the distribution.

Yes, I forgot to say, in between directed movements from one price to another.

That's like the price jumping from a flat to another flat, why are you confusing me?

There's nothing there that jumps anywhere, it depends on the readout and can be detected only on the history

 
Maxim Dmitrievsky:

What kind of nonsense with the jumps you have, it's like the price jumps from a flat to another flat, why are you confused? the usual level distributions

It's not jumping anywhere, it depends on the reference and can only be detected by the history.

(Maxim, look at the graph. I think you can see everything, and you're talking about nonsense.) Well, yes, I drew that graph from a flashlight.)

By the way "jumps" is taken in quotes.) You can read "jumps" or whatever.

And it's not a flat there, but rather a range, centered at the top, and quite wide. Not always, of course.

 
Yuriy Asaulenko:

Maxim, look at the graph. I think you can see everything, and you're talking about nonsense.) Well, yes, I drew this graph from a flashlight.)

By the way, "skips" is taken in quotes.) You can read "jumps" or whatever.

And it's not a flat there, but a range, and it's wide enough. Not always, of course.

I don't understand what to do about it :) well distributions do jump

I think it's time to sleep

 
Maxim Dmitrievsky:

I don't understand what to do about it :) well distributions yes distributions yes they jump

I think it's time to go to sleep.

Man, he's almost got a ready idea for a strategy, and he doesn't get it.) Just like Alexander K2.

He is ready to go to sleep!

 
Yuriy Asaulenko:

Man, he's almost got a ready idea for a strategy, and he doesn't get it.) Just like Alexander K2.

Right to sleep!

How do you know that you need to start drawing a new center?

what may be logical for you, may be a forest for others :)

I'll think about it tomorrow, have a nice weekend :))

 
Maxim Dmitrievsky:

Well, how do you know that you need to start drawing a new center?

what may make sense to you, may be a forest for others :)

I'll think about it tomorrow, have a nice weekend :))

The price draws a new distribution with a new center. I don't understand. Look at how the price moves on the chart. It rarely moves by a drift, more often by a more or less directed movement.

 
Yuriy Asaulenko:

Man, he's almost got a ready idea for a strategy, and he doesn't get it.) Just like Alexander K2.

Right to sleep!

Yuri, don't give me a hard time. I know a lot more about forex allocations than you do. You can't even imagine how far behind you are in this component. The NS is another matter. I expect real PREVIEWS from this thread. That is a prediction for a certain time interval in advance. And it is not so good here.

 
I repeat for the most gifted. Knowing the current probability distribution , i.e. the wave function and its amplitude, Feynman predicted the time of transition from state A to state B. He did this on the basis of the net increments and their sums in a certain observational window. We are just not smart enough to repeat his experiments...
 
Alexander_K2:

Yuri, don't give me a hard time. I know a lot more about forex distributions than you do. You can't even imagine how far behind you are in this component. Another thing is the NS. I expect real PREVIEWS from this thread. That is a prediction for a certain time interval in advance. And that's not so good here.

There is no doubt that you are the best at everything, especially in distributions.

And you will never get predictions for the interval. You don't have to wait.) The key word is random to the observer. If it were possible - it would have been there long ago.

Reason: