Machine learning in trading: theory, models, practice and algo-trading - page 825

 
Alexander_K2:

Well, then publish your results + justification. The last condition is mandatory, otherwise it's not interesting to talk.

You don't post, you only listen to yourself.

I've made a lot of posts in your thread, I don't care who understands.

There is nothing to talk about, really.

Reread your thread from start to finish and let's discuss.

The main point of my posts - the system must be able to fight the loss.

Where do you have that?

I don't.

We can only wish you good luck, that's all.

 
Renat Akhtyamov:

You don't post, you only listen to yourself.

I have thrown a lot of posts in your thread, no one understands anything.

There's nothing to talk about, really.

Read your thread from beginning to end and let's discuss.

The main point of my posts - the system must be able to fight the loss.

Where do you have that?

I don't.

We can only wish you good luck, that's all.

No need to say goodbye. Your experience will come in handy. When the time comes, I will ask the right questions.

 
Renat Akhtyamov:

There's no waiting around. Forex goes against the unprotected order and against the high risk.

I'm tired of saying it.

And this is a completely different and well just a huge topic, leading to the only correct strategy.

I can't say about Forex - I haven't worked with it much, but there is also a strong opinion in the market that the price always goes against their order or transaction.

My opinion - the market (the market, not Forex) is indifferent to our actions. And it doesn't go against, but on its own. The impression that it is against is purely subjective. Maybe we open against it and it is nothing more than a systematic forecasting error? Which means that there is something wrong with us, not the market.

I am coming from the concept that the market is indifferent. In my opinion, this is more constructive.

Once again, it's not about forex, it's about the market. With Forex DTs, anything can happen. There is a clear conflict of interest here. If the VC works with "honest" external quotes, then we can also consider the market indifferent to our actions.

 
Renat Akhtyamov:

Alexander, you don't have to wait here. Forex walks against an unprotected order and against high risk.

I'm tired of repeating it.

And this is a completely different and well just a huge topic, leading to the only correct strategy.

In short-term or high-frequency trading, maybe yes... Purely an observation.

More than once I've observed when the market is targeted and set up correctly and you end up with a signal followed by a change in events, then such a signal usually plays out on a reversal. Very often, such a situation is observed when the strategy is correct, but the situation has changed. As a rule, the TC is reversed with a minimum loss which is repaid later in full. But this does not mean that the TS is wrong. The market itself was wrong at that moment.

Interesting subject of "high risk" of the order. What method is used to determine this risk? Do you have any experience in this regard?

If you constantly start to monitor QD, you can often see how the large gets up, what levels work out, etc.. I think the field is not ploughed....

 
Yuriy Asaulenko:

I can't say anything about Forex - I didn't work with it much, but there is also a strong opinion in the market that the price always goes against their order or transaction.

My opinion - the market (the market, not Forex) is indifferent to our actions. And it doesn't go against, but on its own. The impression that it is against is purely subjective. Maybe we open against it and it is nothing more than a systematic forecasting error? Which means that there is something wrong with us, not the market.

I am coming from the concept that the market is indifferent. In my opinion, this is more constructive.

Once again, it's not about forex, it's about the market. With Forex DTs, anything can happen. There is a clear conflict of interest here. If the VC works with "fair" external quotes, then we can also consider that the market is indifferent to our actions.

In continuation I will add. It is there in the moment and in the past without saying anything about the future. But the fact itself. The market is there in the moment. Here and now....

 
Mihail Marchukajtes:

In a sequel, I will add. It is there in the moment and in the past, saying nothing about the future. But the fact itself. The market is there in the moment. Here and now....

Mikhail, if so - then take it for yourself as a paradigm, read a little about Markov processes, learn a little BP and put the price and return into the neural network. Nothing more.

Pardon, if I am not in time with advice, but I want to support you, standing at the broken trough. Ugh, what am I saying?! What trough? The grail, of course... HIMself...

 
Mihail Marchukajtes:

In short-term or high-frequency trading, maybe yes... An observation only.

More than once I have observed that when the market is aimed and set up correctly and as a result you get a signal followed by a change of events, such a signal is usually reversed. Very often, such a situation is observed when the strategy is correct, but the situation has changed. As a rule, the TC is reversed with a minimum loss which is repaid later in full. But this does not mean that the TS is wrong. The market itself was wrong at that moment.

Interesting subject of "high risk" of the order. What method is used to determine this risk? Do you have any experience in this regard?

If you constantly start to monitor QD, you can often see how the large gets up, what levels work out, etc.. I think the field is not ploughed....

It is unploughed, not really.

Read about the currency snake.

Examples to check - the fall of the chif and the Brexit on the pound. If the calculations converge, you have understood the subject correctly.

If the order/position, given the current equity, can be taken out to the downside, then the risk is already overstated.

You set the right risk, you don't make any money.

And that's where strategy development comes in....

===

For the skeptics.

Brexit was in absolutely all financial markets, regardless - stock exchange, non-stock exchange, kitchen, non-cooking, etc. as much as you like.......

The quote is almost the same everywhere.

 
Alesha:

Can you figure out a simple C# project in VS?

If you do, I can personally sketch for you such a test project, where comparison of target with future return and ZZ for random rambling, on the correct target almost exactly 50%, on ZZ 70-90% accuracy, for eurusd minutiae for 2 years, ~52%

Are you kidding me?

Who needs the code?

The code is posted here to flesh out a thought.

And you need the RESULT of the code, with a description of the predictors, the target. It is desirable to specify the class of machine learning model.

 
Maxim Dmitrievsky:

will you ever get off the topic, chupacabra? go stink somewhere else, do not pollute the topic

Hey, Vasya.

put here at least one NS code to try, even if it's not working, so it would be clear what we're talking about at least

so you can keep the topic alive and ask questions,

I'm not answering your question,

we agreed above not to write to each other, or not so?

 
Renat Akhtyamov:

Hey, you're right.

You put here at least one NS code to try, even if it is not working, so that it was clear what at least we're talking about

Codes of what you want.)) Maybe even a key to the apartment ...)))

I'm just kidding.) Why codes? I need thoughts, not codes.

Reason: